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 |
|---|---|---|---|---|---|---|---|---|
| PROFIT PARTICIPATION PLAN FOR THE EMPLOYEES OF THE MOODY`S CORPORATION Tactical Asset Allocation Moderate | NA | 12.50% | -0.19% | 4.10% | 3.44% | 4.94% | 7.03% | 8.18% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PROFIT PARTICIPATION PLAN FOR THE EMPLOYEES OF THE MOODY`S CORPORATION 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 (%) | -1.53 | 12.50 | -0.19 | 4.10 | 3.44 | 4.94 | 7.03 | 8.18 | NA | -1.68 | 8.31 | -11.70 | 11.75 | 10.15 | 7.29 | -4.68 | 11.72 | 4.62 | -4.75 | 2.11 | 12.45 | 9.84 | -0.96 | 15.08 | 24.95 | -4.06 | 15.82 | 15.29 | 13.76 | 15.57 | 22.70 | 9.77 | 8.57 |
| Sharpe Ratio | NA | -0.75 | -0.64 | 0.07 | 0.15 | NA | NA | 0.81 | 0.03 | -0.93 | 0.60 | -1.46 | 1.36 | 1.10 | 1.08 | -0.85 | 2.21 | 0.72 | -0.77 | 0.34 | 1.83 | 1.84 | -0.09 | 1.14 | 2.50 | -0.82 | 1.16 | 1.32 | 1.75 | 1.68 | 4.25 | 1.91 | 1.15 |
| Standard Deviation(%) | NA | 8.78 | 8.24 | 8.51 | 7.37 | NA | NA | 7.86 | 7.83 | 8.87 | 6.76 | 8.96 | 8.64 | 9.03 | 5.43 | 7.07 | 5.02 | 6.12 | 6.19 | 6.12 | 6.77 | 5.31 | 10.82 | 13.15 | 9.93 | 6.10 | 11.04 | 9.09 | 6.62 | 8.72 | 5.18 | 4.52 | 5.42 |
| Draw Down(%) | NA | 7.79 | 13.46 | 15.19 | 15.19 | NA | NA | 15.19 | 0.53 | 7.79 | 6.17 | 13.17 | 3.92 | 11.03 | 2.61 | 11.35 | 2.14 | 6.14 | 8.72 | 7.09 | 6.32 | 4.14 | 11.61 | 9.05 | 4.98 | 6.81 | 8.80 | 12.32 | 4.91 | 9.55 | 2.78 | 2.96 | 4.11 |
| Yield(%) | NA | 4.91 | 4.36 | 3.88 | 3.74 | NA | NA | 4.79 | NA | 0.80 | 4.89 | 3.85 | 3.39 | 3.96 | 2.98 | 1.65 | 0.29 | 4.21 | 6.54 | 5.13 | 3.01 | 5.13 | 2.50 | 4.45 | 6.23 | 3.12 | 7.97 | 7.05 | 7.39 | 5.15 | 4.48 | 7.25 | 8.74 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PROFIT PARTICIPATION PLAN FOR THE EMPLOYEES OF THE MOODY`S CORPORATION Tactical Asset Allocation Moderate |
-2.03%
Dec 2021 - Dec 2024 |
1.32%
Jan 2018 - Jan 2023 |
2.54%
Oct 2013 - Oct 2023 |
4.35%
Dec 2009 - Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PROFIT PARTICIPATION PLAN FOR THE EMPLOYEES OF THE MOODY`S CORPORATION Tactical Asset Allocation Moderate |
19.04%
Mar 2003 - Mar 2006 |
17.69%
Oct 2002 - Oct 2007 |
13.90%
Apr 2001 - Apr 2011 |
10.26%
Jun 2001 - Jun 2016 |
Annualized Rolling Returns Comparison Chart