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MBAAX: GLOBAL STRATEGIST PORTFOLIO CLASS A SHARES (MUTUAL FUND)
Basic Info 16.71 0.09(0.54%) April 26
Asset Class: | World Allocation |
MyPlanIQ Rating: | (24%) |
Start Date: | 12/10/1996 |
Last Dividend Date: | 12/12/2022 |
12-Mo. Yield | 0.00% |
Expenses | 0.72% |
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Performance Analytics (As of 04/26/2024)
Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 03/12/1997 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.6 | 0.6 | 9.7 | -1.0 | 4.2 | 3.8 | 7.0 | 5.4 | 5.5 | 14.1 | -17.1 | 8.3 | 11.2 | 17.7 | -6.5 | 16.3 | 5.3 | -6.5 | 2.8 | 15.4 | 15.6 | 3.5 | 10.6 | 23.1 | -28.6 | 12.9 | 10.9 | 7.6 | 8.3 | 20.2 | -13.5 | -5.6 | -0.9 | 16.0 | 15.0 | 19.3 | -10.3 |
Sharpe Ratio | NA | -0.24 | 0.76 | -0.3 | 0.2 | 0.25 | NA | NA | 0.32 | 1.17 | -1.26 | 1.04 | 0.52 | 2.5 | -0.99 | 2.68 | 0.53 | -0.69 | 0.42 | 2.21 | 1.68 | 0.26 | 1.02 | 1.47 | -1.29 | 0.94 | 0.99 | 0.86 | 0.98 | 1.79 | -0.89 | -0.67 | -0.37 | 1.2 | 1.05 | 1.58 | -1.92 |
Draw Down(%) | NA | 3.9 | 8.6 | 25.4 | 26.4 | 26.4 | NA | NA | 39.9 | 8.6 | 25.1 | 3.4 | 26.4 | 4.4 | 13.0 | 2.6 | 6.2 | 12.1 | 5.6 | 4.9 | 6.7 | 11.0 | 8.3 | 15.6 | 36.9 | 6.2 | 7.4 | 4.0 | 5.3 | 9.2 | 22.6 | 17.4 | 8.4 | 7.9 | 13.6 | 6.6 | 11.8 |
Standard Deviation(%) | NA | 7.3 | 7.8 | 10.7 | 12.9 | 10.7 | NA | NA | 11.8 | 8.5 | 14.7 | 8.0 | 20.8 | 6.5 | 7.9 | 5.9 | 9.5 | 9.4 | 6.7 | 7.0 | 9.3 | 13.4 | 10.3 | 15.7 | 22.9 | 10.7 | 7.7 | 6.4 | 7.5 | 10.9 | 16.5 | 12.2 | 13.4 | 10.7 | 11.1 | 9.9 | 46.5 |
Treynor Ratio | NA | -0.02 | 0.07 | -0.04 | 0.04 | 0.04 | NA | NA | 0.04 | 0.11 | -0.23 | 0.12 | 0.23 | 0.21 | -0.1 | 0.15 | 0.05 | -0.06 | 0.03 | 0.18 | 0.2 | 0.04 | 0.12 | 0.21 | -0.28 | 0.08 | 0.09 | 0.07 | 0.09 | 0.18 | -0.13 | -0.09 | -0.05 | 0.16 | 0.17 | 0.13 | -0.11 |
Alpha | NA | -0.02 | 0.0 | 0.0 | 0.0 | 0.0 | NA | NA | 0.0 | 0.01 | -0.02 | 0.01 | 0.01 | 0.02 | 0.0 | 0.01 | 0.0 | -0.02 | 0.0 | 0.01 | 0.03 | 0.03 | 0.01 | 0.0 | -0.04 | -0.02 | -0.01 | -0.01 | -0.01 | -0.06 | -0.02 | -0.03 | -0.04 | -0.02 | 0.05 | 0.02 | -0.93 |
Beta | NA | 0.83 | 0.89 | 0.81 | 0.66 | 0.74 | NA | NA | 0.89 | 0.88 | 0.79 | 0.72 | 0.47 | 0.76 | 0.78 | 1.02 | 1.09 | 1.11 | 0.95 | 0.85 | 0.77 | 0.86 | 0.91 | 1.08 | 1.06 | 1.21 | 0.86 | 0.73 | 0.86 | 1.06 | 1.09 | 0.89 | 1.11 | 0.78 | 0.71 | 1.2 | 8.31 |
RSquared | NA | 0.9 | 0.88 | 0.73 | 0.39 | 0.49 | NA | NA | 0.62 | 0.81 | 0.68 | 0.66 | 0.16 | 0.47 | 0.7 | 0.46 | 0.93 | 0.92 | 0.9 | 0.83 | 0.49 | 0.88 | 0.91 | 0.91 | 0.89 | 0.84 | 0.69 | 0.5 | 0.74 | 0.77 | 0.82 | 0.69 | 0.33 | 0.23 | 0.46 | 0.42 | 0.66 |
Yield(%) | N/A | 0.0 | 0.0 | 2.6 | 2.5 | 3.6 | 5.3 | 4.3 | N/A | 0.0 | 0.5 | 7.7 | 1.2 | 1.8 | 11.7 | 6.8 | 0.8 | 0.1 | 5.6 | 9.1 | 0.9 | 1.3 | 1.1 | 2.1 | 4.0 | 1.7 | 2.0 | 2.0 | 2.2 | 2.6 | 2.7 | 2.6 | 7.7 | 17.6 | 13.2 | 16.9 | 1.2 |
Dividend Growth(%) | N/A | N/A | -100.0 | -40.5 | -53.8 | 68.6 | N/A | N/A | N/A | -100.0 | -94.1 | 615.8 | -24.0 | -87.4 | 88.6 | 775.0 | 500.0 | -97.8 | -36.6 | 1083.3 | -29.4 | 30.8 | -38.1 | -63.8 | 163.6 | -8.3 | 4.3 | -4.2 | 0.0 | -20.0 | -3.2 | -69.3 | -57.2 | 34.1 | -19.3 | 1111.1 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 03/12/1997
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