Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MERCK PUERTO RICO EMPLOYEE SAVINGS AND SECURITY PLAN Strategic Asset Allocation - Optimal Moderate | NA | 26.08% | 2.22% | 22.54% | 7.43% | 8.44% | 7.56% | 7.51% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MERCK PUERTO RICO EMPLOYEE SAVINGS AND SECURITY 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 (%) | -1.09 | 26.08 | 2.22 | 22.54 | 7.43 | 8.44 | 7.56 | 7.51 | NA | 10.31 | 14.25 | -18.24 | 6.85 | 139.61 | 20.21 | -5.17 | 11.80 | -1.22 | -40.03 | 6.77 | 16.47 | 13.01 | -0.89 | 13.73 | 24.52 | -23.61 | 11.00 | 10.03 | 8.59 | 11.93 | 24.57 | -5.28 | -1.35 |
| Sharpe Ratio | NA | 0.54 | -0.18 | 0.56 | 0.01 | NA | NA | 0.02 | 0.05 | 0.40 | 1.09 | -1.21 | 0.70 | 1.95 | 2.62 | -0.65 | 2.48 | 0.00 | -0.52 | 0.98 | 2.18 | 1.62 | -0.06 | 1.12 | 1.42 | -1.06 | 0.85 | 0.84 | 0.92 | 1.31 | 2.71 | -0.61 | -0.38 |
| Standard Deviation(%) | NA | 9.22 | 12.03 | 33.64 | 600.79 | NA | NA | 387.87 | 9.97 | 9.25 | 9.21 | 16.20 | 9.81 | 71.36 | 7.19 | 10.00 | 4.51 | 1,895.63 | 77.18 | 6.90 | 7.55 | 7.99 | 15.24 | 12.19 | 17.21 | 23.24 | 9.37 | 8.04 | 7.00 | 8.41 | 8.82 | 10.55 | 9.53 |
| Draw Down(%) | NA | 6.06 | 22.42 | 23.91 | 98.76 | NA | NA | 98.76 | 0.82 | 6.01 | 8.15 | 23.66 | 6.93 | 21.20 | 3.31 | 13.44 | 2.01 | 98.76 | 43.58 | 4.38 | 5.98 | 6.39 | 14.72 | 9.48 | 18.86 | 35.03 | 5.50 | 8.60 | 4.90 | 6.89 | 6.35 | 17.27 | 13.70 |
| Yield(%) | NA | 5.88 | 6.08 | 5.18 | 4.08 | NA | NA | 4.09 | NA | 0.79 | 5.85 | 3.45 | 7.92 | 10.50 | 2.62 | 4.55 | 0.63 | 2.88 | 2.58 | 3.20 | 3.44 | 3.96 | 2.54 | 4.16 | 3.41 | 4.19 | 4.48 | 5.60 | 4.21 | 3.43 | 2.64 | 3.19 | 3.82 |
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 |
|---|---|---|---|---|
| MERCK PUERTO RICO EMPLOYEE SAVINGS AND SECURITY PLAN Strategic Asset Allocation - Optimal Moderate |
-20.48%
Apr 2013 - Apr 2016 |
-10.87%
Apr 2011 - Apr 2016 |
-2.75%
Apr 2006 - Apr 2016 |
0.91%
Apr 2001 - Apr 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MERCK PUERTO RICO EMPLOYEE SAVINGS AND SECURITY PLAN Strategic Asset Allocation - Optimal Moderate |
45.46%
Dec 2018 - Dec 2021 |
33.53%
Apr 2016 - Apr 2021 |
10.58%
Sep 2011 - Sep 2021 |
10.05%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart