Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MPFIX (CORE PLUS FIXED INCOME PORTFOLIO CLASS I SHARES) | NA | 5.49% | -3.17% | -0.39% | 2.69% | 3.87% | 3.21% | 5.87% |
Data as of 09/03/2024, AR inception is 01/09/1985
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MPFIX (CORE PLUS FIXED INCOME PORTFOLIO CLASS I SHARES) | 01/09/1985 | 09/03/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 | 1989 | 1988 | 1987 | 1986 | 1985 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 5.49 | -3.17 | -0.39 | 2.69 | 3.87 | 3.21 | 5.87 | 0.05 | 7.20 | -14.64 | -0.44 | 7.82 | 10.73 | -0.43 | 6.15 | 12.06 | -0.28 | 8.10 | -0.21 | 9.99 | 6.18 | 6.77 | 11.62 | -16.42 | 5.13 | 4.08 | 4.82 | 4.62 | 5.65 | 6.64 | 10.35 | 10.77 | -0.60 | 6.89 | 9.61 | 7.34 | 18.42 | -5.43 | 8.36 | 6.52 | 20.00 | 7.22 | 10.15 | 8.68 | 3.46 | 11.56 | 21.06 |
| Sharpe Ratio | NA | 0.20 | -0.96 | -0.39 | 0.32 | NA | NA | 0.67 | -1.16 | 0.42 | -2.23 | -0.15 | 1.39 | 2.99 | -0.63 | 2.10 | 2.16 | -0.10 | 3.73 | -0.08 | 4.07 | 1.23 | 1.69 | 2.52 | -2.49 | 0.69 | 0.36 | 1.16 | 1.47 | 2.13 | 2.11 | 2.10 | 1.59 | -0.82 | 0.96 | 0.86 | 0.60 | 3.49 | -1.52 | 0.99 | 0.67 | 3.17 | 0.28 | 1.08 | 1.20 | -0.10 | 0.82 | 1.07 |
| Standard Deviation(%) | NA | 4.93 | 6.17 | 5.55 | 4.65 | NA | NA | 5.30 | 3.25 | 7.13 | 7.21 | 3.10 | 5.45 | 3.12 | 2.79 | 2.64 | 5.50 | 3.17 | 2.17 | 2.96 | 2.47 | 5.02 | 3.95 | 4.58 | 6.94 | 3.09 | 2.25 | 2.28 | 2.50 | 2.33 | 2.63 | 3.89 | 4.19 | 4.67 | 3.71 | 7.03 | 6.38 | 4.18 | 5.50 | 6.34 | 6.16 | 5.10 | 6.85 | 4.11 | 3.33 | 5.74 | 9.00 | 15.32 |
| Draw Down(%) | NA | 3.98 | 18.93 | 18.93 | 18.93 | NA | NA | 20.72 | 2.42 | 6.45 | 17.97 | 3.07 | 9.54 | 2.05 | 2.55 | 1.37 | 3.71 | 2.78 | 0.67 | 5.31 | 0.89 | 2.59 | 3.31 | 1.56 | 20.72 | 1.69 | 1.40 | 1.45 | 2.57 | 2.05 | 1.44 | 1.68 | 3.64 | 5.33 | 3.11 | 5.67 | 3.31 | 1.63 | 7.82 | 6.03 | 3.50 | 1.81 | 3.82 | 2.69 | 1.74 | 7.40 | 5.79 | 4.45 |
| Yield(%) | 0.00 | 3.24 | 2.93 | 3.42 | 3.61 | 4.09 | 3.77 | 6.45 | 0.99 | 5.04 | 2.87 | 2.53 | 5.17 | 3.92 | 2.80 | 3.02 | 3.54 | 3.78 | 3.16 | 3.86 | 5.38 | 4.34 | 3.20 | 4.44 | 6.81 | 4.49 | 5.77 | 5.16 | 4.71 | 5.23 | 7.42 | 6.70 | 7.17 | 6.40 | 8.48 | 7.91 | 7.42 | 6.82 | 5.08 | 7.71 | 10.80 | 9.25 | 8.12 | 8.24 | 7.94 | 8.93 | 8.64 | 8.20 |
Data as of 09/03/2024, AR inception is 01/09/1985
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MPFIX (CORE PLUS FIXED INCOME PORTFOLIO CLASS I SHARES) |
-4.92%
Oct 2020 - Oct 2023 |
-0.34%
Aug 2019 - Aug 2024 |
2.37%
Oct 2012 - Oct 2022 |
2.62%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MPFIX (CORE PLUS FIXED INCOME PORTFOLIO CLASS I SHARES) |
15.60%
Aug 1990 - Aug 1993 |
11.97%
Aug 1988 - Aug 1993 |
9.67%
Feb 1985 - Feb 1995 |
8.90%
Feb 1985 - Feb 2000 |
Annualized Rolling Returns Comparison Chart