Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| DRESSER INC. RETIREMENT and SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 19.24% | 5.06% | 8.39% | 6.78% | 8.44% | 8.61% | 8.80% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DRESSER INC. RETIREMENT and 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 (%) | -0.99 | 19.24 | 5.06 | 8.39 | 6.78 | 8.44 | 8.61 | 8.80 | NA | 5.30 | 15.44 | -8.59 | 10.85 | 13.91 | 16.36 | -4.70 | 10.57 | 9.75 | -2.24 | 7.34 | 19.61 | 10.18 | 2.37 | 18.72 | 13.17 | 0.24 | 8.59 | 13.72 | 7.32 | 10.38 | 25.36 | 1.97 | 0.59 |
| Sharpe Ratio | NA | -0.01 | 0.00 | 0.35 | 0.44 | NA | NA | 0.73 | 0.06 | -0.15 | 1.33 | -0.72 | 1.00 | 0.72 | 2.09 | -0.62 | 2.15 | 1.08 | -0.25 | 0.99 | 2.48 | 1.34 | 0.15 | 1.51 | 1.38 | -0.12 | 0.56 | 1.28 | 0.82 | 1.29 | 3.27 | 0.15 | -0.26 |
| Standard Deviation(%) | NA | 8.61 | 10.62 | 12.81 | 10.69 | NA | NA | 9.63 | 7.59 | 8.70 | 8.44 | 13.84 | 10.80 | 19.12 | 7.16 | 9.74 | 4.63 | 8.83 | 8.92 | 7.42 | 7.88 | 7.56 | 15.40 | 12.33 | 9.46 | 5.74 | 10.06 | 8.15 | 6.26 | 7.31 | 7.54 | 5.65 | 6.74 |
| Draw Down(%) | NA | 7.19 | 14.10 | 22.13 | 22.13 | NA | NA | 22.13 | 0.54 | 7.19 | 7.19 | 14.48 | 5.24 | 22.13 | 4.00 | 12.42 | 2.14 | 6.45 | 9.78 | 4.27 | 4.49 | 5.43 | 13.96 | 8.25 | 4.93 | 5.43 | 6.80 | 9.52 | 4.22 | 7.38 | 3.43 | 3.69 | 7.37 |
| Yield(%) | NA | 5.97 | 4.63 | 4.96 | 4.39 | NA | NA | 0.00 | NA | 3.26 | 4.57 | 3.09 | 6.07 | 4.01 | 4.81 | 3.60 | 2.71 | 4.74 | 4.01 | 4.36 | 4.63 | 3.15 | 2.11 | 2.20 | 3.83 | 4.38 | 4.74 | 4.98 | 4.10 | 2.52 | 3.72 | 5.48 | 5.21 |
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 |
|---|---|---|---|---|
| DRESSER INC. RETIREMENT and SAVINGS PLAN Tactical Asset Allocation Moderate |
1.47%
Mar 2017 - Mar 2020 |
2.34%
Mar 2015 - Mar 2020 |
5.77%
Oct 2013 - Oct 2023 |
7.04%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DRESSER INC. RETIREMENT and SAVINGS PLAN Tactical Asset Allocation Moderate |
15.32%
Apr 2003 - Apr 2006 |
13.65%
Jun 2009 - Jun 2014 |
11.14%
Apr 2001 - Apr 2011 |
10.23%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart