Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Merrill Lynch Co. Inc., 401(k) Savings and Investment Plan Tactical Asset Allocation Moderate | NA | 23.57% | 1.03% | 7.91% | 7.17% | 8.15% | 8.57% | 8.38% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Merrill Lynch Co. Inc., 401(k) Savings and Investment Plan 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 (%) | -0.76 | 23.57 | 1.03 | 7.91 | 7.17 | 8.15 | 8.57 | 8.38 | NA | 10.41 | 11.82 | -17.24 | 9.13 | 23.84 | 17.51 | -2.37 | 12.25 | 6.78 | 1.62 | 6.45 | 17.73 | 10.12 | 6.15 | 8.38 | 23.20 | -9.64 | 14.59 | 14.10 | 6.23 | 14.64 | 15.44 | -3.67 | 3.43 |
| Sharpe Ratio | NA | 0.44 | -0.18 | 0.30 | 0.45 | NA | NA | 0.67 | 0.05 | 0.32 | 0.80 | -1.32 | 0.76 | 1.20 | 1.85 | -0.34 | 2.28 | 0.71 | 0.17 | 0.73 | 2.22 | 1.21 | 0.43 | 0.84 | 2.56 | -1.27 | 1.33 | 1.54 | 0.72 | 1.87 | 1.70 | -0.75 | 0.18 |
| Standard Deviation(%) | NA | 12.04 | 12.00 | 13.90 | 11.64 | NA | NA | 9.97 | 10.29 | 12.13 | 9.44 | 14.08 | 11.94 | 19.66 | 8.72 | 10.95 | 5.10 | 9.24 | 9.26 | 8.82 | 7.96 | 8.35 | 14.20 | 9.84 | 9.01 | 8.31 | 8.73 | 7.05 | 5.67 | 7.34 | 8.69 | 6.40 | 6.22 |
| Draw Down(%) | NA | 7.01 | 21.75 | 25.60 | 25.60 | NA | NA | 25.60 | 0.88 | 7.01 | 7.17 | 23.75 | 6.30 | 23.62 | 5.35 | 13.65 | 2.42 | 6.71 | 9.20 | 6.53 | 4.88 | 6.62 | 10.92 | 8.17 | 3.78 | 16.55 | 6.18 | 7.98 | 3.80 | 7.24 | 6.06 | 7.96 | 6.09 |
| Yield(%) | NA | 6.31 | 7.52 | 6.90 | 6.24 | NA | NA | 0.00 | NA | 3.99 | 3.50 | 4.95 | 11.38 | 6.98 | 5.78 | 3.63 | 6.58 | 5.48 | 5.60 | 7.55 | 1.36 | 3.69 | 2.29 | 1.51 | 3.88 | 8.78 | 6.99 | 7.67 | 6.25 | 3.30 | 3.11 | 5.39 | 8.16 |
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 |
|---|---|---|---|---|
| Merrill Lynch Co. Inc., 401(k) Savings and Investment Plan Tactical Asset Allocation Moderate |
-0.01%
Apr 2021 - Apr 2024 |
3.94%
Sep 2018 - Sep 2023 |
5.75%
Oct 2013 - Oct 2023 |
6.62%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Merrill Lynch Co. Inc., 401(k) Savings and Investment Plan Tactical Asset Allocation Moderate |
16.67%
Dec 2018 - Dec 2021 |
14.02%
Feb 2009 - Feb 2014 |
10.85%
Jul 2003 - Jul 2013 |
10.08%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart