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 Strategic Asset Allocation - Optimal Moderate | NA | 23.79% | 1.92% | 5.02% | 4.96% | 6.42% | 6.66% | 7.15% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PROFIT PARTICIPATION PLAN FOR THE EMPLOYEES OF THE MOODY`S CORPORATION 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 (%) | -1.30 | 23.79 | 1.92 | 5.02 | 4.96 | 6.42 | 6.66 | 7.15 | NA | 5.98 | 11.79 | -14.48 | 8.19 | 11.85 | 16.51 | -6.25 | 9.82 | 7.07 | -0.44 | 5.14 | 10.44 | 15.26 | -2.33 | 13.86 | 29.74 | -23.33 | 10.63 | 15.41 | 11.47 | 14.64 | 24.35 | -2.15 | 2.47 |
| Sharpe Ratio | NA | 0.07 | -0.31 | 0.15 | 0.31 | NA | NA | 0.50 | 0.01 | -0.07 | 0.89 | -1.24 | 1.06 | 0.65 | 2.33 | -0.91 | 2.01 | 0.81 | -0.06 | 0.91 | 1.46 | 2.05 | -0.16 | 1.16 | 1.58 | -1.03 | 0.77 | 1.60 | 1.50 | 1.78 | 3.21 | -0.34 | 0.02 |
| Standard Deviation(%) | NA | 8.34 | 10.13 | 11.73 | 9.76 | NA | NA | 10.88 | 5.50 | 8.41 | 8.48 | 12.84 | 7.71 | 17.87 | 6.48 | 8.34 | 4.58 | 8.47 | 7.90 | 5.62 | 7.14 | 7.40 | 14.36 | 11.83 | 18.77 | 23.61 | 9.93 | 7.57 | 6.21 | 7.69 | 7.38 | 9.63 | 9.63 |
| Draw Down(%) | NA | 6.43 | 20.74 | 22.65 | 22.65 | NA | NA | 37.61 | 0.48 | 6.34 | 8.20 | 21.16 | 4.01 | 22.65 | 3.02 | 12.46 | 3.03 | 6.11 | 8.44 | 5.07 | 7.75 | 6.55 | 15.25 | 9.00 | 17.69 | 36.38 | 6.80 | 7.95 | 4.07 | 7.11 | 7.41 | 14.77 | 12.79 |
| Yield(%) | NA | 5.84 | 4.79 | 4.17 | 4.14 | NA | NA | 4.37 | NA | 0.80 | 5.69 | 3.70 | 4.27 | 3.99 | 2.48 | 4.07 | 0.46 | 3.26 | 5.07 | 8.15 | 3.92 | 4.90 | 3.83 | 4.36 | 4.45 | 5.30 | 6.04 | 5.56 | 4.88 | 3.12 | 3.28 | 4.24 | 4.68 |
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 - Optimal Moderate |
-6.10%
Feb 2006 - Feb 2009 |
0.92%
Sep 2017 - Sep 2022 |
3.35%
Oct 2013 - Oct 2023 |
4.10%
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 - Optimal Moderate |
21.01%
Feb 2009 - Feb 2012 |
16.30%
Oct 2002 - Oct 2007 |
10.71%
Mar 2003 - Mar 2013 |
9.09%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart