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 |
|---|---|---|---|---|---|---|---|---|
| MSD EMPLOYEE SAVINGS and SECURITY PLAN Tactical Asset Allocation Moderate | NA | 19.45% | -0.35% | 3.94% | -4.91% | -1.63% | 0.63% | 2.07% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MSD EMPLOYEE SAVINGS and SECURITY 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 (%) | -1.19 | 19.45 | -0.35 | 3.94 | -4.91 | -1.63 | 0.63 | 2.07 | NA | 7.10 | 8.98 | -15.50 | 8.66 | 11.27 | 4.94 | -2.83 | 7.08 | -21.22 | -42.25 | -1.02 | 15.22 | 5.51 | -0.04 | 3.52 | 12.97 | 2.33 | 6.80 | 11.87 | 3.45 | 10.76 | 18.56 | 6.91 | 6.81 |
| Sharpe Ratio | NA | 0.29 | -0.39 | 0.14 | -0.02 | NA | NA | 0.00 | 0.09 | 0.05 | 0.62 | -1.64 | 0.88 | 1.27 | 0.76 | -0.58 | 1.15 | -0.02 | -0.57 | -0.16 | 2.08 | 0.99 | -0.01 | 0.32 | 1.44 | 0.27 | 0.40 | 1.04 | 0.20 | 1.19 | 2.88 | 1.63 | 1.16 |
| Standard Deviation(%) | NA | 9.42 | 9.20 | 9.24 | 380.38 | NA | NA | 245.59 | 11.71 | 9.41 | 7.61 | 10.29 | 9.83 | 8.67 | 4.64 | 7.10 | 5.63 | 1,199.60 | 74.74 | 6.37 | 7.31 | 5.54 | 9.74 | 10.76 | 8.95 | 5.25 | 9.59 | 8.27 | 6.29 | 8.28 | 6.19 | 3.57 | 3.87 |
| Draw Down(%) | NA | 7.56 | 18.65 | 21.48 | 99.65 | NA | NA | 99.66 | 0.93 | 7.56 | 6.48 | 16.18 | 4.21 | 11.26 | 3.65 | 8.54 | 6.09 | 99.41 | 43.02 | 4.43 | 4.79 | 4.22 | 9.88 | 10.54 | 4.93 | 4.03 | 6.36 | 9.28 | 4.74 | 6.74 | 3.50 | 1.80 | 2.77 |
| Yield(%) | NA | 6.96 | 5.40 | 5.04 | 4.22 | NA | NA | 4.12 | NA | 0.83 | 6.71 | 2.67 | 6.00 | 6.40 | 3.37 | 5.20 | 0.30 | 2.55 | 5.31 | 3.32 | 1.65 | 4.26 | 3.04 | 4.04 | 4.85 | 3.65 | 3.87 | 3.84 | 4.89 | 2.78 | 2.93 | 5.68 | 6.73 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSD EMPLOYEE SAVINGS and SECURITY PLAN Tactical Asset Allocation Moderate |
-84.26%
Jan 2013 - Jan 2016 |
-66.53%
Jan 2011 - Jan 2016 |
-40.23%
Jan 2006 - Jan 2016 |
-2.43%
Feb 2008 - Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSD EMPLOYEE SAVINGS and SECURITY PLAN Tactical Asset Allocation Moderate |
415.47%
Jan 2016 - Jan 2019 |
174.90%
Jan 2016 - Jan 2021 |
8.82%
Apr 2001 - Apr 2011 |
3.48%
Jun 2001 - Jun 2016 |
Annualized Rolling Returns Comparison Chart