Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
VOITH RETIREMENT SAVINGS PLAN FOR BARGAINING UNIT EMPLOYEES Strategic Asset Allocation - Equal Weight Moderate | NA | 4.58% | 3.42% | 5.50% | 4.27% | 7.63% | 7.12% | 7.43% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
VOITH RETIREMENT SAVINGS PLAN FOR BARGAINING UNIT EMPLOYEES Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 01/30/2024 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 (%) | -0.69 | 4.58 | 3.42 | 5.50 | 4.27 | 7.63 | 7.12 | 7.43 | 1.41 | 12.18 | -7.34 | 5.14 | 18.57 | 16.65 | -7.19 | 14.17 | 2.61 | -1.47 | 2.18 | 12.58 | 13.90 | -0.70 | 12.45 | 41.01 | -21.39 | 12.56 | 14.20 | 9.11 | 13.11 | 23.08 | -2.06 | 7.31 |
Sharpe Ratio | NA | 0.63 | 0.19 | 0.59 | 0.45 | NA | NA | 0.67 | 0.15 | 0.93 | -0.69 | 0.60 | 1.02 | 2.50 | -0.89 | 3.13 | 0.29 | -0.17 | 0.28 | 1.87 | 2.13 | -0.06 | 1.25 | 2.56 | -1.23 | 1.21 | 1.55 | 1.27 | 1.89 | 3.58 | -0.42 | 0.64 |
Standard Deviation(%) | NA | 8.39 | 10.02 | 11.50 | 9.87 | NA | NA | 9.88 | 7.54 | 8.50 | 12.64 | 8.54 | 17.92 | 6.10 | 9.58 | 4.32 | 8.26 | 8.64 | 7.86 | 6.72 | 6.52 | 12.23 | 9.92 | 15.96 | 18.19 | 7.93 | 7.05 | 5.48 | 6.43 | 6.25 | 7.54 | 7.78 |
Draw Down(%) | NA | 7.45 | 17.16 | 20.36 | 20.36 | NA | NA | 32.50 | 1.41 | 7.45 | 15.18 | 5.73 | 20.36 | 3.07 | 14.06 | 1.31 | 7.32 | 9.34 | 6.01 | 6.57 | 4.87 | 12.03 | 7.86 | 13.67 | 32.50 | 4.66 | 8.39 | 3.67 | 6.55 | 6.06 | 13.17 | 9.41 |
Yield(%) | NA | 2.57 | 2.14 | 3.07 | 3.08 | NA | NA | 3.70 | 0.00 | 2.76 | 2.20 | 1.49 | 5.09 | 4.04 | 3.28 | 2.93 | 1.60 | 4.30 | 3.37 | 2.83 | 4.53 | 3.29 | 4.12 | 3.72 | 6.30 | 7.66 | 4.71 | 3.12 | 4.17 | 2.21 | 3.55 | 3.73 |
Data as of 10/31/2023, 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 |
---|---|---|---|---|
VOITH RETIREMENT SAVINGS PLAN FOR BARGAINING UNIT EMPLOYEES Strategic Asset Allocation - Equal Weight Moderate |
-2.81%
Feb 2006 - Feb 2009 |
1.51%
Mar 2015 - Mar 2020 |
4.27%
Oct 2013 - Oct 2023 |
5.35%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
VOITH RETIREMENT SAVINGS PLAN FOR BARGAINING UNIT EMPLOYEES Strategic Asset Allocation - Equal Weight Moderate |
21.15%
Feb 2009 - Feb 2012 |
17.01%
Feb 2009 - Feb 2014 |
11.34%
Mar 2003 - Mar 2013 |
9.38%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart