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 Strategic Asset Allocation - Equal Weight Moderate | NA | 25.39% | 4.63% | 6.64% | 5.71% | 6.28% | 6.43% | 6.80% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | -1.02 | 25.39 | 4.63 | 6.64 | 5.71 | 6.28 | 6.43 | 6.80 | NA | 10.24 | 16.37 | -12.10 | 1.54 | 15.52 | 16.83 | -5.64 | 14.83 | 2.13 | 0.00 | 0.20 | 12.39 | 12.54 | -0.48 | 9.90 | 24.69 | -20.49 | 13.57 | 11.97 | 7.79 | 12.36 | 25.55 | -6.14 | 4.41 |
| Sharpe Ratio | NA | 0.53 | 0.04 | 0.29 | 0.40 | NA | NA | 0.57 | 0.06 | 0.39 | 1.50 | -1.04 | 0.15 | 0.97 | 2.23 | -0.75 | 3.10 | 0.23 | 0.00 | 0.03 | 2.04 | 1.96 | -0.04 | 1.22 | 2.18 | -1.39 | 1.48 | 1.46 | 1.21 | 1.85 | 3.45 | -0.80 | 0.28 |
| Standard Deviation(%) | NA | 9.28 | 10.35 | 11.61 | 9.84 | NA | NA | 9.16 | 7.34 | 9.36 | 8.06 | 12.96 | 10.25 | 15.71 | 6.92 | 9.22 | 4.58 | 8.45 | 8.48 | 7.23 | 6.07 | 6.36 | 11.82 | 8.07 | 11.29 | 15.45 | 7.17 | 5.95 | 4.64 | 6.18 | 7.22 | 9.01 | 7.58 |
| Draw Down(%) | NA | 5.27 | 19.04 | 22.67 | 22.67 | NA | NA | 30.67 | 0.56 | 5.24 | 5.46 | 19.15 | 7.18 | 22.67 | 3.29 | 12.06 | 2.22 | 9.33 | 8.53 | 6.88 | 6.06 | 5.27 | 12.30 | 6.83 | 14.42 | 29.95 | 4.98 | 6.78 | 3.36 | 6.07 | 7.06 | 15.76 | 9.86 |
| Yield(%) | NA | 7.10 | 5.58 | 4.98 | 4.29 | NA | NA | 4.60 | NA | 0.60 | 7.41 | 3.30 | 5.71 | 5.17 | 2.91 | 8.26 | 0.36 | 3.17 | 4.13 | 2.19 | 3.82 | 3.28 | 2.87 | 3.90 | 5.44 | 5.71 | 7.38 | 7.96 | 5.45 | 3.63 | 3.60 | 4.32 | 5.14 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-3.45%
Feb 2006 - Feb 2009 |
1.31%
Sep 2017 - Sep 2022 |
3.55%
Sep 2012 - Sep 2022 |
3.74%
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 Strategic Asset Allocation - Equal Weight Moderate |
16.88%
Mar 2003 - Mar 2006 |
14.76%
Oct 2002 - Oct 2007 |
9.48%
Mar 2003 - Mar 2013 |
8.21%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart