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 Strategic Asset Allocation – Optimal Moderate | NA | 20.23% | -1.65% | 4.66% | 5.62% | 7.35% | 6.77% | … | … |
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 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 (%) | -0.35 | 20.23 | -1.65 | 4.66 | 5.62 | 7.35 | 6.77 | … | … | 0.66 | -2.04 | 13.04 | -19.40 | 4.65 | 19.34 | 18.46 | -5.03 | 12.95 | 4.76 | 6.31 | 6.28 | 19.04 | 16.87 | -1.17 | 10.92 | 27.76 | -23.79 | 8.46 | 11.39 | 7.25 | 11.02 | 21.02 | -4.97 | 5.70 |
| Sharpe Ratio | NA | -0.58 | -0.52 | -0.02 | 0.28 | NA | NA | … | … | 0.09 | -0.72 | 0.88 | -1.26 | 0.51 | 1.04 | 2.18 | -0.66 | 2.42 | 0.51 | 0.71 | 0.91 | 2.67 | 2.06 | -0.08 | 0.97 | 1.67 | -1.12 | 0.62 | 1.22 | 0.90 | 1.42 | 2.28 | -0.49 | 0.40 |
| Standard Deviation(%) | NA | 11.93 | 13.13 | 13.69 | 11.28 | NA | NA | … | … | 6.50 | 12.01 | 10.04 | 16.49 | 9.01 | 18.36 | 7.82 | 9.67 | 5.09 | 8.95 | 8.80 | 6.90 | 7.11 | 8.16 | 14.44 | 11.12 | 16.61 | 22.13 | 8.77 | 6.68 | 5.64 | 7.11 | 8.91 | 12.30 | 8.45 |
| Draw Down(%) | NA | 12.20 | 23.26 | 26.46 | 26.46 | NA | NA | … | … | 0.38 | 12.15 | 10.85 | 24.43 | 5.40 | 22.13 | 3.55 | 14.02 | 2.60 | 9.21 | 8.36 | 5.05 | 5.78 | 6.20 | 14.52 | 9.24 | 16.89 | 34.41 | 5.70 | 6.19 | 3.39 | 5.37 | 8.11 | 15.79 | 10.06 |
| Yield(%) | NA | 5.54 | 5.00 | 5.34 | 4.99 | NA | NA | … | … | NA | 1.22 | 5.19 | 4.22 | 4.26 | 5.84 | 5.76 | 4.50 | 0.77 | 2.08 | 11.38 | 4.95 | 2.24 | 3.90 | 2.51 | 3.72 | 3.82 | 8.02 | 8.52 | 5.08 | 3.66 | 3.46 | 2.93 | 3.57 | 6.03 |
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 Strategic Asset Allocation – Optimal Moderate |
-6.86%
Feb 2006 – Feb 2009 |
-0.90%
Feb 2004 – Feb 2009 |
4.52%
Oct 2013 – Oct 2023 |
5.20%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PENSKE TRUCK LEASING CO. LP SAVINGS RETIREMENT PLAN Strategic Asset Allocation – Optimal Moderate |
18.95%
Feb 2009 – Feb 2012 |
17.02%
Feb 2009 – Feb 2014 |
11.59%
Feb 2009 – Feb 2019 |
9.20%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart