Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| DR Horton`s 401K plan Tactical Asset Allocation Moderate | NA | 136.09% | 32.56% | 21.24% | 11.77% | 11.96% | 9.84% | 8.48% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DR Horton`s 401K plan Tactical Asset Allocation 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 (%) | -1.06 | 136.09 | 32.56 | 21.24 | 11.77 | 11.96 | 9.84 | 8.48 | 2.68 | 143.14 | -16.30 | 9.85 | 20.11 | 11.47 | -1.31 | 12.52 | 5.24 | -3.87 | -1.90 | 15.73 | 12.25 | 6.41 | 9.58 | 14.56 | -11.85 | 7.99 | 9.08 | 10.74 | 9.61 | -0.31 | -9.81 | 2.44 |
| Sharpe Ratio | NA | 1.76 | 0.64 | 0.63 | 0.45 | NA | NA | 0.41 | 0.26 | 1.76 | -1.03 | 0.73 | 1.40 | 1.75 | -0.21 | 1.77 | 0.62 | -0.38 | -0.29 | 2.16 | 2.63 | 0.81 | 0.93 | 2.31 | -1.78 | 0.57 | 0.78 | 1.34 | 1.25 | -0.34 | -1.12 | 0.09 |
| Standard Deviation(%) | NA | 78.74 | 47.12 | 37.15 | 27.05 | NA | NA | 18.60 | 9.38 | 78.88 | 17.24 | 13.39 | 14.19 | 5.76 | 12.79 | 6.73 | 8.18 | 10.17 | 6.52 | 7.26 | 4.65 | 7.88 | 10.16 | 6.27 | 7.19 | 8.82 | 7.48 | 6.38 | 6.92 | 2.96 | 9.75 | 1.37 |
| Draw Down(%) | NA | 8.60 | 27.74 | 27.74 | 27.74 | NA | NA | 27.74 | 1.88 | 8.60 | 25.60 | 6.88 | 11.69 | 4.32 | 11.16 | 2.78 | 7.79 | 11.04 | 7.27 | 5.84 | 3.41 | 6.02 | 9.17 | 5.24 | 17.48 | 5.38 | 9.76 | 4.60 | 5.66 | 3.88 | 16.59 | 1.29 |
| Yield(%) | NA | 9.61 | 6.19 | 5.72 | 4.25 | NA | NA | 3.26 | 0.06 | 9.82 | 2.29 | 6.55 | 4.90 | 5.26 | 3.10 | 0.47 | 4.25 | 5.97 | 0.05 | 0.96 | 5.20 | 4.94 | 1.99 | 2.34 | 0.74 | 4.36 | 3.03 | 2.44 | 1.19 | 1.26 | 0.75 | 3.10 |
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 |
|---|---|---|---|---|
| DR Horton`s 401K plan Tactical Asset Allocation Moderate |
-3.58%
Aug 2001 - Aug 2004 |
1.96%
Dec 2013 - Dec 2018 |
3.70%
Sep 2012 - Sep 2022 |
4.03%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DR Horton`s 401K plan Tactical Asset Allocation Moderate |
38.95%
Mar 2020 - Mar 2023 |
24.51%
Dec 2018 - Dec 2023 |
13.10%
Jun 2013 - Jun 2023 |
12.33%
Dec 2008 - Dec 2023 |
Annualized Rolling Returns Comparison Chart