Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| THE PROFIT SHARING PLAN OF QUEST DIAGNOSTICS INCORPORATED Tactical Asset Allocation Moderate | NA | 36.72% | 12.74% | 13.52% | 9.29% | 9.14% | 9.11% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| THE PROFIT SHARING PLAN OF QUEST DIAGNOSTICS INCORPORATED 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 | Common | Inception | 2025 | 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 (%) | -0.39 | 36.72 | 12.74 | 13.52 | 9.29 | 9.14 | 9.11 | … | … | 0.28 | 23.09 | 22.71 | -5.93 | 9.81 | 17.17 | 16.02 | -4.14 | 16.74 | 0.58 | -0.66 | 5.90 | 13.66 | 11.47 | 1.03 | 10.16 | 14.37 | 1.93 | 6.23 | 14.78 | 5.82 | 10.47 | 20.73 | -3.21 | 3.44 |
| Sharpe Ratio | NA | 1.65 | 0.84 | 0.77 | 0.66 | NA | NA | … | … | 0.03 | 1.61 | 2.31 | -0.56 | 0.76 | 0.84 | 2.13 | -0.50 | 2.97 | 0.04 | -0.07 | 0.67 | 2.00 | 1.61 | 0.07 | 0.86 | 1.43 | 1.64 | 0.33 | 1.60 | 0.54 | 1.19 | 2.69 | -0.89 | 90.61 |
| Standard Deviation(%) | NA | 10.19 | 10.62 | 13.50 | 11.32 | NA | NA | … | … | 9.02 | 10.25 | 8.00 | 13.02 | 12.93 | 20.09 | 6.88 | 10.85 | 5.42 | 9.19 | 9.63 | 8.76 | 6.80 | 7.08 | 14.12 | 11.65 | 9.97 | 0.62 | 9.76 | 7.18 | 6.78 | 8.01 | 7.44 | 4.85 | 0.01 |
| Draw Down(%) | NA | 7.02 | 14.27 | 20.11 | 20.11 | NA | NA | … | … | 0.73 | 7.02 | 5.37 | 15.21 | 5.36 | 20.11 | 3.10 | 13.74 | 2.07 | 11.28 | 8.82 | 6.88 | 6.33 | 5.78 | 12.12 | 9.89 | 4.46 | 0.60 | 5.71 | 6.69 | 4.97 | 5.89 | 2.87 | 6.39 | 0.00 |
| Yield(%) | NA | 15.81 | 12.84 | 9.91 | 7.15 | NA | NA | … | … | NA | 9.68 | 14.16 | 7.79 | 8.28 | 3.51 | 6.11 | 4.56 | 5.91 | 4.84 | 3.63 | 5.44 | 5.33 | 3.15 | 2.06 | 2.00 | 2.94 | 2.55 | 7.62 | 9.04 | 4.11 | 5.14 | 4.22 | 2.58 | 3.44 |
Data as of 10/31/2024, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| THE PROFIT SHARING PLAN OF QUEST DIAGNOSTICS INCORPORATED Tactical Asset Allocation Moderate |
1.58%
Feb 2014 – Feb 2017 |
3.15%
Mar 2015 – Mar 2020 |
5.62%
Mar 2010 – Mar 2020 |
6.20%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| THE PROFIT SHARING PLAN OF QUEST DIAGNOSTICS INCORPORATED Tactical Asset Allocation Moderate |
14.83%
Nov 2021 – Nov 2024 |
14.24%
Nov 2019 – Nov 2024 |
10.17%
Apr 2003 – Apr 2013 |
9.67%
Jun 2009 – Jun 2024 |
Annualized Rolling Returns Comparison Chart