Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
| 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 Strategic Asset Allocation - Optimal Moderate | NA | 35.43% | 13.79% | 14.29% | 9.82% | 9.53% | 7.96% | 7.40% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DAIMLER TRUCKS NORTH AMERICA L.L.C. EMPLOYEE RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 01/08/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| 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 (%) | -0.63 | 35.43 | 13.79 | 14.29 | 9.82 | 9.53 | 7.96 | 7.40 | NA | 23.26 | 22.71 | -1.92 | 10.04 | 16.48 | 18.69 | -3.19 | 10.75 | 5.93 | 0.59 | 4.47 | 16.47 | 9.39 | -1.25 | 12.00 | 21.82 | -24.57 | 6.67 | 10.79 | 7.19 | 12.46 | 21.52 | -10.39 | -3.17 |
| Sharpe Ratio | NA | 2.56 | 1.10 | 0.95 | 0.84 | NA | NA | 0.53 | 0.08 | 2.36 | 2.33 | -0.27 | 1.17 | 0.85 | 2.29 | -0.48 | 2.28 | 0.67 | 0.06 | 0.67 | 2.40 | 1.13 | -0.09 | 0.96 | 1.23 | -1.12 | 0.38 | 1.05 | 0.78 | 1.64 | 2.30 | -0.87 | -0.50 |
| Standard Deviation(%) | NA | 7.00 | 9.41 | 11.85 | 10.09 | NA | NA | 11.20 | 8.76 | 7.06 | 7.93 | 12.31 | 8.54 | 19.05 | 7.55 | 9.42 | 4.44 | 8.51 | 8.95 | 6.69 | 6.86 | 8.29 | 14.98 | 12.35 | 17.71 | 22.85 | 9.70 | 7.14 | 6.44 | 7.04 | 9.08 | 13.17 | 11.05 |
| Draw Down(%) | NA | 3.44 | 11.25 | 23.46 | 23.46 | NA | NA | 38.00 | 0.63 | 3.44 | 4.88 | 11.28 | 4.80 | 23.46 | 4.19 | 11.05 | 1.53 | 7.47 | 7.52 | 5.18 | 4.28 | 7.55 | 14.20 | 9.87 | 17.08 | 32.71 | 5.94 | 7.71 | 4.30 | 5.26 | 8.49 | 20.29 | 16.90 |
| Yield(%) | NA | 14.10 | 8.88 | 6.29 | 4.33 | NA | NA | 3.17 | NA | 4.63 | 13.19 | 6.63 | 1.51 | 2.26 | 4.72 | 1.79 | 0.92 | 2.18 | 3.34 | 1.98 | 2.22 | 1.95 | 1.81 | 1.78 | 2.32 | 1.78 | 3.01 | 2.39 | 2.23 | 2.33 | 2.41 | 2.19 | 3.36 |
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 Strategic Asset Allocation - Optimal Moderate |
-8.29%
Feb 2006 - Feb 2009 |
-1.55%
Feb 2004 - Feb 2009 |
4.16%
Feb 2006 - Feb 2016 |
4.61%
Feb 2001 - Feb 2016 |
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 Strategic Asset Allocation - Optimal Moderate |
17.33%
Feb 2009 - Feb 2012 |
14.72%
Sep 2019 - Sep 2024 |
10.07%
Nov 2014 - Nov 2024 |
10.51%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart