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 Strategic Asset Allocation – Optimal Moderate | NA | 23.36% | 3.14% | 4.22% | 5.24% | 7.33% | 5.90% | … | … |
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 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 | 23.36 | 3.14 | 4.22 | 5.24 | 7.33 | 5.90 | … | … | 0.10 | 11.32 | 9.83 | -12.21 | 10.03 | -0.94 | 20.02 | -3.25 | 12.38 | 5.13 | 2.35 | 5.93 | 19.05 | 10.65 | 3.70 | 14.47 | 18.68 | -23.83 | 5.98 | 7.96 | 5.17 | 10.82 | 22.97 | -8.16 | -2.76 |
| Sharpe Ratio | NA | 0.63 | -0.12 | 0.05 | 0.30 | NA | NA | … | … | 0.00 | 0.54 | 0.70 | -1.05 | 1.20 | -0.05 | 2.83 | -0.47 | 2.41 | 0.57 | 0.26 | 0.83 | 2.69 | 1.37 | 0.25 | 1.17 | 1.10 | -1.12 | 0.32 | 0.61 | 0.40 | 1.13 | 2.08 | -0.66 | -0.40 |
| Standard Deviation(%) | NA | 8.66 | 10.14 | 14.19 | 11.48 | NA | NA | … | … | 9.02 | 8.70 | 8.02 | 12.93 | 8.31 | 25.07 | 6.57 | 9.76 | 4.88 | 8.58 | 8.86 | 7.09 | 7.06 | 7.71 | 14.40 | 12.27 | 16.86 | 22.19 | 9.24 | 7.63 | 7.47 | 8.77 | 10.72 | 13.95 | 12.56 |
| Draw Down(%) | NA | 5.67 | 18.98 | 21.76 | 21.76 | NA | NA | … | … | 0.82 | 5.67 | 6.77 | 19.44 | 4.60 | 21.65 | 3.16 | 11.92 | 2.31 | 8.07 | 7.60 | 4.67 | 4.53 | 5.92 | 12.22 | 10.60 | 17.19 | 32.62 | 5.45 | 7.40 | 4.99 | 6.89 | 6.98 | 20.07 | 16.56 |
| Yield(%) | NA | 3.02 | 3.26 | 2.66 | 2.51 | NA | NA | … | … | NA | 0.72 | 2.79 | 2.76 | 3.58 | 1.26 | 2.45 | 3.59 | 0.53 | 2.27 | 3.15 | 2.53 | 2.87 | 2.85 | 2.65 | 2.52 | 1.87 | 2.29 | 3.39 | 2.75 | 2.64 | 2.88 | 2.86 | 2.29 | 2.83 |
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 Strategic Asset Allocation – Optimal Moderate |
-8.78%
Feb 2006 – Feb 2009 |
-2.73%
Feb 2004 – Feb 2009 |
3.96%
Oct 2013 – Oct 2023 |
4.10%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MORRIS AND DICKSON CO. LTD. 401K PLAN Strategic Asset Allocation – Optimal Moderate |
18.75%
Feb 2009 – Feb 2012 |
16.39%
Feb 2009 – Feb 2014 |
10.76%
Feb 2009 – Feb 2019 |
8.50%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart