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 |
|---|---|---|---|---|---|---|---|---|
| MARRIOTT INTERNATIONAL INC. EMPLOYEES` PROFIT SHARING RETIREMENT AND SAVINGS PLAN AND TRUST Strategic Asset Allocation - Optimal Moderate | NA | 23.39% | 6.02% | 25.90% | 15.25% | 12.87% | 10.48% | 9.77% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MARRIOTT INTERNATIONAL INC. EMPLOYEES` PROFIT SHARING RETIREMENT AND SAVINGS PLAN AND TRUST 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 (%) | -1.09 | 23.39 | 6.02 | 25.90 | 15.25 | 12.87 | 10.48 | 9.77 | NA | 6.45 | 15.76 | -7.98 | 6.43 | 138.21 | 15.48 | -3.75 | 13.40 | 5.23 | 0.95 | 2.36 | 18.08 | 11.12 | -0.69 | 7.87 | 16.90 | -22.09 | 7.11 | 11.65 | 7.35 | 11.15 | 17.25 | -3.45 | -2.09 |
| Sharpe Ratio | NA | 0.08 | 0.05 | 0.61 | 0.52 | NA | NA | 0.43 | 0.08 | -0.02 | 1.55 | -0.71 | 0.81 | 1.86 | 1.81 | -0.51 | 3.07 | 0.59 | 0.10 | 0.35 | 2.69 | 1.39 | -0.05 | 0.72 | 1.13 | -1.08 | 0.46 | 1.29 | 0.94 | 1.64 | 2.19 | -0.45 | -0.51 |
| Standard Deviation(%) | NA | 9.66 | 10.37 | 34.45 | 25.01 | NA | NA | 18.05 | 7.76 | 9.68 | 7.42 | 13.17 | 7.90 | 74.27 | 7.77 | 9.97 | 4.16 | 8.46 | 8.90 | 6.77 | 6.70 | 7.96 | 13.91 | 10.76 | 14.83 | 21.23 | 9.04 | 6.48 | 5.48 | 6.22 | 7.55 | 10.18 | 8.70 |
| Draw Down(%) | NA | 9.47 | 15.03 | 19.79 | 19.79 | NA | NA | 34.68 | 0.61 | 9.47 | 5.83 | 15.03 | 4.35 | 19.79 | 4.01 | 11.62 | 1.26 | 6.81 | 7.17 | 5.53 | 3.73 | 6.61 | 11.73 | 9.11 | 16.00 | 30.77 | 6.10 | 6.48 | 3.43 | 4.06 | 8.45 | 12.27 | 12.78 |
| Yield(%) | NA | 5.79 | 5.40 | 5.43 | 4.44 | NA | NA | 3.88 | NA | 0.63 | 6.68 | 4.69 | 4.80 | 14.01 | 3.96 | 6.21 | 3.60 | 3.11 | 2.47 | 1.76 | 2.87 | 1.33 | 0.93 | 0.80 | 1.28 | 3.60 | 6.29 | 6.83 | 3.94 | 3.14 | 1.21 | 2.41 | 2.77 |
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 Strategic Asset Allocation - Optimal Moderate |
-6.63%
Feb 2006 - Feb 2009 |
-0.71%
Feb 2004 - Feb 2009 |
3.96%
Oct 2006 - Oct 2016 |
4.71%
Mar 2005 - Mar 2020 |
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 Strategic Asset Allocation - Optimal Moderate |
43.06%
Dec 2018 - Dec 2021 |
27.40%
Oct 2016 - Oct 2021 |
16.79%
Sep 2011 - Sep 2021 |
14.00%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart