Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| The Charles J. Merlo, Inc. Non-Union Employees 401(k) Profit Sharing Plan Strategic Asset Allocation – Optimal Moderate | NA | 31.99% | 10.38% | 9.42% | 6.73% | 7.80% | 6.84% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| The Charles J. Merlo, Inc. Non-Union Employees 401(k) Profit Sharing 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 (%) | -0.61 | 31.99 | 10.38 | 9.42 | 6.73 | 7.80 | 6.84 | … | … | 0.72 | 15.78 | 19.27 | -3.48 | 2.28 | 16.51 | 8.68 | -4.13 | 9.29 | 6.31 | -2.68 | 2.90 | 13.60 | 12.37 | 1.36 | 15.10 | 25.36 | -25.70 | 6.09 | 10.85 | 9.42 | 14.31 | 24.91 | -6.12 | 7.16 |
| Sharpe Ratio | NA | 1.56 | 0.68 | 0.63 | 0.50 | NA | NA | … | … | 0.11 | 1.32 | 1.81 | -0.42 | 0.22 | 0.91 | 0.80 | -0.61 | 1.90 | 0.71 | -0.36 | 0.39 | 1.95 | 1.59 | 0.09 | 1.28 | 1.39 | -1.15 | 0.35 | 0.99 | 1.12 | 1.80 | 2.87 | -0.53 | 0.36 |
| Standard Deviation(%) | NA | 6.85 | 9.20 | 11.65 | 9.96 | NA | NA | … | … | 6.11 | 6.96 | 8.32 | 11.65 | 10.28 | 17.86 | 9.07 | 8.87 | 4.55 | 8.66 | 7.63 | 7.47 | 6.96 | 7.76 | 14.62 | 11.72 | 18.24 | 23.08 | 8.88 | 7.66 | 6.50 | 7.44 | 8.43 | 13.64 | 13.61 |
| Draw Down(%) | NA | 6.23 | 12.25 | 22.13 | 26.68 | NA | NA | … | … | 0.33 | 6.23 | 6.06 | 12.25 | 6.60 | 22.13 | 7.39 | 12.00 | 2.84 | 8.78 | 8.51 | 5.03 | 5.26 | 6.01 | 13.09 | 8.53 | 17.45 | 36.16 | 5.95 | 8.99 | 4.74 | 5.94 | 6.71 | 19.52 | 14.04 |
| Yield(%) | NA | 15.04 | 9.81 | 8.31 | 5.79 | NA | NA | … | … | NA | 4.53 | 13.60 | 7.93 | 2.63 | 9.81 | 1.69 | 5.25 | 0.54 | 2.36 | 4.27 | 4.18 | 1.05 | 2.39 | 2.91 | 2.24 | 1.31 | 3.04 | 7.23 | 4.97 | 2.89 | 3.60 | 1.84 | 1.11 | 1.89 |
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 |
|---|---|---|---|---|
| The Charles J. Merlo, Inc. Non-Union Employees 401(k) Profit Sharing Plan Strategic Asset Allocation |
-9.18%
Feb 2006 – Feb 2009 |
-1.24%
Feb 2004 – Feb 2009 |
3.91%
Mar 2010 – Mar 2020 |
3.85%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| The Charles J. Merlo, Inc. Non-Union Employees 401(k) Profit Sharing Plan Strategic Asset Allocation |
20.65%
Sep 2022 – Sep 2025 |
16.45%
Feb 2009 – Feb 2014 |
9.67%
Feb 2009 – Feb 2019 |
8.97%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart