Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Merrill Edge Core Mutual Funds Tactical Asset Allocation Moderate | NA | 15.00% | 3.73% | 6.04% | 4.79% | 7.84% | 9.70% | 10.37% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Merrill Edge Core Mutual Funds 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 (%) | -0.33 | 15.00 | 3.73 | 6.04 | 4.79 | 7.84 | 9.70 | 10.37 | NA | 6.38 | 3.71 | -5.15 | 17.05 | 5.85 | 15.37 | -9.78 | 11.82 | 3.53 | -2.96 | 7.10 | 9.47 | 21.85 | 4.35 | 23.98 | 28.34 | -0.69 | 19.19 | 17.53 | 14.82 | 16.70 | 26.21 | 8.83 | 1.62 |
| Sharpe Ratio | NA | 0.02 | -0.21 | 0.22 | 0.23 | NA | NA | 0.87 | -0.04 | -0.02 | -0.08 | -0.54 | 1.33 | 0.28 | 2.25 | -1.42 | 2.36 | 0.39 | -0.31 | 0.92 | 1.09 | 3.01 | 0.34 | 1.92 | 2.22 | -0.23 | 1.51 | 1.53 | 1.92 | 1.67 | 4.56 | 2.76 | -0.13 |
| Standard Deviation(%) | NA | 9.82 | 9.96 | 13.10 | 10.71 | NA | NA | 9.72 | 7.10 | 9.91 | 7.18 | 12.19 | 12.77 | 19.91 | 6.21 | 7.83 | 4.74 | 8.55 | 9.71 | 7.71 | 8.63 | 7.23 | 12.80 | 12.45 | 12.74 | 7.14 | 10.74 | 9.35 | 6.59 | 9.41 | 5.60 | 2.80 | 5.30 |
| Draw Down(%) | NA | 7.67 | 15.89 | 26.81 | 26.81 | NA | NA | 26.81 | 0.78 | 7.67 | 6.03 | 15.35 | 8.44 | 26.81 | 2.61 | 14.48 | 2.74 | 7.54 | 11.22 | 4.57 | 12.09 | 4.72 | 12.60 | 8.13 | 7.59 | 6.42 | 8.72 | 10.50 | 5.22 | 10.94 | 3.73 | 1.10 | 5.79 |
| Yield(%) | NA | 3.70 | 8.84 | 8.19 | 6.40 | NA | NA | 0.00 | NA | 2.05 | 3.23 | 13.07 | 16.81 | 3.33 | 3.52 | 3.67 | 3.42 | 3.43 | 3.59 | 9.03 | 4.99 | 8.28 | 7.49 | 9.25 | 4.68 | 5.49 | 6.98 | 10.74 | 6.82 | 7.21 | 4.84 | 7.55 | 7.38 |
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 Edge Core Mutual Funds Tactical Asset Allocation Moderate |
-0.81%
Oct 2017 - Oct 2020 |
-0.40%
Mar 2015 - Mar 2020 |
3.96%
Apr 2013 - Apr 2023 |
7.11%
Dec 2009 - Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Merrill Edge Core Mutual Funds Tactical Asset Allocation Moderate |
22.73%
Mar 2009 - Mar 2012 |
19.90%
Jan 2003 - Jan 2008 |
17.74%
Apr 2003 - Apr 2013 |
13.40%
Jun 2001 - Jun 2016 |
Annualized Rolling Returns Comparison Chart