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 - Optimal Moderate | NA | 21.41% | 0.83% | 6.32% | 5.39% | 7.36% | 6.34% | 5.86% |
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 - 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 (%) | -1.07 | 21.41 | 0.83 | 6.32 | 5.39 | 7.36 | 6.34 | 5.86 | NA | 6.63 | 12.02 | -14.77 | 6.80 | 18.42 | 20.14 | -6.94 | 13.31 | 6.40 | -3.06 | 2.90 | 17.49 | 13.53 | 0.92 | 17.28 | 24.58 | -27.20 | 7.84 | 13.01 | 6.18 | 13.80 | 20.84 | -12.79 | -4.74 |
| Sharpe Ratio | NA | 0.18 | -0.27 | 0.21 | 0.36 | NA | NA | 0.37 | 0.02 | 0.00 | 0.89 | -1.10 | 0.72 | 0.99 | 2.67 | -0.91 | 2.80 | 0.70 | -0.37 | 0.43 | 2.26 | 1.63 | 0.06 | 1.30 | 1.32 | -1.23 | 0.53 | 1.27 | 0.52 | 1.43 | 2.10 | -0.99 | -0.55 |
| Standard Deviation(%) | NA | 8.31 | 10.99 | 12.57 | 10.42 | NA | NA | 11.65 | 6.20 | 8.41 | 8.68 | 14.72 | 9.35 | 18.39 | 7.02 | 9.03 | 4.52 | 8.82 | 8.26 | 6.66 | 7.74 | 8.26 | 14.85 | 13.21 | 18.56 | 22.85 | 9.17 | 7.68 | 7.67 | 8.97 | 9.61 | 14.07 | 12.73 |
| Draw Down(%) | NA | 4.52 | 20.76 | 22.29 | 22.29 | NA | NA | 41.67 | 0.61 | 4.52 | 9.01 | 21.16 | 5.40 | 22.04 | 3.62 | 13.40 | 1.84 | 6.69 | 10.59 | 5.86 | 6.15 | 6.68 | 13.54 | 10.50 | 19.86 | 37.13 | 6.06 | 7.51 | 5.33 | 7.36 | 9.71 | 20.83 | 17.74 |
| Yield(%) | NA | 3.13 | 3.75 | 3.83 | 2.96 | NA | NA | 3.02 | NA | 0.84 | 2.86 | 3.35 | 4.17 | 4.42 | 3.42 | 3.10 | 0.31 | 3.30 | 1.61 | 2.32 | 5.75 | 3.48 | 2.94 | 2.25 | 2.67 | 3.84 | 5.81 | 5.04 | 4.44 | 2.27 | 0.00 | 0.13 | 1.25 |
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 - Optimal Moderate |
-9.66%
Feb 2006 - Feb 2009 |
-2.28%
Feb 2004 - Feb 2009 |
4.00%
Oct 2013 - Oct 2023 |
4.45%
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 - Optimal Moderate |
22.22%
Feb 2009 - Feb 2012 |
18.07%
Feb 2009 - Feb 2014 |
10.61%
Feb 2009 - Feb 2019 |
9.19%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart