Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MERCK PUERTO RICO EMPLOYEE SAVINGS AND SECURITY PLAN Tactical Asset Allocation Moderate | NA | 23.93% | 2.58% | 9.41% | 2.91% | 5.22% | 6.72% | 6.75% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MERCK PUERTO RICO EMPLOYEE SAVINGS AND SECURITY 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 | 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 (%) | -0.87 | 23.93 | 2.58 | 9.41 | 2.91 | 5.22 | 6.72 | 6.75 | NA | 10.18 | 16.65 | -17.36 | 10.32 | 16.49 | 29.75 | -5.97 | 14.14 | 9.19 | -38.21 | 7.16 | 16.13 | 11.60 | -1.30 | 13.56 | 20.50 | 5.66 | 10.08 | 11.77 | 7.47 | 12.88 | 17.14 | -0.92 | -0.34 |
| Sharpe Ratio | NA | 0.44 | -0.08 | 0.29 | 0.03 | NA | NA | 0.26 | 0.03 | 0.35 | 1.46 | -1.26 | 0.86 | 0.80 | 2.62 | -0.70 | 2.73 | 1.04 | -0.47 | 0.85 | 2.04 | 1.35 | -0.09 | 1.28 | 1.86 | 0.56 | 0.73 | 1.02 | 0.83 | 1.41 | 2.10 | -0.31 | -0.41 |
| Standard Deviation(%) | NA | 10.12 | 11.50 | 13.81 | 28.34 | NA | NA | 19.57 | 7.84 | 10.20 | 8.49 | 14.83 | 11.98 | 20.28 | 10.82 | 10.43 | 4.94 | 8.65 | 82.22 | 8.40 | 7.90 | 8.56 | 15.36 | 10.54 | 10.97 | 8.52 | 9.65 | 8.30 | 6.35 | 8.44 | 7.83 | 6.49 | 6.46 |
| Draw Down(%) | NA | 6.72 | 19.15 | 23.50 | 44.93 | NA | NA | 44.93 | 0.64 | 6.72 | 6.15 | 20.83 | 6.98 | 23.50 | 3.50 | 15.68 | 2.27 | 6.95 | 41.24 | 5.33 | 5.39 | 6.22 | 14.18 | 7.75 | 6.43 | 4.96 | 6.11 | 9.30 | 4.11 | 7.10 | 5.05 | 7.16 | 8.53 |
| Yield(%) | NA | 6.38 | 5.97 | 7.66 | 7.57 | NA | NA | 0.00 | NA | 1.51 | 6.45 | 3.34 | 7.46 | 8.45 | 14.93 | 5.71 | 4.91 | 8.49 | 14.53 | 3.41 | 2.42 | 4.65 | 2.25 | 4.69 | 4.72 | 4.34 | 7.75 | 3.57 | 4.50 | 3.36 | 3.30 | 5.68 | 7.27 |
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 |
|---|---|---|---|---|
| MERCK PUERTO RICO EMPLOYEE SAVINGS AND SECURITY PLAN Tactical Asset Allocation Moderate |
-11.06%
Oct 2013 - Oct 2016 |
-4.95%
Dec 2013 - Dec 2018 |
1.55%
Oct 2013 - Oct 2023 |
4.41%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MERCK PUERTO RICO EMPLOYEE SAVINGS AND SECURITY PLAN Tactical Asset Allocation Moderate |
18.58%
Dec 2018 - Dec 2021 |
14.09%
Feb 2016 - Feb 2021 |
11.57%
Mar 2003 - Mar 2013 |
7.19%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart