Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Trustmark 401(k) Plan Tactical Asset Allocation Moderate | NA | 30.46% | 10.11% | 8.09% | 6.14% | 6.63% | 7.42% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Trustmark 401(k) 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 | 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 (%) | -0.55 | 30.46 | 10.11 | 8.09 | 6.14 | 6.63 | 7.42 | … | … | 11.93 | -6.71 | 22.43 | -6.18 | 4.80 | 1.79 | 10.42 | -0.76 | 9.47 | 5.25 | -1.91 | 2.63 | 15.34 | 6.89 | -0.44 | 9.86 | 21.60 | -0.74 | 13.40 | 11.49 | 5.52 | 9.10 | 26.03 | 5.21 | 6.67 |
| Sharpe Ratio | NA | -0.09 | 0.18 | 0.19 | 0.30 | NA | NA | … | … | 0.16 | -0.67 | 2.30 | -0.83 | 0.43 | 0.16 | 2.27 | -0.26 | 1.58 | 1.20 | -0.35 | 0.44 | 2.53 | 1.46 | -0.06 | 1.06 | 2.58 | -0.36 | 1.07 | 1.06 | 0.62 | 1.15 | 4.17 | 1.09 | 0.94 |
| Standard Deviation(%) | NA | 22.48 | 14.74 | 13.22 | 10.16 | NA | NA | … | … | 73.30 | 19.88 | 7.91 | 9.09 | 11.21 | 9.88 | 3.97 | 8.03 | 5.59 | 4.21 | 5.50 | 5.88 | 6.04 | 4.69 | 7.74 | 9.20 | 8.33 | 4.57 | 9.68 | 7.73 | 5.37 | 7.10 | 6.07 | 3.75 | 4.65 |
| Draw Down(%) | NA | 22.51 | 22.51 | 22.51 | 22.51 | NA | NA | … | … | 0.95 | 22.51 | 5.04 | 11.25 | 6.33 | 15.34 | 1.72 | 10.31 | 5.02 | 3.78 | 6.49 | 5.68 | 3.72 | 4.99 | 8.72 | 8.90 | 5.40 | 5.31 | 9.51 | 10.22 | 4.73 | 8.30 | 2.42 | 2.45 | 3.53 |
| Yield(%) | NA | 16.03 | 11.77 | 8.86 | 5.78 | NA | NA | … | … | NA | 4.49 | 15.45 | 7.15 | 7.90 | 4.25 | 5.00 | 1.71 | 0.55 | 3.42 | 1.73 | 6.06 | 5.76 | 4.65 | 3.03 | 4.67 | 5.02 | 3.25 | 12.84 | 5.26 | 4.22 | 3.16 | 4.44 | 4.85 | 5.93 |
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 |
|---|---|---|---|---|
| Trustmark 401(k) Plan Tactical Asset Allocation Moderate |
-0.98%
Oct 2017 – Oct 2020 |
1.41%
Nov 2017 – Nov 2022 |
3.54%
Dec 2014 – Dec 2024 |
4.59%
Dec 2009 – Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Trustmark 401(k) Plan Tactical Asset Allocation Moderate |
14.94%
Mar 2003 – Mar 2006 |
14.04%
Oct 2002 – Oct 2007 |
11.00%
Apr 2001 – Apr 2011 |
9.08%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart