Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Merrill Edge Total Return Bond Plan Tactical Asset Allocation Moderate | NA | 6.42% | 2.53% | 2.02% | 2.22% | 3.60% | 4.00% | 4.94% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Merrill Edge Total Return Bond 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 (%) | -0.06 | 6.42 | 2.53 | 2.02 | 2.22 | 3.60 | 4.00 | 4.94 | NA | 4.65 | 3.07 | 0.45 | 0.27 | 1.55 | 6.79 | 0.51 | 3.22 | 1.66 | 0.02 | 2.64 | 1.52 | 7.54 | 6.48 | 13.97 | 17.34 | -1.55 | 5.08 | 4.10 | 2.26 | 2.60 | 13.32 | 10.88 | 7.67 |
| Sharpe Ratio | NA | -0.91 | -0.72 | -0.25 | 0.33 | NA | NA | 1.13 | -0.10 | -1.01 | -0.61 | -1.02 | 0.25 | 0.37 | 3.08 | -0.77 | 2.73 | 1.06 | -0.01 | 2.80 | 1.12 | 6.56 | 2.46 | 3.64 | 2.34 | -0.36 | 1.25 | 0.60 | 0.08 | 0.49 | 3.08 | 3.53 | 1.14 |
| Standard Deviation(%) | NA | 1.92 | 1.65 | 2.10 | 1.76 | NA | NA | 3.05 | 0.97 | 1.93 | 1.93 | 0.92 | 0.99 | 3.57 | 1.75 | 1.04 | 0.95 | 1.37 | 1.38 | 0.94 | 1.34 | 1.14 | 2.63 | 3.81 | 7.36 | 6.94 | 1.67 | 1.38 | 1.17 | 3.41 | 4.10 | 2.77 | 4.70 |
| Draw Down(%) | NA | 1.05 | 1.25 | 6.96 | 6.96 | NA | NA | 11.28 | 0.10 | 1.05 | 1.25 | 1.50 | 0.83 | 6.96 | 0.96 | 0.71 | 0.36 | 1.64 | 1.35 | 0.48 | 2.11 | 0.56 | 1.74 | 3.35 | 7.59 | 6.42 | 0.81 | 0.57 | 0.66 | 4.41 | 3.41 | 1.05 | 4.22 |
| Yield(%) | NA | 4.62 | 3.17 | 2.57 | 2.30 | NA | NA | 0.00 | NA | 2.76 | 4.67 | 1.49 | 1.43 | 1.55 | 2.73 | 2.61 | 2.21 | 1.44 | 1.53 | 1.65 | 2.03 | 2.73 | 4.28 | 5.10 | 5.85 | 5.59 | 4.08 | 4.11 | 3.26 | 5.07 | 6.75 | 7.56 | 8.48 |
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 Total Return Bond Plan Tactical Asset Allocation Moderate |
0.18%
Feb 2020 - Feb 2023 |
1.25%
Feb 2004 - Feb 2009 |
1.71%
Feb 2013 - Feb 2023 |
3.56%
Dec 2009 - Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Merrill Edge Total Return Bond Plan Tactical Asset Allocation Moderate |
14.38%
Feb 2009 - Feb 2012 |
10.22%
Feb 2009 - Feb 2014 |
7.87%
May 2001 - May 2011 |
6.08%
Apr 2001 - Apr 2016 |
Annualized Rolling Returns Comparison Chart