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 Strategic Asset Allocation - Equal Weight Moderate | NA | 6.74% | 3.95% | 6.39% | 5.54% | 8.12% | 6.60% | 6.19% |
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 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 (%) | -0.26 | 6.74 | 3.95 | 6.39 | 5.54 | 8.12 | 6.60 | 6.19 | 0.84 | 11.70 | -6.31 | 5.24 | 21.38 | 15.37 | -5.59 | 12.77 | 3.29 | 3.51 | 4.03 | 12.25 | 12.96 | 2.29 | 11.11 | 28.48 | -19.76 | 3.77 | 9.56 | 8.31 | 12.23 | 15.50 | -3.93 | -2.50 |
| Sharpe Ratio | NA | 0.67 | 0.21 | 0.65 | 0.55 | NA | NA | 0.59 | 0.10 | 1.05 | -0.69 | 0.51 | 1.43 | 1.99 | -0.69 | 2.73 | 0.41 | 0.26 | 0.58 | 2.04 | 2.36 | 0.25 | 1.53 | 2.30 | -1.74 | 0.09 | 0.93 | 1.14 | 1.75 | 2.30 | -0.62 | -0.66 |
| Standard Deviation(%) | NA | 6.94 | 9.51 | 10.42 | 9.72 | NA | NA | 8.83 | 5.65 | 7.10 | 11.21 | 10.21 | 14.81 | 7.02 | 9.99 | 4.44 | 7.59 | 13.18 | 6.93 | 5.98 | 5.47 | 9.13 | 7.22 | 12.34 | 11.91 | 8.60 | 6.74 | 5.40 | 6.44 | 6.43 | 8.10 | 7.28 |
| Draw Down(%) | NA | 5.67 | 13.65 | 18.34 | 18.34 | NA | NA | 30.69 | 1.19 | 5.67 | 13.65 | 6.94 | 18.34 | 4.08 | 13.01 | 1.57 | 6.45 | 7.47 | 6.22 | 5.55 | 4.49 | 9.31 | 5.50 | 11.33 | 26.40 | 6.35 | 7.30 | 3.88 | 6.14 | 6.19 | 11.33 | 10.02 |
| Yield(%) | NA | 3.54 | 3.39 | 3.87 | 4.21 | NA | NA | 3.99 | 0.11 | 3.64 | 3.40 | 3.04 | 6.02 | 3.39 | 1.64 | 0.54 | 2.59 | 13.79 | 4.09 | 1.63 | 4.20 | 4.66 | 2.62 | 4.21 | 2.57 | 10.60 | 4.48 | 4.40 | 2.72 | 2.00 | 2.75 | 2.77 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-5.82%
Feb 2006 - Feb 2009 |
0.08%
Feb 2004 - Feb 2009 |
5.53%
Feb 2006 - Feb 2016 |
5.41%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DR Horton`s 401K plan Strategic Asset Allocation - Equal Weight Moderate |
18.39%
Feb 2009 - Feb 2012 |
15.12%
Feb 2009 - Feb 2014 |
9.62%
Feb 2009 - Feb 2019 |
8.54%
Nov 2008 - Nov 2023 |
Annualized Rolling Returns Comparison Chart