Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MARSH & McLENNAN COMPANIES 401(k) SAVINGS & INVESTMENT PLAN Tactical Asset Allocation Moderate | NA | 25.69% | 5.02% | 12.11% | 9.82% | 10.75% | 11.21% | 11.21% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MARSH & McLENNAN COMPANIES 401(k) SAVINGS & INVESTMENT PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 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 (%) | -0.97 | 25.69 | 5.02 | 12.11 | 9.82 | 10.75 | 11.21 | 11.21 | NA | 10.49 | 12.56 | -11.18 | 20.26 | 22.59 | 20.24 | -4.24 | 14.41 | 10.11 | 1.86 | 6.75 | 20.31 | 14.07 | 2.95 | 16.86 | 25.60 | 2.95 | 10.73 | 12.43 | 9.95 | 13.12 | 16.32 | 2.59 | 8.86 |
| Sharpe Ratio | NA | 0.47 | 0.03 | 0.60 | 0.69 | NA | NA | 0.95 | 0.04 | 0.36 | 0.99 | -0.92 | 1.69 | 1.22 | 2.55 | -0.52 | 2.56 | 1.07 | 0.19 | 0.80 | 2.96 | 1.77 | 0.18 | 1.52 | 2.85 | 0.34 | 0.78 | 1.21 | 1.21 | 1.43 | 2.24 | 0.26 | 0.99 |
| Standard Deviation(%) | NA | 10.76 | 11.14 | 13.08 | 11.08 | NA | NA | 9.81 | 11.09 | 10.80 | 8.39 | 13.65 | 11.99 | 18.31 | 7.37 | 10.77 | 5.37 | 9.29 | 9.52 | 8.38 | 6.85 | 7.91 | 16.44 | 11.03 | 8.94 | 5.96 | 9.87 | 7.59 | 6.45 | 8.50 | 6.98 | 5.76 | 6.60 |
| Draw Down(%) | NA | 9.28 | 15.72 | 21.14 | 21.14 | NA | NA | 21.14 | 1.02 | 9.28 | 7.17 | 17.83 | 6.23 | 21.14 | 3.39 | 14.26 | 2.65 | 9.17 | 9.66 | 5.52 | 4.07 | 5.62 | 15.46 | 9.13 | 3.51 | 5.01 | 6.58 | 8.80 | 3.93 | 6.81 | 5.16 | 4.04 | 5.39 |
| Yield(%) | NA | 3.82 | 6.86 | 6.21 | 6.97 | NA | NA | 0.00 | NA | 1.31 | 3.90 | 4.25 | 12.88 | 7.31 | 4.47 | 10.32 | 9.29 | 4.13 | 5.96 | 10.59 | 3.18 | 4.42 | 2.41 | 7.07 | 5.36 | 9.12 | 6.86 | 5.03 | 4.58 | 4.10 | 4.16 | 5.57 | 8.43 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MARSH & McLENNAN COMPANIES 401(k) SAVINGS & INVESTMENT PLAN Tactical Asset Allocation Moderate |
3.37%
Dec 2021 - Dec 2024 |
4.74%
Mar 2015 - Mar 2020 |
8.19%
Oct 2013 - Oct 2023 |
9.87%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MARSH & McLENNAN COMPANIES 401(k) SAVINGS & INVESTMENT PLAN Tactical Asset Allocation Moderate |
21.03%
Dec 2018 - Dec 2021 |
16.48%
Feb 2009 - Feb 2014 |
13.29%
Apr 2003 - Apr 2013 |
12.27%
Jul 2006 - Jul 2021 |
Annualized Rolling Returns Comparison Chart