Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Case New Holland Inc.Retirement Savings Plan Strategic Asset Allocation - Optimal Moderate | NA | 25.28% | 1.18% | 5.56% | 5.51% | 7.11% | 6.31% | 6.79% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Case New Holland Inc.Retirement Savings Plan Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 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 (%) | -1.09 | 25.28 | 1.18 | 5.56 | 5.51 | 7.11 | 6.31 | 6.79 | NA | 8.67 | 13.21 | -15.28 | 2.63 | 14.90 | 20.67 | -5.17 | 11.19 | 6.72 | -0.71 | 6.87 | 17.44 | 13.12 | -3.11 | 15.44 | 24.80 | -25.55 | 8.25 | 9.79 | 7.78 | 12.50 | 26.23 | -5.91 | 5.65 |
| Sharpe Ratio | NA | 0.38 | -0.18 | 0.13 | 0.34 | NA | NA | 0.45 | 0.03 | 0.25 | 1.03 | -1.16 | 0.25 | 0.79 | 2.69 | -0.69 | 2.41 | 0.78 | -0.09 | 1.02 | 2.41 | 1.75 | -0.20 | 1.23 | 1.41 | -1.18 | 0.58 | 0.79 | 0.89 | 1.41 | 2.85 | -0.58 | 0.24 |
| Standard Deviation(%) | NA | 8.20 | 10.81 | 12.69 | 10.48 | NA | NA | 11.46 | 8.19 | 8.24 | 8.71 | 14.36 | 10.55 | 18.50 | 7.16 | 9.39 | 4.39 | 8.38 | 8.10 | 6.69 | 7.23 | 7.46 | 15.80 | 12.52 | 17.48 | 22.37 | 9.09 | 8.29 | 6.32 | 8.23 | 8.95 | 12.05 | 14.12 |
| Draw Down(%) | NA | 5.62 | 20.40 | 24.03 | 24.03 | NA | NA | 39.07 | 0.69 | 5.55 | 8.33 | 21.19 | 6.05 | 22.84 | 3.49 | 12.35 | 1.72 | 6.64 | 8.74 | 4.70 | 6.36 | 5.93 | 16.69 | 10.19 | 18.48 | 36.43 | 6.31 | 8.93 | 4.16 | 7.22 | 7.68 | 16.92 | 15.59 |
| Yield(%) | NA | 4.09 | 3.41 | 3.07 | 3.14 | NA | NA | 3.51 | NA | 0.98 | 3.61 | 2.58 | 3.15 | 2.50 | 2.81 | 3.82 | 0.54 | 3.49 | 4.30 | 4.09 | 4.19 | 3.97 | 2.17 | 3.95 | 3.34 | 4.79 | 5.57 | 5.39 | 3.43 | 3.16 | 2.61 | 3.33 | 2.95 |
Data as of 10/31/2024, 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 |
|---|---|---|---|---|
| Case New Holland Inc.Retirement Savings Plan Strategic Asset Allocation - Optimal Moderate |
-8.88%
Feb 2006 - Feb 2009 |
-1.94%
Feb 2004 - Feb 2009 |
4.03%
Oct 2013 - Oct 2023 |
4.21%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Case New Holland Inc.Retirement Savings Plan Strategic Asset Allocation - Optimal Moderate |
19.17%
Feb 2009 - Feb 2012 |
16.51%
Feb 2009 - Feb 2014 |
10.55%
Feb 2009 - Feb 2019 |
8.79%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart