Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MSC Industrial Direct 401(k) Plan Tactical Asset Allocation Moderate | NA | 33.79% | 10.12% | 9.71% | 7.23% | 7.38% | 7.77% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MSC Industrial Direct 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 (%) | -0.84 | 33.79 | 10.12 | 9.71 | 7.23 | 7.38 | 7.77 | … | … | 0.44 | 16.44 | 23.31 | -8.60 | 5.12 | 9.30 | 10.52 | 0.56 | 9.64 | 2.93 | 1.47 | 2.41 | 18.35 | 5.74 | -0.64 | 10.10 | 20.24 | 0.49 | 9.17 | 10.06 | 3.93 | 10.91 | 19.14 | 1.06 | 8.65 |
| Sharpe Ratio | NA | 1.09 | 0.63 | 0.63 | 0.66 | NA | NA | … | … | 0.05 | 1.00 | 2.52 | -0.85 | 0.54 | 1.06 | 1.87 | -0.10 | 1.73 | 0.65 | 0.28 | 0.42 | 2.43 | 1.10 | -0.08 | 1.04 | 2.58 | -0.08 | 0.63 | 0.87 | 0.31 | 1.28 | 2.99 | -0.01 | 1.17 |
| Standard Deviation(%) | NA | 9.83 | 9.86 | 9.53 | 7.78 | NA | NA | … | … | 7.13 | 9.87 | 7.55 | 11.70 | 9.38 | 8.59 | 4.87 | 7.52 | 5.21 | 4.21 | 5.13 | 5.71 | 7.54 | 5.18 | 8.87 | 9.63 | 7.81 | 5.61 | 9.81 | 7.79 | 5.69 | 7.77 | 6.16 | 5.68 | 5.43 |
| Draw Down(%) | NA | 8.65 | 15.19 | 18.54 | 18.54 | NA | NA | … | … | 0.45 | 8.65 | 4.11 | 16.27 | 5.83 | 9.87 | 3.28 | 6.38 | 4.32 | 2.96 | 4.68 | 5.43 | 5.49 | 4.88 | 9.24 | 8.33 | 3.79 | 4.95 | 7.17 | 9.29 | 4.82 | 6.43 | 3.51 | 7.92 | 4.10 |
| Yield(%) | NA | 14.09 | 10.68 | 8.48 | 5.72 | NA | NA | … | … | NA | 4.29 | 13.62 | 6.97 | 6.05 | 6.31 | 4.96 | 3.46 | 0.29 | 3.08 | 2.61 | 5.06 | 1.51 | 5.53 | 1.82 | 4.99 | 4.45 | 4.22 | 5.03 | 4.77 | 3.39 | 4.07 | 4.06 | 6.96 | 8.82 |
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 |
|---|---|---|---|---|
| MSC Industrial Direct 401(k) Plan Tactical Asset Allocation Moderate |
0.11%
Jun 2019 – Jun 2022 |
2.32%
Jun 2017 – Jun 2022 |
4.65%
Oct 2013 – Oct 2023 |
5.35%
Jun 2007 – Jun 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSC Industrial Direct 401(k) Plan Tactical Asset Allocation Moderate |
13.00%
Nov 2021 – Nov 2024 |
11.90%
Oct 2002 – Oct 2007 |
9.80%
Apr 2001 – Apr 2011 |
8.48%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart