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 Strategic Asset Allocation - Equal Weight Moderate | NA | 16.17% | 0.59% | 6.03% | 5.05% | 6.55% | 5.96% | 6.00% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | -1.15 | 16.17 | 0.59 | 6.03 | 5.05 | 6.55 | 5.96 | 6.00 | NA | 3.12 | 12.83 | -12.95 | 4.94 | 19.20 | 18.92 | -6.67 | 14.71 | 5.79 | -3.58 | 1.43 | 11.23 | 13.13 | -0.07 | 16.73 | 30.70 | -29.73 | 7.58 | 13.42 | 8.05 | 14.45 | 22.97 | -10.93 | 1.24 |
| Sharpe Ratio | NA | -0.25 | -0.32 | 0.20 | 0.36 | NA | NA | 0.41 | 0.04 | -0.44 | 1.05 | -1.10 | 0.54 | 1.10 | 2.53 | -0.93 | 3.06 | 0.63 | -0.43 | 0.20 | 1.72 | 1.93 | -0.01 | 1.52 | 1.58 | -1.34 | 0.47 | 1.33 | 0.94 | 1.67 | 2.74 | -1.13 | -0.10 |
| Standard Deviation(%) | NA | 7.77 | 9.96 | 11.68 | 9.86 | NA | NA | 10.86 | 4.86 | 7.85 | 8.16 | 13.03 | 9.19 | 17.30 | 6.92 | 8.63 | 4.60 | 8.90 | 8.31 | 7.12 | 6.52 | 6.79 | 12.06 | 10.95 | 19.32 | 22.81 | 9.84 | 7.61 | 6.26 | 8.08 | 8.13 | 10.68 | 10.71 |
| Draw Down(%) | NA | 4.22 | 19.28 | 21.08 | 21.08 | NA | NA | 42.91 | 0.49 | 4.22 | 7.37 | 19.43 | 5.81 | 20.95 | 3.91 | 12.99 | 1.58 | 6.89 | 11.15 | 7.02 | 5.84 | 5.95 | 12.33 | 7.85 | 18.42 | 38.43 | 6.83 | 8.32 | 4.74 | 6.90 | 9.85 | 20.73 | 14.08 |
| Yield(%) | NA | 2.93 | 3.53 | 3.95 | 2.82 | NA | NA | 2.85 | NA | 0.71 | 3.07 | 2.89 | 3.91 | 5.90 | 3.34 | 1.80 | 0.28 | 2.34 | 1.69 | 2.34 | 2.95 | 4.04 | 3.41 | 2.69 | 2.35 | 4.19 | 5.85 | 4.39 | 4.45 | 2.25 | 0.19 | 0.45 | 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 Strategic Asset Allocation - Equal Weight Moderate |
-9.93%
Feb 2006 - Feb 2009 |
-2.20%
Feb 2004 - Feb 2009 |
4.03%
Oct 2013 - Oct 2023 |
3.93%
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 Strategic Asset Allocation - Equal Weight Moderate |
22.84%
Feb 2009 - Feb 2012 |
16.77%
Feb 2009 - Feb 2014 |
9.91%
Feb 2009 - Feb 2019 |
8.77%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart