Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DRESSER INC. RETIREMENT and SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate | NA | 22.22% | 1.57% | 6.40% | 5.97% | 7.14% | 6.11% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DRESSER INC. RETIREMENT and SAVINGS 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 | 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 (%) | -0.91 | 22.22 | 1.57 | 6.40 | 5.97 | 7.14 | 6.11 | … | … | 0.29 | 6.51 | 14.20 | -15.68 | 5.53 | 18.57 | 21.74 | -6.27 | 11.78 | 6.79 | -0.54 | 4.11 | 15.79 | 12.02 | -1.57 | 14.70 | 20.90 | -25.59 | 7.26 | 11.58 | 6.46 | 11.33 | 23.09 | -9.98 | -0.29 |
| Sharpe Ratio | NA | 0.10 | -0.24 | 0.20 | 0.39 | NA | NA | … | … | 0.03 | -0.01 | 1.10 | -1.12 | 0.58 | 0.98 | 2.83 | -0.81 | 2.66 | 0.78 | -0.07 | 0.62 | 2.17 | 1.55 | -0.11 | 1.21 | 1.19 | -1.17 | 0.45 | 1.06 | 0.73 | 1.41 | 2.52 | -0.94 | -0.26 |
| Standard Deviation(%) | NA | 8.10 | 11.28 | 12.85 | 10.60 | NA | NA | … | … | 7.20 | 8.15 | 9.05 | 15.27 | 9.53 | 18.77 | 7.19 | 9.35 | 4.19 | 8.47 | 8.41 | 6.64 | 7.25 | 7.70 | 15.14 | 12.03 | 17.47 | 22.58 | 9.51 | 7.85 | 5.90 | 7.38 | 8.88 | 11.86 | 10.02 |
| Draw Down(%) | NA | 4.97 | 21.31 | 22.35 | 22.35 | NA | NA | … | … | 0.60 | 4.93 | 9.16 | 21.84 | 5.26 | 21.80 | 3.89 | 13.16 | 1.89 | 7.10 | 9.07 | 4.86 | 5.68 | 6.43 | 15.34 | 9.12 | 17.93 | 35.28 | 6.19 | 8.86 | 4.21 | 6.68 | 7.08 | 20.02 | 13.80 |
| Yield(%) | NA | 4.26 | 4.16 | 3.92 | 3.52 | NA | NA | … | … | NA | 0.76 | 3.90 | 3.68 | 4.05 | 3.27 | 4.09 | 3.96 | 0.36 | 3.73 | 3.85 | 3.97 | 4.46 | 2.82 | 2.23 | 2.14 | 2.61 | 2.99 | 5.97 | 4.66 | 5.06 | 2.65 | 2.79 | 2.92 | 3.61 |
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 |
|---|---|---|---|---|
| DRESSER INC. RETIREMENT and SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate |
-8.78%
Feb 2006 – Feb 2009 |
-2.19%
Feb 2004 – Feb 2009 |
4.27%
Feb 2006 – Feb 2016 |
4.06%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DRESSER INC. RETIREMENT and SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate |
18.20%
Feb 2009 – Feb 2012 |
15.34%
Feb 2009 – Feb 2014 |
9.72%
Feb 2009 – Feb 2019 |
8.70%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart