Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MPFDX (CORPORATE BOND PORTFOLIO CLASS I SHARES) | 3.46% | 4.83% | 4.09% | -1.59% | 3.01% | 3.67% | 3.34% | 5.09% |
Data as of 07/25/2025, AR inception is 10/09/1990
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MPFDX (CORPORATE BOND PORTFOLIO CLASS I SHARES) | 10/09/1990 | 07/25/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 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 | 1992 | 1991 | 1990 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.57 | 4.83 | 4.09 | -1.59 | 3.01 | 3.67 | 3.34 | 5.09 | 3.46 | 2.29 | 10.08 | -16.27 | -4.56 | 6.49 | 15.72 | -3.87 | 6.91 | 15.07 | -2.11 | 8.08 | -0.24 | 11.35 | 6.49 | 5.36 | 8.83 | -11.31 | 5.93 | 3.40 | 4.40 | 4.54 | 4.50 | 7.68 | 11.05 | 10.51 | -1.20 | 7.54 | 9.28 | 5.72 | 17.59 | -5.15 | 9.23 | 1.91 | 16.83 | 6.17 |
| Sharpe Ratio | NA | 0.10 | 0.14 | -0.53 | 0.24 | NA | NA | 0.62 | 0.42 | -0.77 | 0.79 | -2.01 | -0.86 | 0.64 | 3.55 | -1.62 | 1.90 | 2.20 | -0.47 | 2.65 | -0.06 | 3.03 | 1.61 | 1.31 | 1.91 | -1.78 | 0.91 | 0.05 | 0.89 | 1.27 | 1.46 | 2.35 | 1.97 | 1.54 | -0.97 | 1.14 | 1.68 | 0.43 | 3.22 | -1.45 | 1.39 | -0.06 | 2.41 | 3.90 |
| Standard Deviation(%) | NA | 5.38 | 6.91 | 6.80 | 6.30 | NA | NA | 5.03 | 5.55 | 5.59 | 7.44 | 8.81 | 5.32 | 9.73 | 4.03 | 3.22 | 3.32 | 6.77 | 4.59 | 3.04 | 4.28 | 3.76 | 4.02 | 4.02 | 4.57 | 6.85 | 3.25 | 2.38 | 2.50 | 2.82 | 2.61 | 2.80 | 4.50 | 4.18 | 4.56 | 3.69 | 3.42 | 5.09 | 4.26 | 5.60 | 5.13 | 7.52 | 5.41 | 6.53 |
| Draw Down(%) | NA | 4.93 | 11.01 | 27.27 | 27.27 | NA | NA | 27.27 | 3.34 | 4.30 | 6.85 | 21.41 | 5.75 | 16.69 | 2.56 | 4.71 | 1.91 | 4.23 | 4.93 | 1.69 | 6.65 | 1.79 | 1.65 | 3.34 | 1.72 | 16.45 | 1.98 | 1.74 | 1.66 | 2.81 | 2.17 | 1.68 | 1.84 | 3.73 | 5.23 | 3.14 | 2.12 | 3.51 | 1.87 | 7.67 | 4.44 | 5.23 | 2.02 | 1.20 |
| Yield(%) | 0.00 | 4.10 | 4.32 | 2.79 | 3.39 | 3.58 | 3.49 | 5.26 | 1.61 | 5.30 | 4.64 | 2.61 | 1.84 | 2.31 | 3.34 | 2.85 | 3.03 | 3.40 | 2.95 | 3.01 | 2.93 | 3.73 | 3.38 | 2.34 | 4.39 | 5.83 | 4.53 | 5.35 | 5.22 | 5.44 | 4.20 | 5.39 | 6.83 | 7.13 | 6.15 | 7.72 | 7.86 | 7.16 | 5.83 | 5.48 | 6.62 | 4.67 | 8.83 | 2.02 |
Data as of 07/25/2025, AR inception is 10/09/1990
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MPFDX (CORPORATE BOND PORTFOLIO CLASS I SHARES) |
-7.55%
Oct 2020 - Oct 2023 |
-1.87%
Oct 2017 - Oct 2022 |
1.62%
Oct 2012 - Oct 2022 |
2.41%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MPFDX (CORPORATE BOND PORTFOLIO CLASS I SHARES) |
10.78%
May 2000 - May 2003 |
8.23%
Nov 2015 - Nov 2020 |
7.62%
Dec 1994 - Dec 2004 |
6.85%
Nov 1990 - Nov 2005 |
Annualized Rolling Returns Comparison Chart