Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Dodge & Cox Mutual Funds Tactical Asset Allocation Moderate | NA | 21.12% | 6.20% | 9.81% | 7.80% | 9.36% | 9.74% | 10.70% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Dodge & Cox Mutual Funds 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 (%) | -0.78 | 21.12 | 6.20 | 9.81 | 7.80 | 9.36 | 9.74 | 10.70 | NA | 5.39 | 13.13 | -4.19 | 20.11 | 6.16 | 15.90 | -4.88 | 11.33 | 15.03 | -3.34 | 8.80 | 22.24 | 17.03 | -0.03 | 13.63 | 24.56 | -2.71 | 5.58 | 16.47 | 8.80 | 17.48 | 28.91 | 4.28 | 9.93 |
| Sharpe Ratio | NA | -0.09 | 0.01 | 0.37 | 0.48 | NA | NA | 0.89 | 0.14 | -0.13 | 1.06 | -0.39 | 1.88 | 0.26 | 1.88 | -0.64 | 2.09 | 1.48 | -0.35 | 1.19 | 3.08 | 1.83 | 0.00 | 1.20 | 2.41 | -0.65 | 0.28 | 1.76 | 1.18 | 2.31 | 4.55 | 0.71 | 1.62 |
| Standard Deviation(%) | NA | 9.08 | 10.87 | 14.10 | 11.66 | NA | NA | 9.91 | 4.04 | 9.10 | 8.38 | 14.29 | 10.68 | 22.87 | 7.70 | 9.61 | 5.11 | 10.03 | 9.52 | 7.36 | 7.21 | 9.27 | 15.24 | 11.29 | 10.17 | 5.56 | 9.35 | 7.50 | 5.64 | 7.15 | 6.21 | 4.50 | 4.70 |
| Draw Down(%) | NA | 8.80 | 14.63 | 27.25 | 27.25 | NA | NA | 27.25 | 0.12 | 8.80 | 7.09 | 14.63 | 4.96 | 27.25 | 4.84 | 12.60 | 2.53 | 8.43 | 9.34 | 5.97 | 3.82 | 7.19 | 14.88 | 8.54 | 4.51 | 9.80 | 6.81 | 7.87 | 4.27 | 6.03 | 2.61 | 2.48 | 2.38 |
| Yield(%) | NA | 5.36 | 4.20 | 5.17 | 5.21 | NA | NA | 0.00 | NA | 2.77 | 4.08 | 3.73 | 3.81 | 6.12 | 8.57 | 5.64 | 5.46 | 5.67 | 4.57 | 3.64 | 1.94 | 3.43 | 2.47 | 3.07 | 3.83 | 5.55 | 7.02 | 4.77 | 3.86 | 3.63 | 3.82 | 5.06 | 6.88 |
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 |
|---|---|---|---|---|
| Dodge & Cox Mutual Funds Tactical Asset Allocation Moderate |
-0.99%
Mar 2017 - Mar 2020 |
2.33%
Mar 2015 - Mar 2020 |
6.66%
Mar 2010 - Mar 2020 |
8.03%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Dodge & Cox Mutual Funds Tactical Asset Allocation Moderate |
19.33%
Apr 2003 - Apr 2006 |
16.16%
May 2002 - May 2007 |
12.88%
Apr 2003 - Apr 2013 |
11.97%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart