Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PROFIT SHARING PLAN OF NVR, INC. AND AFFILIATED COMPANIES Tactical Asset Allocation Moderate | NA | 2.07% | 1.74% | 3.34% | 3.51% | 5.24% | 6.30% | 6.50% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PROFIT SHARING PLAN OF NVR, INC. AND AFFILIATED COMPANIES Tactical Asset Allocation 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 (%) | -0.45 | 2.07 | 1.74 | 3.34 | 3.51 | 5.24 | 6.30 | 6.50 | 1.17 | 12.21 | -11.77 | 5.12 | 13.37 | 10.83 | -5.72 | 12.31 | 3.47 | -0.02 | 4.19 | 15.97 | 4.42 | 1.65 | 7.01 | 19.10 | -2.23 | 11.47 | 15.65 | 6.69 | 11.97 | 22.54 | -1.28 | 1.79 |
| Sharpe Ratio | NA | 0.69 | -0.01 | 0.49 | 0.48 | NA | NA | 0.81 | 0.12 | 1.07 | -1.41 | 0.57 | 1.61 | 1.88 | -0.96 | 2.39 | 0.65 | -0.01 | 0.71 | 2.41 | 0.91 | 0.19 | 0.64 | 2.90 | -1.18 | 0.88 | 1.78 | 0.81 | 1.52 | 3.72 | -0.49 | -0.16 |
| Standard Deviation(%) | NA | 7.43 | 8.56 | 7.97 | 6.92 | NA | NA | 6.85 | 7.20 | 7.45 | 9.29 | 9.01 | 8.17 | 5.01 | 7.32 | 4.89 | 5.02 | 5.15 | 5.87 | 6.62 | 4.80 | 8.39 | 10.79 | 6.56 | 2.66 | 9.67 | 6.95 | 5.56 | 7.26 | 5.87 | 4.90 | 3.30 |
| Draw Down(%) | NA | 6.49 | 16.78 | 16.78 | 16.78 | NA | NA | 16.78 | 1.40 | 6.49 | 13.30 | 6.25 | 9.63 | 2.98 | 11.84 | 2.46 | 4.28 | 5.02 | 5.02 | 4.55 | 4.66 | 8.88 | 9.94 | 3.11 | 4.15 | 7.13 | 7.10 | 4.47 | 6.94 | 4.53 | 8.25 | 3.40 |
| Yield(%) | NA | 3.95 | 3.68 | 3.84 | 3.19 | NA | NA | 3.33 | 0.01 | 4.18 | 2.42 | 4.52 | 6.16 | 2.10 | 2.14 | 0.26 | 2.69 | 2.78 | 4.90 | 2.57 | 3.99 | 2.77 | 3.12 | 3.07 | 3.46 | 6.19 | 4.48 | 3.94 | 2.65 | 2.63 | 2.06 | 3.50 |
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 |
|---|---|---|---|---|
| PROFIT SHARING PLAN OF NVR, INC. AND AFFILIATED COMPANIES Tactical Asset Allocation Moderate |
1.20%
Nov 2020 - Nov 2023 |
1.82%
Nov 2017 - Nov 2022 |
3.51%
Oct 2013 - Oct 2023 |
4.75%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PROFIT SHARING PLAN OF NVR, INC. AND AFFILIATED COMPANIES Tactical Asset Allocation Moderate |
14.85%
Jan 2003 - Jan 2006 |
14.89%
Oct 2002 - Oct 2007 |
10.06%
Sep 2002 - Sep 2012 |
9.08%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart