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 Strategic Asset Allocation - Equal Weight Moderate | NA | 18.25% | 4.21% | 9.42% | 7.05% | 7.56% | 6.72% | 6.64% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | -0.71 | 18.25 | 4.21 | 9.42 | 7.05 | 7.56 | 6.72 | 6.64 | NA | 4.52 | 12.35 | -7.72 | 4.08 | 27.33 | 22.68 | -7.57 | 11.61 | 4.76 | -0.11 | 0.67 | 15.51 | 11.28 | 0.22 | 12.11 | 21.13 | -22.26 | 8.42 | 11.25 | 6.61 | 10.35 | 20.93 | -6.57 | 0.94 |
| Sharpe Ratio | NA | -0.13 | -0.10 | 0.38 | 0.47 | NA | NA | 0.48 | 0.06 | -0.23 | 0.99 | -0.62 | 0.40 | 1.40 | 2.71 | -0.89 | 2.53 | 0.51 | -0.02 | 0.09 | 2.27 | 1.64 | 0.02 | 1.23 | 1.45 | -1.20 | 0.61 | 1.34 | 0.85 | 1.44 | 2.77 | -0.77 | -0.16 |
| Standard Deviation(%) | NA | 8.89 | 10.95 | 12.94 | 10.81 | NA | NA | 10.33 | 5.55 | 8.91 | 8.19 | 14.62 | 10.17 | 19.32 | 7.84 | 9.95 | 4.35 | 9.00 | 8.49 | 7.03 | 6.82 | 6.85 | 12.39 | 9.81 | 14.54 | 19.33 | 8.85 | 5.94 | 5.25 | 6.55 | 7.32 | 9.92 | 8.62 |
| Draw Down(%) | NA | 6.59 | 15.28 | 21.26 | 21.26 | NA | NA | 34.13 | 0.40 | 6.57 | 7.32 | 15.28 | 7.46 | 21.26 | 4.74 | 13.88 | 2.37 | 8.02 | 9.89 | 5.31 | 5.57 | 5.67 | 11.89 | 7.46 | 14.80 | 32.04 | 5.60 | 6.24 | 3.69 | 6.56 | 6.29 | 15.65 | 10.86 |
| Yield(%) | NA | 4.27 | 3.30 | 3.29 | 3.00 | NA | NA | 3.39 | NA | 0.96 | 4.08 | 2.63 | 2.24 | 3.22 | 3.51 | 2.11 | 0.48 | 3.85 | 3.46 | 3.47 | 3.91 | 3.11 | 2.18 | 2.68 | 3.03 | 4.08 | 5.95 | 4.33 | 3.77 | 3.56 | 3.32 | 3.36 | 4.63 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-6.09%
Feb 2006 - Feb 2009 |
-0.70%
Feb 2004 - Feb 2009 |
4.43%
Feb 2006 - Feb 2016 |
4.93%
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 Strategic Asset Allocation - Equal Weight Moderate |
17.59%
Dec 2018 - Dec 2021 |
14.18%
Feb 2009 - Feb 2014 |
8.75%
Sep 2011 - Sep 2021 |
9.00%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart