Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MSA RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 2.50% | 1.66% | 4.84% | 4.65% | 5.91% | 6.26% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MSA RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | -1.22 | 2.50 | 1.66 | 4.84 | 4.65 | 5.91 | 6.26 | … | … | 0.78 | 13.27 | -16.32 | 5.63 | 23.29 | 20.12 | -4.74 | 13.43 | 4.44 | -0.96 | 2.86 | 14.86 | 3.90 | 2.94 | 9.25 | 11.03 | -1.50 | 11.60 | 11.80 | 5.17 | 8.19 | 17.32 | 2.88 | 6.01 |
| Sharpe Ratio | NA | 0.57 | -0.12 | 0.43 | 0.43 | NA | NA | … | … | 0.04 | 0.85 | -1.50 | 0.37 | 1.17 | 1.81 | -0.75 | 2.83 | 0.93 | -0.20 | 0.47 | 2.27 | 0.68 | 0.38 | 0.84 | 1.40 | -0.56 | 0.94 | 1.16 | 0.51 | 0.98 | 3.10 | 0.46 | 0.99 |
| Standard Deviation(%) | NA | 10.89 | 12.51 | 14.02 | 10.74 | NA | NA | … | … | 11.37 | 10.65 | 11.83 | 15.04 | 19.77 | 10.37 | 8.10 | 4.53 | 4.54 | 5.01 | 6.07 | 6.54 | 5.66 | 7.65 | 10.90 | 7.83 | 4.31 | 9.16 | 7.35 | 5.90 | 7.39 | 5.36 | 3.83 | 3.74 |
| Draw Down(%) | NA | 9.18 | 24.58 | 24.58 | 24.58 | NA | NA | … | … | 2.96 | 9.18 | 19.22 | 10.11 | 21.42 | 5.72 | 11.61 | 1.57 | 4.02 | 4.14 | 4.96 | 4.51 | 5.46 | 5.28 | 9.36 | 4.30 | 7.21 | 6.69 | 8.63 | 4.51 | 7.11 | 3.35 | 4.32 | 2.53 |
| Yield(%) | NA | 3.84 | 4.51 | 5.43 | 4.22 | NA | NA | … | … | 0.00 | 4.04 | 1.09 | 8.61 | 9.79 | 3.97 | 3.97 | 4.35 | 2.37 | 2.15 | 2.33 | 2.41 | 2.65 | 2.90 | 2.28 | 2.72 | 2.66 | 4.84 | 6.71 | 3.11 | 3.61 | 3.39 | 3.17 | 5.07 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| MSA RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
0.04%
Dec 2020 – Dec 2023 |
2.66%
Mar 2015 – Mar 2020 |
4.47%
Mar 2010 – Mar 2020 |
5.20%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSA RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
16.09%
Dec 2018 – Dec 2021 |
12.21%
Oct 2016 – Oct 2021 |
8.48%
Apr 2001 – Apr 2011 |
8.22%
Aug 2006 – Aug 2021 |
Annualized Rolling Returns Comparison Chart