Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Trustmark 401(k) Plan Strategic Asset Allocation - Optimal Moderate | NA | 32.68% | 14.72% | 12.93% | 8.31% | 8.53% | 7.25% | 7.67% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Trustmark 401(k) 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 (%) | -0.32 | 32.68 | 14.72 | 12.93 | 8.31 | 8.53 | 7.25 | 7.67 | NA | 17.57 | 21.08 | -1.09 | 8.29 | 15.64 | 14.90 | -5.14 | 3.82 | 5.00 | 2.06 | 3.33 | 19.66 | 8.95 | -3.25 | 14.11 | 22.95 | -26.29 | 6.18 | 10.19 | 10.38 | 12.02 | 21.21 | -2.46 | 8.19 |
| Sharpe Ratio | NA | 1.22 | 0.79 | 0.77 | 0.59 | NA | NA | 0.55 | 0.10 | 1.14 | 2.07 | -0.19 | 0.79 | 0.82 | 1.66 | -0.56 | 0.45 | 0.53 | 0.23 | 0.46 | 3.23 | 1.30 | -0.24 | 1.22 | 1.23 | -1.27 | 0.36 | 1.00 | 1.44 | 1.73 | 3.04 | -0.43 | 0.71 |
| Standard Deviation(%) | NA | 9.60 | 10.36 | 12.53 | 10.90 | NA | NA | 10.87 | 7.99 | 9.62 | 8.14 | 12.75 | 10.46 | 18.80 | 8.14 | 11.42 | 7.14 | 9.01 | 8.82 | 7.22 | 6.07 | 6.86 | 13.74 | 11.46 | 18.65 | 21.40 | 8.74 | 6.93 | 5.72 | 6.41 | 6.75 | 8.33 | 8.25 |
| Draw Down(%) | NA | 7.70 | 11.78 | 24.13 | 24.13 | NA | NA | 40.24 | 0.57 | 7.70 | 5.69 | 11.90 | 6.85 | 24.13 | 5.12 | 16.25 | 6.64 | 8.81 | 8.39 | 5.12 | 3.03 | 6.05 | 13.76 | 9.06 | 18.26 | 33.73 | 7.11 | 8.63 | 3.69 | 6.68 | 6.03 | 13.67 | 10.18 |
| Yield(%) | NA | 18.32 | 14.69 | 9.65 | 6.89 | NA | NA | 4.90 | NA | 4.52 | 17.39 | 8.91 | 12.67 | 2.97 | 1.20 | 2.18 | 0.72 | 4.92 | 6.48 | 6.53 | 5.63 | 2.29 | 2.49 | 2.60 | 1.80 | 4.52 | 6.33 | 3.92 | 4.80 | 2.64 | 1.85 | 1.73 | 3.65 |
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 |
|---|---|---|---|---|
| Trustmark 401(k) Plan Strategic Asset Allocation - Optimal Moderate |
-9.38%
Feb 2006 - Feb 2009 |
-1.69%
Feb 2004 - Feb 2009 |
3.97%
Jan 2006 - Jan 2016 |
3.89%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Trustmark 401(k) Plan Strategic Asset Allocation - Optimal Moderate |
17.35%
Nov 2021 - Nov 2024 |
15.22%
Feb 2009 - Feb 2014 |
9.14%
Feb 2009 - Feb 2019 |
9.73%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart