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 - Optimal Moderate | NA | 26.84% | 4.01% | 6.02% | 5.55% | 7.09% | 6.76% | 7.00% |
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 - Optimal 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 (%) | -1.06 | 26.84 | 4.01 | 6.02 | 5.55 | 7.09 | 6.76 | 7.00 | NA | 10.83 | 12.99 | -12.20 | 2.11 | 13.55 | 18.55 | -4.12 | 11.38 | 3.08 | 0.65 | 5.63 | 14.68 | 12.72 | 2.82 | 11.82 | 28.60 | -24.34 | 11.23 | 11.16 | 8.66 | 13.58 | 24.53 | -9.02 | 5.30 |
| Sharpe Ratio | NA | 0.60 | -0.06 | 0.22 | 0.37 | NA | NA | 0.51 | 0.03 | 0.46 | 1.02 | -0.98 | 0.21 | 0.90 | 1.99 | -0.55 | 2.07 | 0.34 | 0.07 | 0.84 | 2.06 | 1.49 | 0.19 | 1.03 | 1.87 | -1.25 | 1.01 | 1.12 | 1.19 | 1.96 | 2.52 | -0.95 | 0.37 |
| Standard Deviation(%) | NA | 9.04 | 10.80 | 11.61 | 10.09 | NA | NA | 10.46 | 8.70 | 9.13 | 8.59 | 13.87 | 10.18 | 14.80 | 8.61 | 9.80 | 5.19 | 8.57 | 8.77 | 6.68 | 7.11 | 8.51 | 14.51 | 11.35 | 15.25 | 20.24 | 8.15 | 7.04 | 5.45 | 6.45 | 9.47 | 10.60 | 8.05 |
| Draw Down(%) | NA | 5.71 | 19.96 | 21.58 | 21.74 | NA | NA | 34.81 | 0.75 | 5.63 | 7.91 | 19.96 | 7.48 | 21.58 | 3.74 | 12.70 | 4.07 | 8.53 | 8.14 | 5.50 | 6.46 | 7.09 | 13.15 | 8.80 | 15.05 | 33.39 | 5.62 | 7.53 | 3.76 | 5.68 | 7.60 | 17.86 | 9.88 |
| Yield(%) | NA | 4.45 | 5.02 | 5.41 | 4.69 | NA | NA | 4.44 | NA | 0.77 | 4.22 | 5.26 | 4.45 | 6.12 | 6.13 | 7.33 | 0.64 | 3.40 | 6.13 | 2.91 | 2.33 | 3.45 | 2.60 | 2.65 | 3.02 | 4.75 | 7.94 | 5.35 | 5.96 | 3.74 | 2.74 | 3.94 | 6.17 |
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 - Optimal Moderate |
-6.01%
Feb 2006 - Feb 2009 |
0.41%
Feb 2004 - Feb 2009 |
3.80%
Oct 2013 - Oct 2023 |
4.39%
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 - Optimal Moderate |
20.22%
Feb 2009 - Feb 2012 |
16.51%
Feb 2009 - Feb 2014 |
10.28%
Feb 2009 - Feb 2019 |
8.82%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart