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 - Optimal Moderate | NA | -20.92% | -3.30% | 0.09% | 4.73% | 4.04% | NA | 3.45% |
Data as of 10/31/2018, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Ryder System Inc. Deferred Compensation (93005) Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 12/31/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.34 | -20.92 | -3.30 | 0.09 | 4.73 | 4.04 | NA | 3.45 | -23.48 | 11.04 | 3.98 | 1.81 | 5.83 | 15.24 | 8.61 | -0.81 | 11.09 | 18.95 | -24.92 | 8.82 | 10.42 | 9.65 | 9.64 | 19.35 | -6.83 | -8.50 |
| Sharpe Ratio | NA | -1.05 | -0.33 | -0.12 | 0.35 | NA | NA | 0.18 | -1.05 | 2.44 | 0.47 | 0.21 | 0.90 | 2.17 | 1.02 | -0.06 | 0.92 | 1.11 | -1.17 | 0.63 | 0.99 | 1.36 | 1.24 | 2.18 | -0.75 | -1.03 |
| Standard Deviation(%) | NA | 23.61 | 14.63 | 12.30 | 12.34 | NA | NA | 11.85 | 23.61 | 4.26 | 8.05 | 8.54 | 6.49 | 7.00 | 8.36 | 14.67 | 11.94 | 17.04 | 22.11 | 9.26 | 7.18 | 5.51 | 7.02 | 8.56 | 10.63 | 10.46 |
| Draw Down(%) | NA | 28.85 | 28.85 | 28.85 | 28.85 | NA | NA | 38.97 | 28.85 | 1.48 | 7.70 | 7.27 | 4.31 | 5.24 | 7.85 | 12.96 | 8.98 | 17.68 | 33.76 | 6.39 | 7.78 | 3.61 | 4.45 | 7.62 | 13.01 | 17.31 |
| Yield(%) | NA | 1.98 | 1.61 | 2.32 | 2.03 | NA | NA | 2.69 | 1.97 | 0.26 | 2.55 | 3.82 | 2.97 | 3.89 | 1.42 | 1.73 | 0.76 | 0.83 | 2.69 | 4.50 | 8.91 | 2.37 | 4.77 | 0.51 | 2.27 | 2.25 |
Data as of 10/31/2018, 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 - Optimal Moderate |
-8.16%
Feb 2006 - Feb 2009 |
-1.25%
Feb 2004 - Feb 2009 |
3.36%
Aug 2008 - Aug 2018 |
4.01%
Nov 2003 - Nov 2018 |
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 - Optimal Moderate |
16.22%
Feb 2009 - Feb 2012 |
13.53%
Feb 2009 - Feb 2014 |
7.10%
Mar 2003 - Mar 2013 |
7.08%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart