Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Ryder System Inc. Deferred Compensation (93005) Strategic Asset Allocation - Equal Weight Moderate | NA | -13.02% | 5.12% | 4.29% | 4.90% | 4.10% | 5.28% | 4.62% |
Data as of 08/31/2022, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Ryder System Inc. Deferred Compensation (93005) Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 11/17/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.10 | -13.02 | 5.12 | 4.29 | 4.90 | 4.10 | 5.28 | 4.62 | -10.71 | 7.81 | 16.53 | 16.17 | -5.36 | 12.10 | 1.54 | 1.07 | 2.08 | 10.62 | 9.62 | 1.08 | 8.01 | 13.81 | -17.22 | 7.04 | 10.09 | 7.06 | 7.50 | 15.51 | -4.00 | -2.99 |
| Sharpe Ratio | NA | -1.15 | 0.30 | 0.29 | 0.49 | NA | NA | 0.39 | -0.95 | 0.94 | 0.92 | 2.21 | -0.72 | 2.54 | 0.15 | 0.13 | 0.32 | 1.79 | 1.78 | 0.11 | 0.92 | 0.93 | -1.13 | 0.48 | 0.98 | 1.04 | 1.02 | 2.37 | -0.70 | -0.77 |
| Standard Deviation(%) | NA | 12.15 | 13.23 | 11.46 | 9.47 | NA | NA | 9.29 | 12.39 | 8.30 | 17.80 | 6.67 | 9.27 | 4.52 | 8.81 | 8.26 | 6.38 | 5.93 | 5.37 | 9.72 | 8.58 | 14.72 | 16.05 | 8.47 | 6.98 | 4.70 | 6.40 | 6.26 | 7.28 | 6.85 |
| Draw Down(%) | NA | 18.96 | 20.51 | 20.51 | 20.51 | NA | NA | 32.30 | 17.00 | 4.96 | 20.51 | 3.65 | 12.08 | 2.13 | 8.00 | 7.29 | 5.00 | 5.66 | 4.22 | 8.39 | 6.76 | 17.21 | 26.18 | 6.08 | 7.85 | 3.68 | 4.76 | 5.87 | 8.56 | 11.24 |
| Yield(%) | NA | 3.54 | 2.99 | 2.46 | 2.56 | NA | NA | 2.73 | 0.71 | 3.62 | 4.29 | 2.12 | 2.39 | 0.28 | 2.92 | 3.08 | 2.64 | 3.67 | 2.50 | 2.01 | 1.03 | 1.09 | 2.24 | 5.02 | 6.48 | 2.29 | 3.63 | 1.08 | 1.87 | 2.47 |
Data as of 08/31/2022, 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 |
|---|---|---|---|---|
| Ryder System Inc. Deferred Compensation (93005) Strategic Asset Allocation - Equal Weight Moderate |
-5.52%
Feb 2006 - Feb 2009 |
-0.49%
Feb 2004 - Feb 2009 |
3.41%
Dec 2006 - Dec 2016 |
3.55%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Ryder System Inc. Deferred Compensation (93005) Strategic Asset Allocation - Equal Weight Moderate |
13.57%
Feb 2009 - Feb 2012 |
11.31%
Feb 2009 - Feb 2014 |
7.22%
Sep 2011 - Sep 2021 |
6.06%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart