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 Strategic Asset Allocation - Equal Weight Moderate | NA | 24.47% | 5.50% | 23.02% | 7.97% | 8.20% | 7.42% | 7.60% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | -1.13 | 24.47 | 5.50 | 23.02 | 7.97 | 8.20 | 7.42 | 7.60 | NA | 7.98 | 17.26 | -11.15 | 6.92 | 120.81 | 18.79 | -5.70 | 13.41 | 0.39 | -38.58 | 4.12 | 13.03 | 14.06 | -3.40 | 12.25 | 27.92 | -25.90 | 10.13 | 11.14 | 9.29 | 12.24 | 24.92 | -4.32 | 1.62 |
| Sharpe Ratio | NA | 0.33 | 0.06 | 0.64 | 0.19 | NA | NA | 0.26 | 0.07 | 0.16 | 1.55 | -0.91 | 0.72 | 1.92 | 2.54 | -0.74 | 2.87 | 0.02 | -0.52 | 0.60 | 1.77 | 1.74 | -0.23 | 1.01 | 1.60 | -1.19 | 0.71 | 0.99 | 1.09 | 1.37 | 3.24 | -0.57 | -0.08 |
| Standard Deviation(%) | NA | 8.68 | 10.62 | 29.62 | 31.90 | NA | NA | 22.39 | 8.03 | 8.72 | 8.40 | 13.81 | 9.56 | 62.69 | 6.85 | 9.44 | 4.45 | 9.63 | 74.46 | 6.88 | 7.35 | 8.05 | 15.23 | 12.10 | 17.34 | 22.61 | 10.11 | 7.98 | 6.50 | 8.22 | 7.48 | 9.44 | 8.77 |
| Draw Down(%) | NA | 6.69 | 16.70 | 21.02 | 48.16 | NA | NA | 48.16 | 0.52 | 6.57 | 6.82 | 17.42 | 6.39 | 21.02 | 3.46 | 12.58 | 1.80 | 10.74 | 42.89 | 4.50 | 6.64 | 7.10 | 16.06 | 9.81 | 17.92 | 36.89 | 6.34 | 8.55 | 4.51 | 6.88 | 5.97 | 16.10 | 11.69 |
| Yield(%) | NA | 5.04 | 5.49 | 4.59 | 3.61 | NA | NA | 3.80 | NA | 0.74 | 5.27 | 2.34 | 8.26 | 7.54 | 2.46 | 4.09 | 0.52 | 2.87 | 2.37 | 3.24 | 2.04 | 3.42 | 2.61 | 4.27 | 3.66 | 4.03 | 6.58 | 2.83 | 4.84 | 3.53 | 2.81 | 3.31 | 3.83 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-13.74%
Dec 2013 - Dec 2016 |
-7.44%
Mar 2015 - Mar 2020 |
-0.75%
Feb 2006 - Feb 2016 |
1.78%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MERCK PUERTO RICO EMPLOYEE SAVINGS AND SECURITY PLAN Strategic Asset Allocation - Equal Weight Moderate |
41.03%
Dec 2018 - Dec 2021 |
24.94%
Feb 2016 - Feb 2021 |
9.57%
Sep 2011 - Sep 2021 |
10.08%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart