Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MCDERMOTT THRIFT PLAN Tactical Asset Allocation Moderate | NA | 13.17% | 6.93% | 11.19% | 8.98% | 9.56% | NA | 8.78% |
Data as of 05/31/2017, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MCDERMOTT THRIFT PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 08/08/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.50 | 13.17 | 6.93 | 11.19 | 8.98 | 9.56 | NA | 8.78 | 7.89 | 9.39 | -0.02 | 7.64 | 27.92 | 9.49 | -1.28 | 18.92 | 13.91 | 1.60 | 6.70 | 11.08 | 7.59 | 10.99 | 19.40 | -0.43 | -3.17 |
| Sharpe Ratio | NA | 1.39 | 0.74 | 1.06 | 0.77 | NA | NA | 0.69 | 1.09 | 0.92 | 0.00 | 0.79 | 2.74 | 0.97 | -0.07 | 1.27 | 1.01 | 0.10 | 0.28 | 0.79 | 0.63 | 1.14 | 2.10 | -0.18 | -0.46 |
| Standard Deviation(%) | NA | 7.79 | 9.98 | 9.86 | 11.96 | NA | NA | 11.09 | 6.93 | 9.98 | 11.57 | 9.61 | 10.19 | 9.72 | 18.22 | 14.84 | 13.64 | 6.60 | 13.12 | 9.89 | 8.57 | 8.83 | 8.89 | 8.32 | 12.00 |
| Draw Down(%) | NA | 4.84 | 11.49 | 11.49 | 16.48 | NA | NA | 16.48 | 2.32 | 7.37 | 10.04 | 5.73 | 5.26 | 7.54 | 16.48 | 11.45 | 7.51 | 5.58 | 8.84 | 9.35 | 5.15 | 6.46 | 3.91 | 6.96 | 15.49 |
| Yield(%) | NA | 2.95 | 4.11 | 3.68 | 2.93 | NA | NA | 0.00 | 1.12 | 2.58 | 3.73 | 5.49 | 5.33 | 1.64 | 1.00 | 1.18 | 0.93 | 3.75 | 3.58 | 2.14 | 3.86 | 1.64 | 0.78 | 0.75 | 1.91 |
Data as of 05/31/2017, 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 |
|---|---|---|---|---|
| MCDERMOTT THRIFT PLAN Tactical Asset Allocation Moderate |
2.57%
Apr 2006 - Apr 2009 |
5.69%
Mar 2004 - Mar 2009 |
8.40%
Jan 2006 - Jan 2016 |
8.41%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MCDERMOTT THRIFT PLAN Tactical Asset Allocation Moderate |
15.61%
Jun 2008 - Jun 2011 |
14.93%
Feb 2009 - Feb 2014 |
10.90%
Aug 2004 - Aug 2014 |
9.85%
Jul 2002 - Jul 2017 |
Annualized Rolling Returns Comparison Chart