Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Penske Automotive Group 401(k) Savings and Retirement Plan Strategic Asset Allocation – Optimal Moderate | NA | 24.20% | 1.95% | 31.65% | 17.48% | 14.97% | 12.63% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Penske Automotive Group 401(k) Savings and 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 (%) | -0.96 | 24.20 | 1.95 | 31.65 | 17.48 | 14.97 | 12.63 | … | … | 0.51 | 5.80 | 10.73 | -14.42 | 7.64 | 239.42 | 19.68 | -6.30 | 9.49 | 4.40 | 0.65 | 6.12 | 14.95 | 12.16 | 0.45 | 13.15 | 28.12 | -22.28 | 7.95 | 12.41 | 10.24 | 11.79 | 20.99 | -3.22 | 4.73 |
| Sharpe Ratio | NA | 0.05 | -0.34 | 0.57 | 0.44 | NA | NA | … | … | 0.06 | -0.09 | 0.79 | -1.24 | 0.83 | 2.27 | 2.89 | -0.81 | 1.89 | 0.53 | 0.07 | 0.93 | 2.20 | 1.67 | 0.03 | 1.22 | 1.78 | -1.10 | 0.59 | 1.39 | 1.33 | 1.59 | 2.62 | -0.34 | 0.22 |
| Standard Deviation(%) | NA | 8.80 | 10.11 | 48.17 | 34.46 | NA | NA | … | … | 8.18 | 8.83 | 8.14 | 12.71 | 9.13 | 105.54 | 6.32 | 9.38 | 4.68 | 7.96 | 8.49 | 6.56 | 6.79 | 7.25 | 13.86 | 10.71 | 15.70 | 21.06 | 8.41 | 6.57 | 6.07 | 6.80 | 7.75 | 12.68 | 11.06 |
| Draw Down(%) | NA | 7.41 | 20.07 | 21.83 | 21.83 | NA | NA | … | … | 0.65 | 7.41 | 9.04 | 20.48 | 6.68 | 21.83 | 2.93 | 13.19 | 3.78 | 7.89 | 8.31 | 5.16 | 5.94 | 5.83 | 13.34 | 8.21 | 15.97 | 33.75 | 7.65 | 6.64 | 3.67 | 5.34 | 7.88 | 16.02 | 13.67 |
| Yield(%) | NA | 4.43 | 4.74 | 5.89 | 5.16 | NA | NA | … | … | NA | 0.78 | 4.21 | 4.15 | 4.90 | 21.05 | 8.29 | 4.52 | 0.39 | 4.82 | 8.59 | 3.90 | 4.43 | 4.13 | 2.54 | 3.70 | 3.80 | 5.30 | 6.19 | 4.14 | 3.22 | 2.67 | 2.12 | 2.92 | 3.25 |
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 Automotive Group 401(k) Savings and Retirement Plan Strategic Asset Allocation – Optimal Mode |
-5.76%
Feb 2006 – Feb 2009 |
0.44%
Feb 2004 – Feb 2009 |
5.41%
Mar 2010 – Mar 2020 |
5.79%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Penske Automotive Group 401(k) Savings and Retirement Plan Strategic Asset Allocation – Optimal Mode |
63.52%
Dec 2018 – Dec 2021 |
35.60%
Feb 2016 – Feb 2021 |
20.71%
Sep 2011 – Sep 2021 |
16.70%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart