Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| First Merchants Corporation Retirement Income and Savings Plan Tactical Asset Allocation Moderate | NA | 24.07% | -0.72% | 4.45% | 3.64% | 4.31% | 5.08% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| First Merchants Corporation Retirement Income and Savings 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 (%) | -1.30 | 24.07 | -0.72 | 4.45 | 3.64 | 4.31 | 5.08 | … | … | -0.43 | 3.62 | 10.82 | -19.05 | 9.06 | 15.86 | 14.94 | -4.35 | 4.64 | 3.37 | -2.86 | 4.36 | 9.31 | -2.48 | 0.92 | 11.59 | 15.99 | -3.70 | 7.40 | 19.85 | 2.45 | 12.43 | 22.41 | 5.70 | 6.99 |
| Sharpe Ratio | NA | -0.32 | -0.46 | 0.06 | 0.15 | NA | NA | … | … | -0.06 | -0.32 | 0.60 | -1.29 | 0.93 | 1.80 | 2.75 | -0.77 | 0.73 | 0.63 | -0.43 | 0.79 | 1.27 | -0.32 | 0.09 | 0.98 | 1.43 | -0.73 | 0.51 | 2.23 | 0.04 | 1.54 | 3.57 | 0.83 | 0.73 |
| Standard Deviation(%) | NA | 9.22 | 12.29 | 11.19 | 8.96 | NA | NA | … | … | 8.63 | 9.28 | 10.91 | 15.80 | 9.70 | 8.67 | 4.92 | 7.37 | 5.48 | 5.00 | 6.66 | 5.51 | 7.30 | 7.91 | 9.89 | 11.78 | 11.08 | 6.31 | 8.65 | 7.43 | 6.67 | 7.44 | 6.09 | 5.53 | 6.37 |
| Draw Down(%) | NA | 7.95 | 22.24 | 24.70 | 24.70 | NA | NA | … | … | 1.04 | 7.95 | 12.45 | 24.50 | 5.52 | 10.31 | 2.08 | 9.93 | 6.88 | 3.82 | 8.14 | 4.22 | 7.18 | 11.85 | 10.32 | 8.96 | 6.09 | 10.18 | 5.78 | 6.06 | 4.70 | 6.82 | 5.55 | 4.30 | 6.07 |
| Yield(%) | NA | 4.30 | 4.99 | 5.32 | 4.73 | NA | NA | … | … | NA | 0.89 | 4.13 | 6.28 | 2.87 | 6.71 | 5.94 | 4.29 | 0.42 | 2.25 | 8.23 | 5.25 | 3.36 | 4.47 | 3.77 | 4.98 | 5.20 | 4.09 | 5.63 | 8.80 | 2.90 | 3.23 | 4.88 | 4.78 | 7.34 |
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 |
|---|---|---|---|---|
| First Merchants Corporation Retirement Income and Savings Plan Tactical Asset Allocation Moderate |
-2.95%
Apr 2021 – Apr 2024 |
0.26%
Apr 2011 – Apr 2016 |
2.03%
Oct 2013 – Oct 2023 |
3.09%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| First Merchants Corporation Retirement Income and Savings Plan Tactical Asset Allocation Moderate |
14.43%
Jul 2002 – Jul 2005 |
14.11%
Oct 2002 – Oct 2007 |
10.63%
Apr 2001 – Apr 2011 |
7.49%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart