Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MACMILLAN RETIREMENT SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate | NA | -3.20% | 3.55% | 4.16% | 8.49% | 6.34% | NA | … | … |
Data as of 10/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MACMILLAN RETIREMENT SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 12/31/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.18 | -3.20 | 3.55 | 4.16 | 8.49 | 6.34 | NA | … | … | -3.57 | 7.86 | 7.62 | 2.64 | 3.13 | 16.98 | 12.96 | -0.55 | 13.60 | 29.30 | -28.05 | 7.64 | 9.90 | 8.74 | 12.06 | 27.54 | -3.15 | 2.35 |
| Sharpe Ratio | NA | -0.64 | 0.44 | 0.41 | 0.78 | NA | NA | … | … | -0.64 | 1.81 | 0.86 | 0.31 | 0.47 | 2.48 | 1.53 | -0.04 | 1.01 | 1.52 | -1.24 | 0.50 | 0.79 | 0.98 | 1.46 | 3.22 | -0.43 | 0.00 |
| Standard Deviation(%) | NA | 7.65 | 7.07 | 7.28 | 10.70 | NA | NA | … | … | 7.65 | 3.99 | 8.67 | 8.42 | 6.67 | 6.84 | 8.46 | 14.59 | 13.32 | 19.27 | 23.45 | 9.16 | 8.36 | 6.70 | 7.63 | 8.33 | 9.82 | 9.07 |
| Draw Down(%) | NA | 9.24 | 9.24 | 11.12 | 18.17 | NA | NA | … | … | 9.24 | 1.63 | 8.38 | 7.41 | 4.94 | 4.78 | 7.53 | 13.18 | 10.98 | 18.17 | 38.16 | 6.57 | 9.38 | 4.34 | 7.05 | 6.98 | 16.68 | 11.81 |
| Yield(%) | NA | 3.42 | 2.32 | 3.42 | 2.86 | NA | NA | … | … | 3.40 | 0.22 | 3.19 | 5.01 | 5.26 | 2.21 | 2.46 | 2.43 | 1.82 | 2.60 | 2.17 | 5.28 | 6.55 | 3.83 | 4.37 | 3.04 | 1.71 | 4.02 |
Data as of 10/31/2018, 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 |
|---|---|---|---|---|
| MACMILLAN RETIREMENT SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate |
-10.55%
Feb 2006 – Feb 2009 |
-2.58%
Feb 2004 – Feb 2009 |
4.73%
Feb 2006 – Feb 2016 |
6.27%
Nov 2003 – Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MACMILLAN RETIREMENT SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate |
21.50%
Feb 2009 – Feb 2012 |
17.53%
Feb 2009 – Feb 2014 |
9.31%
Nov 2008 – Nov 2018 |
8.29%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart