Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2023.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| THE DAYTON POWER AND LIGHT COMPANY EMPLOYEE SAVINGS PLAN Tactical Asset Allocation Moderate | NA | -3.57% | 1.50% | 3.88% | 4.44% | 5.82% | 6.14% | 6.78% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| THE DAYTON POWER AND LIGHT COMPANY EMPLOYEE SAVINGS PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2023.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| 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 (%) | -0.56 | -3.57 | 1.50 | 3.88 | 4.44 | 5.82 | 6.14 | 6.78 | 0.92 | 9.32 | -13.52 | 8.84 | 16.28 | 14.67 | -2.41 | 11.68 | 11.77 | -1.45 | 1.10 | 15.20 | 5.74 | -4.61 | 9.57 | 19.13 | -3.75 | 9.98 | 12.69 | 5.02 | 8.65 | 20.62 | 4.18 | 8.11 |
| Sharpe Ratio | NA | 0.15 | -0.06 | 0.52 | 0.62 | NA | NA | 0.78 | 0.08 | 0.58 | -1.35 | 0.99 | 1.80 | 2.73 | -0.47 | 2.22 | 2.79 | -0.25 | 0.17 | 2.13 | 0.93 | -0.54 | 0.87 | 2.02 | -0.82 | 0.72 | 1.15 | 0.46 | 0.99 | 3.00 | 0.55 | 0.96 |
| Standard Deviation(%) | NA | 8.64 | 9.53 | 8.74 | 7.46 | NA | NA | 7.61 | 7.68 | 8.73 | 11.01 | 8.88 | 8.92 | 4.86 | 7.89 | 4.99 | 4.14 | 6.01 | 6.45 | 7.11 | 6.14 | 8.52 | 10.90 | 9.44 | 5.72 | 9.69 | 8.17 | 6.15 | 7.76 | 6.65 | 5.58 | 6.03 |
| Draw Down(%) | NA | 8.79 | 17.91 | 17.91 | 17.91 | NA | NA | 17.91 | 1.69 | 8.79 | 17.91 | 5.31 | 9.40 | 2.85 | 9.31 | 3.34 | 2.07 | 6.99 | 5.07 | 4.83 | 5.86 | 10.17 | 9.30 | 4.43 | 9.18 | 7.41 | 9.66 | 5.16 | 7.32 | 3.14 | 5.12 | 4.49 |
| Yield(%) | NA | 2.71 | 4.63 | 4.52 | 3.71 | NA | NA | 4.07 | 0.13 | 2.79 | 2.30 | 8.78 | 4.98 | 3.84 | 2.81 | 0.40 | 5.16 | 2.58 | 3.70 | 2.13 | 2.91 | 0.98 | 3.41 | 4.89 | 3.42 | 6.76 | 5.53 | 3.65 | 4.65 | 4.39 | 6.22 | 7.21 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| THE DAYTON POWER AND LIGHT COMPANY EMPLOYEE SAVINGS PLAN Tactical Asset Allocation Moderate |
0.96%
Dec 2020 - Dec 2023 |
2.97%
Dec 2010 - Dec 2015 |
4.44%
Oct 2013 - Oct 2023 |
5.39%
May 2008 - May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| THE DAYTON POWER AND LIGHT COMPANY EMPLOYEE SAVINGS PLAN Tactical Asset Allocation Moderate |
13.22%
Dec 2018 - Dec 2021 |
12.34%
Oct 2002 - Oct 2007 |
9.62%
Apr 2001 - Apr 2011 |
8.22%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart