Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PACCAR INC SAVINGS INVESTMENT PLAN Strategic Asset Allocation - Optimal Moderate | NA | 11.17% | 6.23% | 7.90% | 5.87% | 8.72% | NA | 8.07% |
Data as of 09/29/2017, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PACCAR INC SAVINGS INVESTMENT PLAN Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 12/29/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.30 | 11.17 | 6.23 | 7.90 | 5.87 | 8.72 | NA | 8.07 | 12.78 | 5.66 | 0.94 | 5.29 | 16.20 | 15.64 | -0.07 | 13.07 | 23.47 | -22.73 | 8.03 | 13.48 | 7.89 | 15.51 | 21.85 | 2.51 | 1.59 |
| Sharpe Ratio | NA | 3.17 | 0.81 | 1.13 | 0.51 | NA | NA | 0.67 | 3.15 | 0.65 | 0.11 | 0.76 | 2.33 | 2.06 | -0.01 | 1.19 | 1.41 | -1.06 | 0.56 | 1.56 | 1.01 | 2.36 | 3.09 | 0.15 | -0.09 |
| Standard Deviation(%) | NA | 3.85 | 7.19 | 7.09 | 11.79 | NA | NA | 10.25 | 3.86 | 8.38 | 8.36 | 6.90 | 6.93 | 7.56 | 13.78 | 10.92 | 16.60 | 22.24 | 8.89 | 6.51 | 5.68 | 6.16 | 6.85 | 9.67 | 8.00 |
| Draw Down(%) | NA | 1.20 | 10.20 | 10.20 | 36.06 | NA | NA | 36.63 | 1.20 | 7.21 | 7.18 | 5.14 | 5.95 | 5.50 | 13.51 | 8.43 | 18.29 | 33.89 | 5.89 | 5.67 | 4.64 | 5.07 | 6.19 | 12.21 | 9.31 |
| Yield(%) | NA | 2.61 | 3.65 | 3.77 | 3.95 | NA | NA | 4.64 | 2.50 | 3.91 | 4.51 | 4.59 | 3.29 | 4.21 | 2.59 | 4.00 | 4.56 | 4.91 | 8.49 | 7.41 | 3.73 | 5.14 | 3.25 | 3.68 | 3.44 |
Data as of 09/29/2017, 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 |
|---|---|---|---|---|
| PACCAR INC SAVINGS INVESTMENT PLAN Strategic Asset Allocation - Optimal Moderate |
-6.57%
Feb 2006 - Feb 2009 |
0.26%
Feb 2004 - Feb 2009 |
5.74%
Nov 2006 - Nov 2016 |
7.19%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PACCAR INC SAVINGS INVESTMENT PLAN Strategic Asset Allocation - Optimal Moderate |
18.91%
Feb 2009 - Feb 2012 |
16.55%
Feb 2009 - Feb 2014 |
9.52%
Mar 2003 - Mar 2013 |
8.72%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart