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 - Optimal Moderate | NA | 23.19% | 10.78% | 12.90% | 8.83% | 9.32% | 8.17% | 7.28% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DR Horton`s 401K plan Strategic Asset Allocation - Optimal 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 (%) | -1.02 | 23.19 | 10.78 | 12.90 | 8.83 | 9.32 | 8.17 | 7.28 | NA | 10.24 | 30.39 | -9.64 | 10.56 | 19.04 | 17.85 | -3.73 | 13.66 | 0.08 | 1.59 | 8.56 | 12.59 | 13.74 | -0.93 | 14.36 | 24.80 | -24.58 | 8.91 | 10.59 | 9.51 | 9.81 | 16.01 | -7.69 | -5.43 |
| Sharpe Ratio | NA | 0.53 | 0.43 | 0.66 | 0.62 | NA | NA | 0.50 | 0.06 | 0.43 | 1.49 | -0.89 | 1.11 | 1.14 | 2.29 | -0.50 | 2.67 | -0.01 | 0.16 | 1.34 | 1.72 | 1.64 | -0.06 | 1.11 | 1.47 | -1.27 | 0.62 | 1.09 | 1.23 | 1.25 | 1.84 | -0.83 | -0.69 |
| Standard Deviation(%) | NA | 8.55 | 13.31 | 13.37 | 11.14 | NA | NA | 11.20 | 8.83 | 8.52 | 17.50 | 12.36 | 9.48 | 16.49 | 7.18 | 10.18 | 4.88 | 8.93 | 9.53 | 6.37 | 7.32 | 8.36 | 14.91 | 12.86 | 16.81 | 20.02 | 9.52 | 6.72 | 5.96 | 7.10 | 8.33 | 10.65 | 11.20 |
| Draw Down(%) | NA | 6.71 | 15.91 | 18.53 | 18.53 | NA | NA | 38.07 | 0.71 | 6.66 | 5.63 | 16.46 | 5.34 | 18.53 | 3.60 | 11.59 | 2.77 | 8.10 | 7.92 | 4.80 | 6.28 | 6.64 | 14.92 | 10.71 | 16.81 | 32.51 | 6.44 | 7.52 | 4.25 | 5.65 | 8.96 | 15.50 | 19.57 |
| Yield(%) | NA | 3.90 | 5.09 | 4.26 | 3.95 | NA | NA | 3.37 | NA | 0.67 | 4.61 | 3.61 | 6.82 | 3.51 | 2.90 | 4.08 | 0.26 | 1.92 | 6.86 | 5.80 | 1.58 | 3.96 | 3.67 | 2.10 | 1.76 | 1.26 | 4.30 | 6.46 | 3.92 | 2.04 | 1.10 | 1.71 | 2.59 |
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 |
|---|---|---|---|---|
| DR Horton`s 401K plan Strategic Asset Allocation - Optimal Moderate |
-7.48%
Feb 2006 - Feb 2009 |
-1.05%
Feb 2004 - Feb 2009 |
5.08%
Dec 2006 - Dec 2016 |
5.19%
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 - Optimal Moderate |
19.77%
Feb 2009 - Feb 2012 |
16.23%
Feb 2009 - Feb 2014 |
10.12%
Feb 2009 - Feb 2019 |
10.84%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart