Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PENSKE TRUCK LEASING CO. LP SAVINGS RETIREMENT PLAN Tactical Asset Allocation Moderate | NA | 17.78% | 0.19% | 5.19% | 6.10% | 8.42% | 9.12% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PENSKE TRUCK LEASING CO. LP SAVINGS RETIREMENT 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 (%) | -0.07 | 17.78 | 0.19 | 5.19 | 6.10 | 8.42 | 9.12 | … | … | 0.93 | -4.51 | 13.19 | -14.64 | 7.89 | 12.44 | 16.19 | -3.28 | 15.99 | 6.70 | 3.02 | 9.63 | 22.29 | 18.62 | 1.08 | 12.95 | 20.56 | 2.94 | 10.14 | 12.75 | 8.62 | 12.05 | 23.62 | 2.62 | 6.11 |
| Sharpe Ratio | NA | -0.60 | -0.41 | -0.01 | 0.28 | NA | NA | … | … | 0.13 | -0.72 | 0.94 | -1.05 | 0.80 | 0.61 | 1.72 | -0.43 | 2.91 | 0.69 | 0.32 | 1.27 | 2.90 | 2.27 | 0.07 | 1.22 | 2.17 | 0.34 | 0.79 | 1.29 | 1.09 | 1.42 | 3.46 | 0.29 | 0.65 |
| Standard Deviation(%) | NA | 15.43 | 13.69 | 14.55 | 12.03 | NA | NA | … | … | 6.91 | 15.50 | 9.51 | 15.25 | 9.79 | 19.96 | 8.57 | 10.65 | 5.28 | 9.47 | 9.33 | 7.58 | 7.68 | 8.18 | 14.77 | 10.51 | 9.41 | 5.96 | 9.10 | 7.33 | 5.93 | 7.81 | 6.63 | 5.22 | 5.87 |
| Draw Down(%) | NA | 15.06 | 17.13 | 21.95 | 21.95 | NA | NA | … | … | 0.26 | 15.04 | 9.43 | 18.11 | 6.01 | 21.95 | 3.93 | 16.19 | 1.52 | 9.48 | 8.52 | 5.11 | 3.84 | 5.33 | 13.92 | 7.99 | 4.33 | 5.01 | 6.20 | 8.19 | 3.82 | 6.09 | 3.50 | 4.42 | 5.03 |
| Yield(%) | NA | 6.03 | 4.75 | 5.56 | 5.66 | NA | NA | … | … | NA | 1.96 | 5.62 | 3.18 | 4.74 | 7.20 | 8.14 | 5.27 | 4.96 | 4.13 | 8.09 | 6.07 | 2.14 | 4.03 | 2.24 | 3.55 | 5.34 | 9.12 | 8.37 | 5.60 | 4.06 | 3.33 | 3.86 | 5.88 | 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 |
|---|---|---|---|---|
| PENSKE TRUCK LEASING CO. LP SAVINGS RETIREMENT PLAN Tactical Asset Allocation Moderate |
-2.65%
Dec 2021 – Dec 2024 |
2.28%
Dec 2019 – Dec 2024 |
4.84%
Dec 2014 – Dec 2024 |
7.38%
Dec 2009 – Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PENSKE TRUCK LEASING CO. LP SAVINGS RETIREMENT PLAN Tactical Asset Allocation Moderate |
18.37%
Sep 2011 – Sep 2014 |
15.45%
Nov 2008 – Nov 2013 |
12.56%
Aug 2004 – Aug 2014 |
11.94%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart