Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MORRIS AND DICKSON CO. LTD. 401K PLAN Tactical Asset Allocation Moderate | NA | 23.43% | 4.24% | 10.64% | 9.60% | 10.93% | 10.30% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MORRIS AND DICKSON CO. LTD. 401K 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 (%) | -1.19 | 23.43 | 4.24 | 10.64 | 9.60 | 10.93 | 10.30 | … | … | 0.42 | 12.60 | 11.02 | -10.19 | 15.08 | 22.88 | 20.37 | -0.36 | 15.24 | 10.03 | 1.68 | 7.21 | 21.18 | 11.84 | 3.58 | 21.14 | 15.06 | 3.95 | 7.88 | 9.56 | 6.37 | 8.66 | 20.30 | -0.05 | 2.56 |
| Sharpe Ratio | NA | 0.65 | 0.09 | 0.56 | 0.71 | NA | NA | … | … | 0.04 | 0.59 | 0.82 | -0.94 | 1.41 | 1.13 | 2.82 | -0.15 | 2.95 | 1.15 | 0.18 | 0.87 | 2.82 | 1.42 | 0.25 | 2.05 | 1.89 | 0.62 | 0.53 | 0.83 | 0.53 | 0.89 | 2.45 | -0.18 | 0.03 |
| Standard Deviation(%) | NA | 10.19 | 10.35 | 12.99 | 10.92 | NA | NA | … | … | 8.16 | 10.20 | 8.26 | 12.31 | 10.71 | 20.09 | 6.73 | 11.00 | 4.96 | 8.57 | 9.37 | 8.27 | 7.50 | 8.29 | 14.16 | 10.26 | 7.91 | 4.92 | 9.19 | 7.59 | 7.92 | 8.68 | 8.01 | 6.39 | 7.69 |
| Draw Down(%) | NA | 7.09 | 15.59 | 20.16 | 20.16 | NA | NA | … | … | 0.57 | 7.09 | 6.56 | 17.39 | 4.43 | 20.16 | 2.88 | 12.29 | 2.32 | 6.36 | 7.29 | 4.94 | 4.50 | 6.80 | 12.26 | 8.46 | 4.32 | 2.44 | 5.46 | 6.93 | 5.24 | 7.26 | 4.14 | 7.41 | 8.43 |
| Yield(%) | NA | 2.56 | 2.86 | 2.63 | 2.89 | NA | NA | … | … | NA | 0.92 | 2.66 | 2.77 | 3.23 | 2.48 | 2.31 | 4.03 | 5.09 | 2.73 | 2.59 | 2.09 | 2.28 | 3.24 | 2.49 | 3.17 | 3.99 | 4.11 | 3.17 | 3.03 | 2.56 | 3.05 | 4.02 | 4.50 | 6.09 |
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 |
|---|---|---|---|---|
| MORRIS AND DICKSON CO. LTD. 401K PLAN Tactical Asset Allocation Moderate |
2.19%
Apr 2021 – Apr 2024 |
6.27%
Feb 2004 – Feb 2009 |
8.24%
Oct 2013 – Oct 2023 |
8.89%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MORRIS AND DICKSON CO. LTD. 401K PLAN Tactical Asset Allocation Moderate |
19.40%
Dec 2018 – Dec 2021 |
15.38%
Oct 2016 – Oct 2021 |
12.45%
Sep 2011 – Sep 2021 |
11.93%
Aug 2006 – Aug 2021 |
Annualized Rolling Returns Comparison Chart