Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Case New Holland Inc.Retirement Savings Plan Tactical Asset Allocation Moderate | NA | 18.84% | -0.34% | 4.57% | 3.42% | 4.17% | 5.25% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Case New Holland Inc.Retirement Savings Plan 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 | Common | Inception | 2025 | 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 (%) | -1.13 | 18.84 | -0.34 | 4.57 | 3.42 | 4.17 | 5.25 | … | … | 0.84 | 9.24 | 5.95 | -14.48 | 7.61 | 15.19 | 6.11 | -3.83 | 10.32 | 6.56 | -4.99 | 0.76 | 15.34 | 5.44 | -1.25 | 5.07 | 13.83 | 2.00 | 8.15 | 12.32 | 3.92 | 12.97 | 20.49 | 8.62 | 8.13 |
| Sharpe Ratio | NA | 0.49 | -0.42 | 0.20 | 0.25 | NA | NA | … | … | 0.07 | 0.29 | 0.24 | -1.53 | 0.80 | 1.72 | 1.08 | -0.70 | 2.09 | 1.39 | -0.99 | 0.10 | 2.11 | 1.02 | -0.11 | 0.44 | 1.59 | 0.19 | 0.58 | 1.14 | 0.29 | 1.47 | 3.22 | 1.71 | 1.13 |
| Standard Deviation(%) | NA | 9.04 | 8.99 | 9.04 | 7.42 | NA | NA | … | … | 10.64 | 9.03 | 7.20 | 10.37 | 9.46 | 8.70 | 4.36 | 7.38 | 4.63 | 4.58 | 5.08 | 7.75 | 7.27 | 5.28 | 11.74 | 11.32 | 8.65 | 5.53 | 8.89 | 7.95 | 6.04 | 8.20 | 6.15 | 4.38 | 5.14 |
| Draw Down(%) | NA | 5.88 | 19.70 | 20.31 | 20.31 | NA | NA | … | … | 0.77 | 5.88 | 6.82 | 15.10 | 4.87 | 9.40 | 3.88 | 9.97 | 1.74 | 2.74 | 6.60 | 5.14 | 5.09 | 4.34 | 12.73 | 11.54 | 4.88 | 4.15 | 6.71 | 9.48 | 4.60 | 7.23 | 3.29 | 2.31 | 3.85 |
| Yield(%) | NA | 4.22 | 4.06 | 3.73 | 3.12 | NA | NA | … | … | NA | 0.91 | 3.78 | 2.76 | 4.69 | 3.43 | 3.80 | 2.83 | 0.29 | 3.23 | 2.56 | 3.11 | 3.72 | 4.25 | 1.88 | 4.23 | 5.16 | 4.09 | 4.26 | 2.86 | 2.94 | 2.95 | 3.32 | 6.94 | 8.15 |
Data as of 10/31/2024, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Case New Holland Inc.Retirement Savings Plan Tactical Asset Allocation Moderate |
-2.22%
Apr 2021 – Apr 2024 |
0.74%
Feb 2018 – Feb 2023 |
1.88%
Oct 2013 – Oct 2023 |
3.54%
Feb 2008 – Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Case New Holland Inc.Retirement Savings Plan Tactical Asset Allocation Moderate |
14.34%
Apr 2003 – Apr 2006 |
12.53%
May 2002 – May 2007 |
10.10%
Apr 2001 – Apr 2011 |
7.43%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart