Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MORN (Morningstar, Inc.) | -14.92% | -40.17% | -2.94% | -4.06% | 8.86% | 8.84% | 8.29% | … | … |
Data as of 06/04/2026, Common starting date is 05/03/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MORN (Morningstar, Inc.) | 05/03/2005 | 06/04/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.11 | -40.17 | -2.94 | -4.06 | 8.86 | 8.84 | 8.29 | … | … | -14.92 | -35.05 | 18.29 | 33.11 | -36.31 | 48.24 | 54.53 | 38.93 | 14.32 | 32.05 | -7.52 | 25.55 | -16.35 | 24.93 | 6.59 | 12.28 | 9.91 | 36.17 | -54.34 | 72.59 | 30.05 | 72.77 |
| Sharpe Ratio | NA | -1.30 | -0.21 | -0.23 | 0.26 | NA | NA | … | … | -0.82 | -1.47 | 0.69 | 0.92 | -1.02 | 1.94 | 1.60 | 1.84 | 0.51 | 1.90 | -0.46 | 1.31 | -0.97 | 1.55 | 0.41 | 0.45 | 0.51 | 0.96 | -1.02 | 1.92 | 0.72 | 2.50 |
| Standard Deviation(%) | NA | 33.21 | 28.24 | 30.44 | 27.58 | NA | NA | … | … | 44.75 | 25.84 | 21.36 | 32.16 | 37.06 | 24.88 | 33.81 | 20.31 | 25.27 | 16.59 | 16.81 | 19.50 | 16.81 | 16.08 | 16.01 | 27.10 | 19.32 | 37.69 | 54.00 | 36.34 | 37.27 | 49.91 |
| Draw Down(%) | NA | 50.65 | 56.70 | 56.70 | 56.70 | NA | NA | … | … | 30.00 | 38.01 | 10.29 | 32.84 | 38.52 | 12.90 | 35.42 | 11.39 | 25.71 | 11.05 | 23.03 | 10.87 | 25.76 | 9.71 | 12.78 | 17.79 | 20.77 | 28.55 | 66.42 | 13.66 | 28.34 | 24.04 |
| Yield(%) | 0.00 | 0.62 | 0.84 | 0.69 | 1.58 | 1.88 | 1.95 | … | … | 0.48 | 0.55 | 0.58 | 0.69 | 0.43 | 0.41 | 1.00 | 1.03 | 1.03 | 1.24 | 1.10 | 1.17 | 0.87 | 0.59 | 0.88 | 0.28 | 0.10 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/04/2026, Common starting date is 05/03/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MORN (Morningstar, Inc.) |
-14.75%
Nov 2007 – Nov 2010 |
-8.04%
Apr 2021 – Apr 2026 |
1.77%
Nov 2007 – Nov 2017 |
7.54%
Jun 2008 – Jun 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MORN (Morningstar, Inc.) |
47.09%
Dec 2018 – Dec 2021 |
36.88%
Dec 2016 – Dec 2021 |
20.04%
Dec 2011 – Dec 2021 |
17.86%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart