Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Mercy Health MyRetirement 401(k) Plan Strategic Asset Allocation – Optimal Moderate | NA | 21.16% | -0.48% | 4.05% | 4.39% | 5.63% | 5.26% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Mercy Health MyRetirement 401(k) Plan Strategic Asset Allocation – Optimal 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 (%) | -1.11 | 21.16 | -0.48 | 4.05 | 4.39 | 5.63 | 5.26 | … | … | 0.25 | 5.48 | 11.32 | -17.16 | 7.25 | 11.64 | 16.46 | -5.15 | 12.24 | 6.62 | -1.28 | 3.06 | 13.34 | 11.07 | -2.30 | 10.88 | 25.09 | -28.37 | 13.29 | 10.19 | 8.06 | 14.91 | 19.08 | -2.39 | 1.03 |
| Sharpe Ratio | NA | 0.04 | -0.40 | 0.05 | 0.27 | NA | NA | … | … | 0.03 | -0.13 | 0.86 | -1.37 | 0.75 | 0.65 | 2.46 | -0.71 | 2.60 | 0.75 | -0.15 | 0.47 | 2.03 | 1.48 | -0.17 | 0.99 | 1.56 | -1.35 | 1.04 | 0.83 | 0.96 | 2.02 | 2.49 | -0.35 | -0.16 |
| Standard Deviation(%) | NA | 8.33 | 10.36 | 12.03 | 10.03 | NA | NA | … | … | 6.22 | 8.43 | 8.24 | 13.56 | 9.63 | 17.50 | 6.12 | 9.12 | 4.47 | 8.54 | 8.48 | 6.53 | 6.57 | 7.45 | 14.00 | 10.86 | 16.03 | 21.64 | 9.94 | 8.37 | 6.11 | 6.93 | 7.39 | 10.11 | 8.26 |
| Draw Down(%) | NA | 5.30 | 20.78 | 23.02 | 23.02 | NA | NA | … | … | 0.61 | 5.30 | 9.56 | 21.88 | 5.56 | 22.04 | 2.97 | 12.22 | 1.58 | 6.86 | 9.53 | 5.27 | 5.73 | 6.26 | 14.08 | 8.24 | 15.99 | 35.89 | 6.35 | 9.53 | 4.15 | 4.97 | 5.72 | 15.13 | 12.39 |
| Yield(%) | NA | 3.12 | 3.68 | 3.45 | 3.00 | NA | NA | … | … | NA | 0.86 | 2.83 | 2.96 | 4.29 | 3.88 | 2.19 | 3.53 | 0.59 | 2.24 | 3.26 | 3.28 | 3.39 | 2.10 | 1.65 | 1.72 | 1.63 | 2.75 | 5.20 | 3.58 | 3.40 | 2.75 | 3.26 | 1.76 | 3.99 |
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 |
|---|---|---|---|---|
| Mercy Health MyRetirement 401(k) Plan Strategic Asset Allocation – Optimal Moderate |
-8.12%
Feb 2006 – Feb 2009 |
-0.77%
Feb 2004 – Feb 2009 |
2.99%
Oct 2013 – Oct 2023 |
2.84%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Mercy Health MyRetirement 401(k) Plan Strategic Asset Allocation – Optimal Moderate |
16.97%
Feb 2009 – Feb 2012 |
14.17%
Oct 2002 – Oct 2007 |
8.98%
Feb 2009 – Feb 2019 |
7.30%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart