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MPBAX: GLOBAL STRATEGIST PORTFOLIO CLASS I SHARES (MUTUAL FUND)
Basic Info 17.02 0.16(0.95%) May 02
Asset Class: | World Allocation |
MyPlanIQ Rating: | (85%) |
Start Date: | 04/06/1993 |
Last Dividend Date: | 12/12/2022 |
12-Mo. Yield | 0.00% |
Expenses | 1.84% |
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Performance Analytics (As of 04/29/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 06/21/1996 |
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 | 1995 | 1994 | 1993 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.8 | 0.8 | 10.0 | -0.5 | 4.6 | 4.0 | 7.2 | 5.8 | 6.2 | 14.5 | -16.9 | 8.6 | 11.5 | 18.0 | -6.3 | 16.7 | 5.6 | -6.1 | 3.1 | 15.8 | 15.9 | 3.9 | 10.5 | 23.5 | -28.4 | 13.2 | 11.2 | 7.9 | 8.5 | 20.4 | -13.3 | -5.4 | -0.7 | 16.4 | 15.5 | 19.6 | 15.4 | 23.3 | -2.5 | 7.3 |
Sharpe Ratio | NA | -0.22 | 0.8 | -0.28 | 0.23 | 0.28 | NA | NA | 0.44 | 1.22 | -1.24 | 1.06 | 0.54 | 2.57 | -0.96 | 2.77 | 0.56 | -0.66 | 0.46 | 2.26 | 1.71 | 0.29 | 1.01 | 1.48 | -1.28 | 0.95 | 1.02 | 0.89 | 1.02 | 1.82 | -0.87 | -0.64 | -0.36 | 1.23 | 1.09 | 1.6 | 1.5 | 3.15 | -0.82 | 1.41 |
Draw Down(%) | NA | 3.9 | 8.5 | 25.2 | 26.4 | 26.4 | NA | NA | 39.8 | 8.5 | 25.0 | 3.6 | 26.4 | 4.4 | 12.8 | 2.6 | 6.2 | 11.9 | 5.5 | 4.9 | 6.6 | 10.9 | 8.4 | 15.7 | 36.8 | 6.2 | 7.3 | 4.0 | 5.2 | 9.2 | 22.5 | 17.3 | 8.3 | 7.9 | 13.5 | 6.7 | 4.9 | 4.8 | 6.8 | 3.1 |
Standard Deviation(%) | NA | 7.3 | 7.8 | 10.7 | 12.9 | 10.7 | NA | NA | 11.2 | 8.5 | 14.7 | 8.1 | 20.8 | 6.5 | 7.9 | 5.8 | 9.6 | 9.4 | 6.7 | 7.0 | 9.3 | 13.4 | 10.3 | 15.8 | 22.9 | 10.7 | 7.8 | 6.4 | 7.5 | 10.8 | 16.5 | 12.2 | 13.4 | 10.7 | 11.1 | 10.0 | 7.8 | 6.2 | 6.7 | 5.6 |
Treynor Ratio | NA | -0.02 | 0.07 | -0.04 | 0.04 | 0.04 | NA | NA | 0.06 | 0.12 | -0.23 | 0.12 | 6.61 | 0.22 | -0.1 | 0.16 | 0.05 | -0.06 | 0.03 | 0.18 | 0.21 | 0.04 | 0.12 | 0.22 | -0.28 | 0.08 | 0.09 | 0.08 | 0.09 | 0.19 | -0.13 | -0.09 | -0.04 | 0.17 | 0.17 | 0.13 | 0.11 | 0.25 | -3.5 | 0.0 |
Alpha | NA | -0.02 | 0.0 | 0.0 | 0.0 | 0.0 | NA | NA | 0.0 | 0.01 | -0.02 | 0.02 | 0.05 | 0.02 | 0.0 | 0.01 | 0.01 | -0.02 | 0.01 | 0.01 | 0.03 | 0.03 | 0.01 | 0.0 | -0.03 | -0.02 | -0.01 | -0.01 | -0.01 | -0.05 | -0.02 | -0.02 | -0.03 | -0.02 | 0.05 | 0.02 | 0.01 | 0.02 | -0.02 | NA |
Beta | NA | 0.83 | 0.9 | 0.8 | 0.65 | 0.74 | NA | NA | 0.89 | 0.88 | 0.79 | 0.71 | 0.02 | 0.76 | 0.78 | 1.02 | 1.09 | 1.11 | 0.95 | 0.86 | 0.77 | 0.86 | 0.91 | 1.08 | 1.06 | 1.21 | 0.87 | 0.76 | 0.86 | 1.05 | 1.09 | 0.9 | 1.1 | 0.79 | 0.71 | 1.21 | 1.03 | 0.77 | 0.02 | NA |
RSquared | NA | 0.91 | 0.89 | 0.71 | 0.39 | 0.48 | NA | NA | 0.62 | 0.8 | 0.67 | 0.63 | 0.0 | 0.47 | 0.7 | 0.47 | 0.93 | 0.92 | 0.91 | 0.84 | 0.49 | 0.89 | 0.92 | 0.91 | 0.89 | 0.84 | 0.69 | 0.51 | 0.74 | 0.77 | 0.82 | 0.7 | 0.32 | 0.24 | 0.47 | 0.42 | 0.41 | 0.53 | 0.0 | 0.0 |
Yield(%) | N/A | 0.0 | 0.0 | 2.7 | 2.6 | 3.8 | 5.4 | 4.7 | N/A | 0.0 | 0.5 | 7.9 | 1.4 | 2.0 | 12.0 | 7.1 | 1.2 | 0.1 | 5.9 | 9.4 | 1.1 | 1.6 | 1.2 | 2.4 | 4.2 | 1.9 | 2.1 | 2.2 | 2.4 | 2.7 | 3.0 | 3.0 | 8.1 | 17.8 | 13.5 | 17.1 | 14.9 | 4.6 | 3.9 | 3.2 |
Dividend Growth(%) | N/A | N/A | -100.0 | -41.2 | -53.4 | 66.3 | N/A | N/A | N/A | -100.0 | -93.6 | 513.0 | -17.9 | -86.3 | 83.8 | 516.7 | 800.0 | -97.9 | -34.2 | 873.3 | -28.6 | 50.0 | -41.7 | -61.3 | 148.0 | -3.8 | 4.0 | -3.8 | 4.0 | -24.2 | -5.7 | -67.0 | -55.6 | 33.5 | -18.6 | 13.4 | 288.0 | 11.1 | 25.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/21/1996
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