Performance Comparison
Portfolio Performance Comparison
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 Strategic Asset Allocation - Equal Weight Moderate | NA | 20.86% | 3.90% | 5.65% | 4.97% | 6.11% | 6.40% | 7.01% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
PROFIT PARTICIPATION PLAN FOR THE EMPLOYEES OF THE MOODY`S CORPORATION 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 (%) | -1.45 | 20.86 | 3.90 | 5.65 | 4.97 | 6.11 | 6.40 | 7.01 | NA | 3.92 | 12.67 | -9.75 | 11.01 | 7.81 | 15.78 | -6.68 | 9.76 | 6.01 | -1.77 | 4.65 | 6.68 | 12.02 | -0.58 | 14.97 | 28.73 | -24.46 | 9.18 | 17.09 | 12.58 | 15.26 | 28.62 | -2.06 | 0.41 |
Sharpe Ratio | NA | -0.20 | -0.20 | 0.21 | 0.31 | NA | NA | 0.48 | 0.03 | -0.34 | 1.07 | -1.03 | 1.46 | 0.41 | 2.35 | -1.02 | 2.00 | 0.68 | -0.23 | 0.80 | 0.96 | 1.98 | -0.05 | 1.39 | 1.37 | -1.01 | 0.56 | 1.82 | 1.65 | 1.90 | 3.90 | -0.34 | -0.20 |
Standard Deviation(%) | NA | 7.79 | 8.95 | 11.27 | 9.44 | NA | NA | 10.89 | 4.88 | 7.86 | 7.90 | 10.78 | 7.53 | 18.35 | 6.12 | 7.82 | 4.57 | 8.57 | 7.99 | 5.77 | 6.92 | 6.04 | 11.96 | 10.73 | 20.86 | 25.14 | 11.10 | 7.60 | 6.31 | 7.53 | 7.15 | 9.22 | 9.64 |
Draw Down(%) | NA | 7.24 | 15.65 | 23.59 | 23.59 | NA | NA | 40.21 | 0.28 | 7.20 | 6.82 | 15.97 | 3.44 | 23.59 | 2.72 | 11.46 | 2.55 | 5.84 | 8.87 | 4.93 | 8.34 | 5.07 | 11.75 | 7.47 | 19.48 | 38.71 | 6.96 | 8.24 | 4.24 | 7.93 | 7.05 | 15.11 | 14.88 |
Yield(%) | NA | 4.98 | 4.42 | 3.88 | 3.86 | NA | NA | 4.38 | NA | 0.82 | 5.00 | 2.60 | 5.24 | 3.54 | 2.56 | 2.63 | 0.47 | 4.50 | 5.01 | 6.59 | 3.65 | 4.76 | 3.37 | 4.34 | 4.07 | 5.67 | 7.36 | 6.59 | 5.66 | 4.42 | 3.35 | 4.13 | 4.38 |
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 |
---|---|---|---|---|
PROFIT PARTICIPATION PLAN FOR THE EMPLOYEES OF THE MOODY`S CORPORATION Strategic Asset Allocation - Equal Weight Moderate |
-7.32%
Feb 2006 - Feb 2009 |
0.72%
Mar 2015 - Mar 2020 |
3.51%
Oct 2013 - Oct 2023 |
3.69%
Oct 2007 - Oct 2022 |
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 Strategic Asset Allocation - Equal Weight Moderate |
22.37%
Mar 2003 - Mar 2006 |
17.88%
Oct 2002 - Oct 2007 |
10.95%
Mar 2003 - Mar 2013 |
8.83%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart