Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Marathon Oil Company Thrift Plan Core Options Tactical Asset Allocation Moderate | NA | 40.02% | 15.21% | 16.27% | 10.01% | 9.48% | 11.32% | 11.45% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Marathon Oil Company Thrift Plan Core Options 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 | 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 (%) | -0.61 | 40.02 | 15.21 | 16.27 | 10.01 | 9.48 | 11.32 | 11.45 | NA | 26.48 | 26.40 | -5.17 | 8.26 | 23.52 | 17.29 | -10.32 | 14.15 | 4.07 | 1.15 | 4.01 | 13.77 | 12.88 | -1.02 | 9.43 | 15.66 | 8.92 | 21.84 | 21.78 | 13.34 | 19.79 | 22.37 | 6.16 | -0.90 |
| Sharpe Ratio | NA | 2.05 | 1.17 | 1.02 | 0.77 | NA | NA | 1.01 | 0.09 | 1.96 | 2.81 | -0.49 | 0.74 | 1.31 | 2.24 | -1.00 | 2.42 | 0.47 | 0.12 | 0.54 | 1.88 | 1.56 | -0.08 | 0.87 | 1.49 | 1.42 | 1.56 | 1.96 | 1.72 | 2.38 | 3.67 | 1.10 | -0.46 |
| Standard Deviation(%) | NA | 10.10 | 10.64 | 12.55 | 10.75 | NA | NA | 9.63 | 9.85 | 10.13 | 7.87 | 13.34 | 11.16 | 17.83 | 7.09 | 11.66 | 5.59 | 8.25 | 9.21 | 7.33 | 7.30 | 8.24 | 13.84 | 10.73 | 10.47 | 5.62 | 12.08 | 9.44 | 6.48 | 7.90 | 5.90 | 4.59 | 7.01 |
| Draw Down(%) | NA | 7.04 | 11.67 | 23.90 | 23.90 | NA | NA | 23.90 | 0.67 | 7.04 | 4.06 | 14.09 | 8.52 | 23.90 | 3.43 | 18.81 | 2.20 | 6.95 | 7.92 | 6.21 | 4.55 | 5.84 | 14.03 | 9.42 | 6.68 | 2.93 | 10.04 | 13.62 | 6.48 | 9.04 | 4.80 | 3.52 | 9.66 |
| Yield(%) | NA | 16.37 | 12.45 | 9.30 | 6.95 | NA | NA | 0.00 | NA | 9.70 | 14.73 | 7.85 | 5.60 | 4.74 | 4.70 | 5.03 | 4.76 | 5.36 | 3.59 | 4.51 | 4.03 | 6.27 | 4.21 | 5.15 | 4.74 | 4.48 | 5.49 | 3.22 | 3.42 | 3.23 | 2.66 | 4.80 | 4.57 |
Data as of 10/31/2024, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Marathon Oil Company Thrift Plan Core Options Tactical Asset Allocation Moderate |
0.20%
Mar 2017 - Mar 2020 |
1.27%
Mar 2015 - Mar 2020 |
4.41%
Mar 2010 - Mar 2020 |
6.94%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Marathon Oil Company Thrift Plan Core Options Tactical Asset Allocation Moderate |
23.84%
Apr 2003 - Apr 2006 |
21.12%
Mar 2003 - Mar 2008 |
15.16%
Apr 2001 - Apr 2011 |
12.36%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart