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 Strategic Asset Allocation - Optimal Moderate | NA | 24.42% | 1.79% | 22.84% | 2.02% | 4.67% | 4.91% | 5.71% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MSD EMPLOYEE SAVINGS and SECURITY PLAN Strategic Asset Allocation - Optimal 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 (%) | -1.13 | 24.42 | 1.79 | 22.84 | 2.02 | 4.67 | 4.91 | 5.71 | NA | 9.07 | 14.68 | -17.53 | 7.44 | 140.40 | 19.62 | -5.08 | 8.90 | -41.08 | -38.76 | 6.08 | 16.70 | 12.94 | -3.23 | 15.05 | 27.62 | -23.70 | 8.83 | 11.86 | 9.38 | 13.81 | 23.57 | -7.66 | 12.89 |
| Sharpe Ratio | NA | 0.39 | -0.19 | 0.57 | 0.00 | NA | NA | 0.02 | 0.04 | 0.27 | 1.14 | -1.23 | 0.74 | 1.97 | 2.63 | -0.65 | 1.59 | -0.04 | -0.51 | 0.88 | 2.18 | 1.65 | -0.21 | 1.23 | 1.52 | -1.05 | 0.62 | 1.07 | 1.05 | 1.61 | 2.55 | -0.70 | 0.91 |
| Standard Deviation(%) | NA | 9.10 | 11.63 | 33.47 | 336.69 | NA | NA | 217.53 | 9.21 | 9.15 | 9.18 | 15.39 | 9.96 | 71.15 | 6.94 | 9.77 | 5.19 | 1,058.69 | 75.37 | 6.92 | 7.66 | 7.83 | 15.72 | 12.20 | 18.13 | 23.56 | 9.42 | 8.06 | 6.87 | 8.00 | 8.99 | 12.51 | 11.64 |
| Draw Down(%) | NA | 6.00 | 21.29 | 23.24 | 98.73 | NA | NA | 98.73 | 0.81 | 5.96 | 8.10 | 22.55 | 6.91 | 21.62 | 3.21 | 12.83 | 3.92 | 98.73 | 42.29 | 4.34 | 5.99 | 6.25 | 16.50 | 8.69 | 18.64 | 35.20 | 5.37 | 8.02 | 4.47 | 6.07 | 7.07 | 20.36 | 12.46 |
| Yield(%) | NA | 5.77 | 7.03 | 5.92 | 4.76 | NA | NA | 4.59 | NA | 0.78 | 5.76 | 3.94 | 10.63 | 11.12 | 3.18 | 6.25 | 0.63 | 1.87 | 3.68 | 4.18 | 4.38 | 3.75 | 2.49 | 4.44 | 3.65 | 3.84 | 4.66 | 4.08 | 6.56 | 6.01 | 2.36 | 3.20 | 4.24 |
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 Strategic Asset Allocation - Optimal Moderate |
-28.05%
Oct 2015 - Oct 2018 |
-17.24%
Mar 2015 - Mar 2020 |
-5.26%
Apr 2006 - Apr 2016 |
-1.40%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSD EMPLOYEE SAVINGS and SECURITY PLAN Strategic Asset Allocation - Optimal Moderate |
45.65%
Dec 2018 - Dec 2021 |
26.66%
Oct 2016 - Oct 2021 |
9.46%
Mar 2003 - Mar 2013 |
6.43%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart