Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| THRIFT PLAN FOR EMPLOYEES OF MURPHY OIL CORPORATION Tactical Asset Allocation Moderate | NA | 25.01% | 10.55% | 10.07% | 7.20% | 6.27% | 6.65% | … | … |
Data as of 08/31/2021, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| THRIFT PLAN FOR EMPLOYEES OF MURPHY OIL CORPORATION Tactical Asset Allocation Moderate | 12/31/2000 | 11/29/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.67 | 25.01 | 10.55 | 10.07 | 7.20 | 6.27 | 6.65 | … | … | 8.74 | 20.80 | 12.04 | -4.05 | 10.89 | 5.07 | -3.85 | 4.36 | 16.11 | 5.76 | -3.30 | 6.25 | 11.82 | -6.83 | 7.74 | 10.09 | 7.49 | 9.81 | 21.13 | -2.38 | 0.11 |
| Sharpe Ratio | NA | 1.00 | 1.05 | 0.83 | 0.72 | NA | NA | … | … | 0.62 | 1.57 | 1.32 | -0.52 | 1.46 | 0.55 | -0.39 | 0.39 | 2.32 | 0.91 | -0.32 | 0.52 | 1.27 | -1.66 | 0.48 | 0.91 | 0.90 | 1.35 | 3.18 | -1.06 | -0.63 |
| Standard Deviation(%) | NA | 13.74 | 11.84 | 10.75 | 9.82 | NA | NA | … | … | 14.12 | 13.12 | 8.03 | 10.32 | 7.01 | 8.79 | 9.91 | 11.10 | 6.93 | 6.29 | 10.30 | 11.83 | 9.25 | 4.66 | 9.87 | 7.47 | 5.89 | 6.58 | 6.43 | 3.31 | 3.50 |
| Draw Down(%) | NA | 6.89 | 10.20 | 11.30 | 12.29 | NA | NA | … | … | 6.89 | 10.20 | 5.28 | 11.30 | 4.30 | 6.47 | 9.75 | 9.16 | 4.19 | 5.60 | 10.76 | 12.09 | 5.04 | 7.41 | 7.09 | 9.09 | 3.90 | 5.73 | 2.50 | 5.53 | 4.24 |
| Yield(%) | NA | 3.84 | 3.48 | 2.92 | 3.70 | NA | NA | … | … | 0.00 | 4.56 | 4.38 | 2.53 | 0.22 | 4.27 | 5.85 | 11.43 | 3.55 | 1.11 | 0.83 | 1.56 | 0.56 | 0.69 | 5.05 | 4.72 | 2.56 | 2.19 | 1.10 | 0.94 | 1.92 |
Data as of 08/31/2021, 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 |
|---|---|---|---|---|
| THRIFT PLAN FOR EMPLOYEES OF MURPHY OIL CORPORATION Tactical Asset Allocation Moderate |
-0.51%
Aug 2007 – Aug 2010 |
1.43%
Feb 2015 – Feb 2020 |
3.75%
Apr 2006 – Apr 2016 |
4.37%
Feb 2005 – Feb 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| THRIFT PLAN FOR EMPLOYEES OF MURPHY OIL CORPORATION Tactical Asset Allocation Moderate |
14.87%
Apr 2003 – Apr 2006 |
11.97%
Oct 2002 – Oct 2007 |
7.41%
Oct 2011 – Oct 2021 |
6.97%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart