Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Mccormick 401(K) Retirement Plan Strategic Asset Allocation – Optimal Moderate | NA | 22.89% | 2.70% | 7.11% | 6.06% | 7.28% | 6.31% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Mccormick 401(K) Retirement 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 (%) | -0.99 | 22.89 | 2.70 | 7.11 | 6.06 | 7.28 | 6.31 | … | … | 0.21 | 9.54 | 13.42 | -13.95 | 9.15 | 15.97 | 19.56 | -6.32 | 10.71 | 5.83 | 0.18 | 4.34 | 13.59 | 12.09 | -0.73 | 15.52 | 26.04 | -27.62 | 8.37 | 10.91 | 7.32 | 11.82 | 23.15 | -7.33 | -0.62 |
| Sharpe Ratio | NA | 0.50 | -0.15 | 0.31 | 0.43 | NA | NA | … | … | 0.02 | 0.38 | 1.10 | -1.10 | 1.11 | 0.85 | 2.70 | -0.82 | 1.90 | 0.67 | 0.02 | 0.66 | 1.91 | 1.55 | -0.05 | 1.26 | 1.50 | -1.26 | 0.57 | 1.01 | 0.89 | 1.52 | 2.54 | -0.69 | -0.30 |
| Standard Deviation(%) | NA | 7.71 | 10.39 | 12.11 | 10.18 | NA | NA | … | … | 8.91 | 7.76 | 8.35 | 13.89 | 8.21 | 18.47 | 6.72 | 9.36 | 5.31 | 8.41 | 8.53 | 6.56 | 7.10 | 7.76 | 14.07 | 12.28 | 17.31 | 22.70 | 9.43 | 7.58 | 5.78 | 7.17 | 8.84 | 12.19 | 9.75 |
| Draw Down(%) | NA | 4.50 | 20.24 | 21.22 | 21.22 | NA | NA | … | … | 0.81 | 4.40 | 8.27 | 20.31 | 4.18 | 21.22 | 3.20 | 13.07 | 2.72 | 6.92 | 8.02 | 4.84 | 6.14 | 6.27 | 14.59 | 9.01 | 17.46 | 37.25 | 6.23 | 8.01 | 4.11 | 6.79 | 7.29 | 19.00 | 13.39 |
| Yield(%) | NA | 3.80 | 4.30 | 3.95 | 3.34 | NA | NA | … | … | NA | 0.94 | 3.39 | 3.76 | 4.89 | 4.34 | 2.65 | 3.38 | 0.48 | 2.31 | 3.34 | 4.20 | 2.70 | 4.13 | 2.39 | 4.01 | 3.60 | 4.06 | 6.49 | 4.70 | 3.31 | 3.20 | 3.18 | 3.45 | 3.49 |
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 |
|---|---|---|---|---|
| Mccormick 401(K) Retirement Plan Strategic Asset Allocation – Optimal Moderate |
-9.17%
Feb 2006 – Feb 2009 |
-2.29%
Feb 2004 – Feb 2009 |
4.49%
Oct 2013 – Oct 2023 |
4.15%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Mccormick 401(K) Retirement Plan Strategic Asset Allocation – Optimal Moderate |
20.17%
Feb 2009 – Feb 2012 |
16.35%
Feb 2009 – Feb 2014 |
9.86%
Feb 2009 – Feb 2019 |
9.00%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart