Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MERCY 401K MATCHED SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 21.16% | 1.84% | 7.48% | 5.55% | 6.29% | 6.18% | 6.38% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MERCY 401K MATCHED SAVINGS 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 (%) | -0.99 | 21.16 | 1.84 | 7.48 | 5.55 | 6.29 | 6.18 | 6.38 | NA | 4.70 | 14.05 | -14.36 | 11.88 | 19.50 | 8.19 | -4.81 | 13.56 | 9.33 | -5.23 | 0.37 | 15.40 | 6.18 | 6.43 | 7.22 | 10.03 | -6.79 | 8.66 | 11.65 | 4.98 | 14.64 | 17.48 | -3.99 | 2.57 |
| Sharpe Ratio | NA | -0.06 | -0.25 | 0.37 | 0.41 | NA | NA | 0.59 | 0.03 | -0.21 | 1.07 | -1.06 | 1.20 | 2.13 | 1.34 | -0.86 | 2.62 | 1.68 | -0.84 | 0.06 | 2.11 | 1.02 | 0.72 | 0.65 | 1.30 | -0.84 | 0.61 | 1.12 | 0.48 | 1.66 | 2.50 | -1.17 | 0.06 |
| Standard Deviation(%) | NA | 9.11 | 11.39 | 10.67 | 8.60 | NA | NA | 8.00 | 5.79 | 9.19 | 9.16 | 14.86 | 9.87 | 9.05 | 5.07 | 7.14 | 4.93 | 5.42 | 6.27 | 6.33 | 7.29 | 5.99 | 8.87 | 11.02 | 7.67 | 9.15 | 9.23 | 7.46 | 5.91 | 8.23 | 6.72 | 4.37 | 4.42 |
| Draw Down(%) | NA | 6.40 | 20.26 | 21.58 | 21.58 | NA | NA | 21.58 | 0.41 | 6.24 | 9.25 | 20.93 | 4.63 | 10.29 | 3.64 | 10.88 | 2.55 | 3.64 | 9.69 | 6.38 | 4.92 | 4.39 | 5.46 | 9.99 | 5.32 | 15.20 | 7.03 | 7.89 | 4.12 | 7.56 | 2.93 | 7.61 | 3.28 |
| Yield(%) | NA | 4.75 | 5.26 | 4.47 | 3.29 | NA | NA | 3.02 | NA | 0.39 | 4.89 | 4.23 | 6.51 | 3.23 | 3.89 | 2.45 | 0.18 | 3.30 | 2.43 | 2.01 | 3.18 | 4.56 | 2.78 | 2.91 | 3.01 | 4.98 | 4.28 | 2.68 | 3.68 | 3.03 | 0.04 | 0.68 | 0.09 |
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 |
|---|---|---|---|---|
| MERCY 401K MATCHED SAVINGS PLAN Tactical Asset Allocation Moderate |
0.75%
Dec 2021 - Dec 2024 |
2.12%
Sep 2017 - Sep 2022 |
3.83%
Oct 2013 - Oct 2023 |
4.21%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MERCY 401K MATCHED SAVINGS PLAN Tactical Asset Allocation Moderate |
14.17%
Apr 2003 - Apr 2006 |
12.27%
Mar 2003 - Mar 2008 |
8.08%
Jan 2003 - Jan 2013 |
7.63%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart