Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MCDERMOTT THRIFT PLAN Strategic Asset Allocation – Optimal Moderate | NA | 26.53% | 6.84% | 10.90% | 8.04% | 8.60% | 7.17% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MCDERMOTT THRIFT 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 (%) | -1.01 | 26.53 | 6.84 | 10.90 | 8.04 | 8.60 | 7.17 | … | … | 0.41 | 18.10 | 14.81 | -10.12 | 11.32 | 20.98 | 20.23 | -3.97 | 7.14 | 5.88 | 1.47 | 4.69 | 20.54 | 9.93 | -1.23 | 11.92 | 21.13 | -25.01 | 6.52 | 9.86 | 7.16 | 11.62 | 20.29 | -14.09 | 6.08 |
| Sharpe Ratio | NA | 1.52 | 0.29 | 0.59 | 0.58 | NA | NA | … | … | 0.04 | 1.41 | 1.15 | -0.77 | 1.12 | 1.02 | 2.26 | -0.49 | 1.24 | 0.69 | 0.15 | 0.60 | 2.74 | 1.27 | -0.08 | 0.91 | 1.09 | -1.13 | 0.38 | 0.86 | 0.67 | 1.28 | 1.99 | -1.08 | 0.27 |
| Standard Deviation(%) | NA | 8.13 | 11.14 | 13.34 | 11.21 | NA | NA | … | … | 8.50 | 8.19 | 9.17 | 14.85 | 10.13 | 20.36 | 8.34 | 10.76 | 5.26 | 8.17 | 9.44 | 7.77 | 7.48 | 7.81 | 15.56 | 12.97 | 19.21 | 22.86 | 9.35 | 7.71 | 7.48 | 8.33 | 9.86 | 14.08 | 14.10 |
| Draw Down(%) | NA | 5.12 | 13.69 | 20.38 | 20.38 | NA | NA | … | … | 0.67 | 5.12 | 7.24 | 14.44 | 5.22 | 20.38 | 4.34 | 14.28 | 2.63 | 7.64 | 7.06 | 4.40 | 3.42 | 5.92 | 14.99 | 11.25 | 17.33 | 32.69 | 6.13 | 7.29 | 4.42 | 7.47 | 7.52 | 23.29 | 16.10 |
| Yield(%) | NA | 2.50 | 2.16 | 2.16 | 1.84 | NA | NA | … | … | NA | 0.79 | 2.53 | 2.41 | 0.49 | 3.18 | 1.54 | 1.21 | 0.53 | 1.62 | 3.16 | 0.88 | 4.45 | 1.22 | 0.36 | 0.73 | 0.53 | 0.93 | 4.21 | 2.00 | 1.55 | 1.02 | 0.87 | 0.72 | 1.43 |
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 |
|---|---|---|---|---|
| MCDERMOTT THRIFT PLAN Strategic Asset Allocation – Optimal Moderate |
-8.61%
Feb 2006 – Feb 2009 |
-1.74%
Feb 2004 – Feb 2009 |
3.80%
Dec 2001 – Dec 2011 |
4.85%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MCDERMOTT THRIFT PLAN Strategic Asset Allocation – Optimal Moderate |
17.43%
Dec 2018 – Dec 2021 |
14.78%
Feb 2009 – Feb 2014 |
9.55%
Feb 2009 – Feb 2019 |
9.69%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart