Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MARS DEFERRED COMPENSATION PLAN Strategic Asset Allocation - Optimal Moderate | NA | 22.37% | 0.65% | 5.74% | 5.55% | 6.67% | 6.58% | 6.55% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MARS DEFERRED COMPENSATION PLAN Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 01/08/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| 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 (%) | -0.79 | 22.37 | 0.65 | 5.74 | 5.55 | 6.67 | 6.58 | 6.55 | NA | 8.13 | 12.08 | -16.10 | 7.93 | 15.15 | 19.02 | -6.22 | 11.82 | 7.11 | 0.95 | 4.61 | 11.26 | 12.20 | -0.38 | 12.98 | 27.82 | -26.43 | 13.67 | 12.76 | 10.32 | 12.92 | 24.11 | -10.52 | 2.15 |
| Sharpe Ratio | NA | 0.33 | -0.27 | 0.19 | 0.22 | NA | NA | 0.35 | 0.02 | 0.19 | 0.93 | -1.24 | 0.93 | 0.83 | 2.73 | -0.16 | 2.52 | 0.81 | 0.11 | 0.72 | 1.51 | 1.49 | -0.03 | 1.16 | 1.66 | -1.21 | 1.08 | 1.23 | 1.37 | 1.71 | 2.88 | -0.81 | -0.01 |
| Standard Deviation(%) | NA | 7.93 | 10.55 | 12.06 | 17.37 | NA | NA | 14.40 | 6.34 | 8.00 | 8.44 | 14.08 | 8.48 | 17.92 | 6.45 | 45.73 | 4.44 | 8.56 | 8.47 | 6.37 | 7.45 | 8.15 | 13.60 | 11.11 | 16.68 | 22.62 | 9.91 | 7.75 | 5.97 | 6.99 | 8.12 | 14.36 | 13.34 |
| Draw Down(%) | NA | 4.48 | 21.34 | 23.50 | 35.49 | NA | NA | 38.29 | 0.60 | 4.48 | 8.90 | 22.24 | 4.64 | 21.80 | 3.31 | 33.86 | 1.48 | 6.36 | 9.26 | 5.40 | 7.35 | 6.83 | 12.72 | 8.51 | 15.86 | 37.25 | 6.40 | 8.52 | 4.17 | 6.96 | 8.08 | 19.57 | 14.97 |
| Yield(%) | NA | 4.36 | 4.12 | 3.71 | 3.33 | NA | NA | 3.33 | NA | 1.03 | 3.77 | 3.11 | 4.51 | 2.67 | 3.66 | 3.38 | 0.40 | 2.84 | 4.79 | 3.76 | 3.24 | 3.03 | 3.90 | 3.06 | 2.66 | 3.58 | 4.65 | 4.09 | 4.14 | 3.18 | 2.43 | 2.09 | 2.72 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MARS DEFERRED COMPENSATION PLAN Strategic Asset Allocation - Optimal Moderate |
-6.55%
Feb 2006 - Feb 2009 |
0.34%
Feb 2004 - Feb 2009 |
4.05%
Oct 2013 - Oct 2023 |
4.07%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MARS DEFERRED COMPENSATION PLAN Strategic Asset Allocation - Optimal Moderate |
19.88%
Feb 2009 - Feb 2012 |
15.65%
Sep 2002 - Sep 2007 |
9.81%
Feb 2009 - Feb 2019 |
8.62%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart