Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MARRIOTT INTERNATIONAL INC. EMPLOYEES` PROFIT SHARING RETIREMENT AND SAVINGS PLAN AND TRUST Tactical Asset Allocation Moderate | NA | 35.22% | 7.95% | 17.44% | 12.14% | 11.94% | 11.18% | 10.68% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MARRIOTT INTERNATIONAL INC. EMPLOYEES` PROFIT SHARING RETIREMENT AND SAVINGS PLAN AND TRUST Tactical Asset Allocation 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 (%) | -1.58 | 35.22 | 7.95 | 17.44 | 12.14 | 11.94 | 11.18 | 10.68 | NA | 19.67 | 18.57 | -13.87 | 25.62 | 21.74 | 34.77 | -8.71 | 13.84 | 15.02 | 0.11 | 7.91 | 28.91 | 15.50 | -2.11 | 6.93 | 15.43 | -2.15 | 8.19 | 14.52 | 7.17 | 11.91 | 23.26 | -3.83 | -0.20 |
| Sharpe Ratio | NA | 1.04 | 0.24 | 0.68 | 0.71 | NA | NA | 0.72 | 0.10 | 0.96 | 1.42 | -0.95 | 1.93 | 0.92 | 2.29 | -0.68 | 2.17 | 1.31 | 0.01 | 0.69 | 2.88 | 1.29 | -0.11 | 0.48 | 1.44 | -0.31 | 0.46 | 1.43 | 0.76 | 1.65 | 3.01 | -0.71 | -0.43 |
| Standard Deviation(%) | NA | 13.59 | 13.53 | 15.94 | 14.24 | NA | NA | 12.25 | 7.88 | 13.67 | 10.12 | 16.09 | 13.24 | 23.34 | 14.60 | 14.72 | 6.08 | 11.27 | 13.10 | 11.36 | 10.01 | 11.99 | 19.21 | 14.11 | 10.62 | 9.80 | 11.38 | 7.86 | 6.55 | 6.63 | 7.49 | 6.99 | 5.89 |
| Draw Down(%) | NA | 8.61 | 18.49 | 23.13 | 23.13 | NA | NA | 23.13 | 0.60 | 8.61 | 8.44 | 18.49 | 5.61 | 23.13 | 6.55 | 20.26 | 3.11 | 6.93 | 11.36 | 8.32 | 5.04 | 8.83 | 17.41 | 13.27 | 5.19 | 13.75 | 7.63 | 7.92 | 4.13 | 4.58 | 3.06 | 9.46 | 7.48 |
| Yield(%) | NA | 6.82 | 8.24 | 10.81 | 7.96 | NA | NA | 0.00 | NA | 0.40 | 8.00 | 5.93 | 14.70 | 10.77 | 18.94 | 7.82 | 4.13 | 6.59 | 3.51 | 5.25 | 4.69 | 2.62 | 1.30 | 1.47 | 1.65 | 2.96 | 7.11 | 8.01 | 4.43 | 4.26 | 1.81 | 2.66 | 4.43 |
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 |
|---|---|---|---|---|
| MARRIOTT INTERNATIONAL INC. EMPLOYEES` PROFIT SHARING RETIREMENT AND SAVINGS PLAN AND TRUST Tactical Asset Allocation Moderate |
2.63%
Jun 2007 - Jun 2010 |
4.65%
May 2007 - May 2012 |
7.35%
Sep 2001 - Sep 2011 |
8.28%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MARRIOTT INTERNATIONAL INC. EMPLOYEES` PROFIT SHARING RETIREMENT AND SAVINGS PLAN AND TRUST Tactical Asset Allocation Moderate |
27.26%
Dec 2018 - Dec 2021 |
18.16%
Sep 2019 - Sep 2024 |
14.82%
Sep 2011 - Sep 2021 |
12.40%
Jun 2009 - Jun 2024 |
Annualized Rolling Returns Comparison Chart