Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Caterpillar Inc Investment Trust Tactical Asset Allocation Moderate | NA | 20.24% | 0.50% | 5.09% | 4.19% | 4.39% | 5.28% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Caterpillar Inc Investment Trust 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 (%) | -1.27 | 20.24 | 0.50 | 5.09 | 4.19 | 4.39 | 5.28 | … | … | 0.35 | 12.18 | 10.74 | -16.70 | 9.46 | 12.84 | 10.88 | -7.25 | 10.73 | 10.04 | -5.23 | -0.43 | 11.55 | 5.49 | 0.93 | 3.82 | 17.42 | -3.80 | 9.09 | 13.49 | 2.79 | 9.94 | 15.66 | 1.66 | 6.10 |
| Sharpe Ratio | NA | 0.74 | -0.25 | 0.28 | 0.36 | NA | NA | … | … | 0.03 | 0.63 | 0.85 | -1.89 | 1.03 | 1.47 | 2.65 | -1.23 | 2.36 | 2.17 | -0.79 | -0.08 | 1.88 | 1.75 | 0.12 | 0.39 | 2.31 | -1.12 | 0.62 | 1.42 | 0.10 | 1.19 | 2.54 | 0.12 | 1.00 |
| Standard Deviation(%) | NA | 8.95 | 8.77 | 8.83 | 7.31 | NA | NA | … | … | 10.91 | 8.93 | 7.61 | 9.57 | 9.17 | 8.59 | 3.57 | 6.95 | 4.28 | 4.54 | 6.66 | 5.54 | 6.14 | 3.10 | 7.61 | 9.54 | 7.50 | 4.23 | 9.82 | 7.21 | 5.91 | 7.59 | 5.89 | 4.61 | 3.79 |
| Draw Down(%) | NA | 5.86 | 16.46 | 18.38 | 18.38 | NA | NA | … | … | 0.97 | 5.86 | 6.33 | 17.67 | 4.03 | 10.11 | 1.58 | 13.13 | 1.74 | 3.69 | 9.06 | 5.15 | 3.79 | 2.92 | 7.84 | 9.11 | 4.70 | 8.33 | 7.46 | 8.43 | 4.76 | 7.01 | 3.20 | 5.24 | 2.70 |
| Yield(%) | NA | 2.98 | 2.28 | 2.29 | 2.08 | NA | NA | … | … | NA | 0.79 | 3.02 | 1.95 | 1.07 | 2.34 | 2.72 | 1.78 | 0.56 | 2.90 | 1.93 | 2.31 | 1.76 | 3.62 | 2.26 | 3.51 | 4.66 | 3.76 | 3.29 | 2.76 | 2.69 | 2.17 | 3.11 | 3.59 | 5.10 |
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 |
|---|---|---|---|---|
| Caterpillar Inc Investment Trust Tactical Asset Allocation Moderate |
-0.96%
Apr 2021 – Apr 2024 |
1.13%
Dec 2017 – Dec 2022 |
2.36%
Oct 2013 – Oct 2023 |
3.53%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Caterpillar Inc Investment Trust Tactical Asset Allocation Moderate |
11.57%
Oct 2004 – Oct 2007 |
10.95%
Oct 2002 – Oct 2007 |
7.89%
Apr 2001 – Apr 2011 |
6.83%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart