Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MARS DEFERRED COMPENSATION PLAN Tactical Asset Allocation Moderate | NA | 16.86% | -0.75% | 5.19% | 3.86% | 4.61% | 6.53% | 7.03% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MARS DEFERRED COMPENSATION 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 (%) | -0.80 | 16.86 | -0.75 | 5.19 | 3.86 | 4.61 | 6.53 | 7.03 | NA | 5.10 | 11.73 | -18.00 | 10.55 | 17.38 | 6.08 | -4.70 | 11.03 | 6.84 | -5.12 | 2.31 | 9.92 | 5.89 | 3.89 | 6.36 | 23.13 | -11.85 | 19.55 | 17.73 | 13.87 | 12.23 | 18.48 | 1.11 | 7.60 |
| Sharpe Ratio | NA | -0.05 | -0.51 | 0.24 | 0.27 | NA | NA | 0.71 | 0.03 | -0.18 | 1.02 | -1.96 | 1.14 | 2.14 | 1.01 | -0.85 | 2.28 | 1.27 | -0.87 | 0.40 | 1.63 | 1.46 | 0.45 | 0.68 | 2.55 | -1.42 | 1.32 | 1.52 | 1.71 | 1.27 | 3.15 | 0.00 | 1.06 |
| Standard Deviation(%) | NA | 8.31 | 8.60 | 8.64 | 7.27 | NA | NA | 7.64 | 9.52 | 8.35 | 7.32 | 9.90 | 9.21 | 8.00 | 4.64 | 7.04 | 4.57 | 5.24 | 5.93 | 5.69 | 6.07 | 3.99 | 8.49 | 9.27 | 9.03 | 8.98 | 12.52 | 9.53 | 6.83 | 8.90 | 5.65 | 5.98 | 4.98 |
| Draw Down(%) | NA | 5.32 | 16.95 | 19.27 | 19.27 | NA | NA | 19.59 | 0.82 | 5.32 | 7.30 | 18.36 | 5.87 | 9.06 | 3.52 | 10.62 | 1.75 | 4.46 | 8.49 | 5.45 | 3.31 | 2.88 | 5.08 | 7.71 | 4.31 | 19.01 | 9.70 | 12.39 | 5.08 | 10.60 | 2.81 | 7.81 | 3.34 |
| Yield(%) | NA | 4.36 | 4.64 | 3.92 | 3.25 | NA | NA | 3.62 | NA | 0.60 | 4.56 | 2.92 | 6.04 | 2.70 | 3.56 | 3.22 | 0.42 | 2.52 | 2.55 | 4.47 | 2.25 | 3.36 | 2.90 | 3.77 | 4.67 | 4.53 | 3.30 | 3.24 | 4.04 | 3.68 | 3.25 | 3.97 | 6.63 |
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 |
|---|---|---|---|---|
| MARS DEFERRED COMPENSATION PLAN Tactical Asset Allocation Moderate |
-1.25%
Dec 2021 - Dec 2024 |
1.47%
Dec 2017 - Dec 2022 |
2.60%
Oct 2013 - Oct 2023 |
3.57%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MARS DEFERRED COMPENSATION PLAN Tactical Asset Allocation Moderate |
21.16%
Oct 2004 - Oct 2007 |
17.48%
Oct 2002 - Oct 2007 |
10.70%
Apr 2001 - Apr 2011 |
8.84%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart