Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MAYO 403(B) PLAN Tactical Asset Allocation Moderate | NA | 17.59% | -0.94% | 3.88% | 4.19% | 5.59% | 7.55% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MAYO 403(B) 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 (%) | -1.43 | 17.59 | -0.94 | 3.88 | 4.19 | 5.59 | 7.55 | … | … | 0.24 | 3.90 | 7.73 | -17.30 | 18.51 | 6.82 | 10.81 | -2.44 | 9.98 | 8.09 | -4.01 | 4.34 | 14.49 | 8.67 | -1.22 | 13.60 | 28.85 | -8.90 | 19.11 | 16.18 | 10.73 | 14.21 | 28.30 | 10.53 | 6.18 |
| Sharpe Ratio | NA | -0.11 | -0.59 | 0.07 | 0.24 | NA | NA | … | … | 0.02 | -0.26 | 0.44 | -1.83 | 1.99 | 0.50 | 1.92 | -0.50 | 1.78 | 1.60 | -0.64 | 0.78 | 2.11 | 1.84 | -0.12 | 0.97 | 2.54 | -1.58 | 1.39 | 1.40 | 1.22 | 1.24 | 4.09 | 2.02 | 0.81 |
| Standard Deviation(%) | NA | 10.16 | 9.50 | 10.32 | 8.40 | NA | NA | … | … | 7.30 | 10.26 | 7.93 | 10.20 | 9.27 | 13.14 | 4.90 | 7.56 | 5.24 | 4.91 | 6.33 | 5.55 | 6.87 | 4.68 | 10.49 | 14.00 | 11.34 | 6.23 | 11.56 | 9.25 | 7.00 | 10.70 | 6.75 | 4.66 | 4.79 |
| Draw Down(%) | NA | 6.61 | 20.21 | 22.16 | 22.16 | NA | NA | … | … | 0.60 | 6.61 | 7.45 | 17.97 | 3.86 | 17.73 | 2.70 | 10.63 | 2.54 | 2.84 | 7.84 | 3.83 | 5.98 | 3.15 | 10.65 | 10.29 | 5.67 | 10.96 | 9.02 | 13.04 | 6.57 | 13.92 | 4.17 | 2.85 | 4.04 |
| Yield(%) | NA | 3.48 | 3.89 | 4.29 | 3.87 | NA | NA | … | … | NA | 0.53 | 3.73 | 2.50 | 4.92 | 4.94 | 5.43 | 3.79 | 0.66 | 5.15 | 3.34 | 4.46 | 4.17 | 4.55 | 3.43 | 3.77 | 4.77 | 3.34 | 14.70 | 11.10 | 10.47 | 9.70 | 4.80 | 3.96 | 7.39 |
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 |
|---|---|---|---|---|
| MAYO 403(B) PLAN Tactical Asset Allocation Moderate |
-2.54%
Dec 2021 – Dec 2024 |
1.17%
Sep 2018 – Sep 2023 |
3.10%
Oct 2013 – Oct 2023 |
5.09%
Dec 2009 – Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MAYO 403(B) PLAN Tactical Asset Allocation Moderate |
20.92%
Oct 2004 – Oct 2007 |
19.74%
Oct 2002 – Oct 2007 |
14.08%
Apr 2001 – Apr 2011 |
10.80%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart