Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Dollar General 401(k) Savings and Retirement Plan Strategic Asset Allocation - Equal Weight Moderate | NA | 7.69% | 6.57% | 5.84% | 4.59% | 7.14% | 6.39% | 6.90% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Dollar General 401(k) Savings and Retirement Plan Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.41 | 7.69 | 6.57 | 5.84 | 4.59 | 7.14 | 6.39 | 6.90 | 0.56 | 14.84 | -3.58 | 8.21 | 10.68 | 15.82 | -7.29 | 13.86 | 4.90 | -1.57 | 1.91 | 13.62 | 12.86 | -0.65 | 10.98 | 28.58 | -20.85 | 7.91 | 13.12 | 7.27 | 13.58 | 23.50 | -0.06 | 7.36 |
| Sharpe Ratio | NA | 0.89 | 0.46 | 0.58 | 0.48 | NA | NA | 0.61 | 0.04 | 1.29 | -0.41 | 0.84 | 0.59 | 2.20 | -0.93 | 2.85 | 0.50 | -0.18 | 0.28 | 2.03 | 1.83 | -0.06 | 1.10 | 1.72 | -1.13 | 0.61 | 1.42 | 0.99 | 1.89 | 3.33 | -0.15 | 0.71 |
| Standard Deviation(%) | NA | 8.22 | 10.03 | 11.49 | 9.91 | NA | NA | 10.00 | 7.22 | 8.24 | 12.05 | 9.75 | 17.66 | 6.55 | 9.29 | 4.65 | 9.42 | 8.68 | 6.85 | 6.70 | 7.01 | 11.60 | 9.88 | 16.58 | 19.24 | 8.07 | 6.94 | 5.16 | 6.70 | 6.86 | 7.95 | 7.13 |
| Draw Down(%) | NA | 6.00 | 13.61 | 22.92 | 22.92 | NA | NA | 34.94 | 1.87 | 6.00 | 13.61 | 5.50 | 22.92 | 3.97 | 14.07 | 1.40 | 8.65 | 9.78 | 6.45 | 5.99 | 5.55 | 12.55 | 8.33 | 18.10 | 32.81 | 5.34 | 7.97 | 3.76 | 5.78 | 6.34 | 13.61 | 8.37 |
| Yield(%) | NA | 6.66 | 4.68 | 4.44 | 3.93 | NA | NA | 4.44 | 0.00 | 6.98 | 3.79 | 3.44 | 3.87 | 4.47 | 3.01 | 0.53 | 3.53 | 5.56 | 4.31 | 3.25 | 4.16 | 3.81 | 4.50 | 4.14 | 6.59 | 6.39 | 4.43 | 4.65 | 4.38 | 4.18 | 4.51 | 7.64 |
Data as of 10/31/2023, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Dollar General 401(k) Savings and Retirement Plan Strategic Asset Allocation - Equal Weight Moderate |
-5.88%
Feb 2006 - Feb 2009 |
0.26%
Feb 2004 - Feb 2009 |
4.09%
Mar 2010 - Mar 2020 |
4.54%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Dollar General 401(k) Savings and Retirement Plan Strategic Asset Allocation - Equal Weight Moderate |
19.16%
Feb 2009 - Feb 2012 |
15.53%
Feb 2009 - Feb 2014 |
9.51%
Mar 2003 - Mar 2013 |
8.35%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart