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 Strategic Asset Allocation - Equal Weight Moderate | NA | 2.88% | 3.46% | 6.80% | 4.63% | 6.98% | 6.43% | 6.57% |
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 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 (%) | -0.66 | 2.88 | 3.46 | 6.80 | 4.63 | 6.98 | 6.43 | 6.57 | 1.66 | 10.55 | -6.25 | 8.18 | 22.41 | 16.95 | -5.91 | 8.58 | 0.56 | 0.09 | 3.58 | 12.34 | 13.93 | 2.03 | 9.67 | 22.72 | -20.72 | 9.90 | 12.63 | 9.89 | 14.23 | 25.55 | -3.92 | 1.33 |
| Sharpe Ratio | NA | 0.50 | 0.28 | 0.69 | 0.49 | NA | NA | 0.60 | 0.18 | 0.80 | -0.63 | 0.92 | 1.20 | 2.40 | -0.81 | 1.57 | 0.04 | 0.01 | 0.51 | 1.97 | 2.26 | 0.21 | 1.04 | 1.46 | -1.34 | 0.73 | 1.23 | 1.29 | 1.79 | 3.51 | -0.64 | -0.13 |
| Standard Deviation(%) | NA | 7.90 | 9.71 | 11.58 | 9.83 | NA | NA | 9.63 | 7.85 | 7.88 | 12.09 | 8.83 | 18.54 | 6.46 | 8.87 | 5.06 | 8.60 | 8.31 | 6.92 | 6.26 | 6.14 | 9.74 | 9.17 | 15.46 | 16.13 | 9.45 | 7.60 | 5.99 | 7.41 | 7.09 | 7.82 | 7.74 |
| Draw Down(%) | NA | 7.49 | 14.12 | 22.36 | 22.36 | NA | NA | 34.98 | 1.72 | 7.49 | 14.12 | 6.38 | 22.36 | 2.75 | 12.48 | 3.88 | 8.34 | 8.10 | 5.36 | 6.54 | 5.20 | 10.11 | 8.00 | 16.96 | 29.17 | 6.65 | 8.48 | 5.28 | 7.87 | 5.67 | 14.71 | 10.96 |
| Yield(%) | NA | 4.63 | 3.24 | 3.17 | 2.95 | NA | NA | 3.63 | 0.00 | 4.90 | 2.93 | 1.98 | 5.04 | 1.26 | 3.28 | 0.26 | 3.11 | 2.64 | 4.34 | 3.72 | 4.16 | 3.51 | 3.31 | 2.74 | 4.15 | 7.26 | 6.05 | 4.49 | 3.64 | 3.32 | 2.79 | 4.59 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-5.50%
Feb 2006 - Feb 2009 |
0.88%
Mar 2015 - Mar 2020 |
4.39%
Mar 2010 - Mar 2020 |
4.76%
Sep 2007 - Sep 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 Strategic Asset Allocation - Equal Weight Moderate |
18.70%
Mar 2003 - Mar 2006 |
15.73%
Oct 2002 - Oct 2007 |
9.76%
Mar 2003 - Mar 2013 |
8.41%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart