Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| DAIMLER TRUCKS NORTH AMERICA L.L.C. EMPLOYEE RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 35.20% | 10.08% | 10.92% | 7.15% | 6.57% | 7.04% | 7.75% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DAIMLER TRUCKS NORTH AMERICA L.L.C. EMPLOYEE RETIREMENT SAVINGS PLAN Tactical Asset Allocation 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 (%) | -0.83 | 35.20 | 10.08 | 10.92 | 7.15 | 6.57 | 7.04 | 7.75 | NA | 24.27 | 18.88 | -6.41 | 7.57 | 13.14 | 9.30 | -2.11 | 11.24 | 7.63 | -5.34 | 0.48 | 14.12 | 5.74 | 0.28 | 3.23 | 14.21 | 1.65 | 8.09 | 12.75 | 3.51 | 12.07 | 19.09 | 6.42 | 6.85 |
| Sharpe Ratio | NA | 2.02 | 0.93 | 0.98 | 0.81 | NA | NA | 0.88 | 0.08 | 1.84 | 2.05 | -0.90 | 0.86 | 1.43 | 1.83 | -0.45 | 2.40 | 1.57 | -1.00 | 0.08 | 2.06 | 1.03 | 0.02 | 0.31 | 1.89 | 0.25 | 0.52 | 1.26 | 0.22 | 1.52 | 3.36 | 1.29 | 1.03 |
| Standard Deviation(%) | NA | 9.62 | 8.59 | 8.72 | 7.26 | NA | NA | 7.16 | 11.04 | 9.63 | 7.13 | 8.69 | 8.79 | 9.02 | 4.32 | 7.54 | 4.43 | 4.73 | 5.35 | 6.02 | 6.83 | 5.51 | 10.85 | 10.14 | 7.46 | 2.91 | 9.73 | 7.54 | 5.98 | 7.33 | 5.48 | 4.11 | 4.42 |
| Draw Down(%) | NA | 5.97 | 11.31 | 13.03 | 13.03 | NA | NA | 13.03 | 0.86 | 5.97 | 4.27 | 11.45 | 4.68 | 12.38 | 4.06 | 8.62 | 1.69 | 2.29 | 6.13 | 5.20 | 5.12 | 5.09 | 11.18 | 10.11 | 4.02 | 1.51 | 7.31 | 8.53 | 4.62 | 6.90 | 3.12 | 2.37 | 2.87 |
| Yield(%) | NA | 14.32 | 9.74 | 7.36 | 5.11 | NA | NA | 4.23 | NA | 4.50 | 13.32 | 6.97 | 3.64 | 4.35 | 5.11 | 2.81 | 0.46 | 3.17 | 2.27 | 4.18 | 2.15 | 3.29 | 3.48 | 3.99 | 3.67 | 3.16 | 3.10 | 2.98 | 2.88 | 2.90 | 4.58 | 4.77 | 5.64 |
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 |
|---|---|---|---|---|
| DAIMLER TRUCKS NORTH AMERICA L.L.C. EMPLOYEE RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
0.78%
Dec 2013 - Dec 2016 |
2.20%
Dec 2013 - Dec 2018 |
3.21%
Apr 2010 - Apr 2020 |
4.57%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DAIMLER TRUCKS NORTH AMERICA L.L.C. EMPLOYEE RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
13.04%
Nov 2021 - Nov 2024 |
12.12%
Oct 2002 - Oct 2007 |
9.19%
Apr 2001 - Apr 2011 |
7.34%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart