Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MTDIX (TARGET INCOME SERIES CLASS I) | NA | -7.04% | 1.03% | 4.01% | 3.72% | NA | NA | 3.95% |
Data as of 01/21/2021, AR inception is 04/02/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MTDIX (TARGET INCOME SERIES CLASS I) | 04/02/2008 | 01/21/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -7.04 | 1.03 | 4.01 | 3.72 | NA | NA | 3.95 | 0.00 | -5.90 | 13.33 | -2.32 | 8.91 | 4.31 | -2.80 | 4.11 | 7.78 | 9.05 | 2.63 | 9.51 | 8.56 | -7.33 |
| Sharpe Ratio | NA | -0.48 | 0.01 | 0.43 | 0.53 | NA | NA | 0.51 | 0.00 | -0.40 | 4.07 | -0.83 | 3.28 | 0.85 | -0.56 | 1.09 | 1.85 | 2.44 | 0.45 | 2.19 | 1.14 | -1.04 |
| Standard Deviation(%) | NA | 15.19 | 9.31 | 7.59 | 6.28 | NA | NA | 6.51 | NA | 15.20 | 2.93 | 4.42 | 2.53 | 4.82 | 5.02 | 3.76 | 4.20 | 3.71 | 5.83 | 4.30 | 7.41 | 9.99 |
| Draw Down(%) | NA | 13.30 | 13.30 | 13.30 | 13.30 | NA | NA | 14.78 | 0.00 | 13.30 | 0.95 | 4.95 | 1.03 | 3.56 | 6.29 | 3.63 | 4.64 | 2.34 | 5.25 | 2.75 | 8.56 | 11.13 |
| Yield(%) | 0.00 | 0.36 | 1.42 | 1.56 | 4.19 | 3.27 | 2.45 | 4.08 | 0.00 | 0.37 | 2.18 | 1.80 | 0.96 | 1.87 | 6.19 | 9.79 | 7.08 | 6.90 | 6.61 | 4.67 | 0.00 | 0.00 |
Data as of 01/21/2021, AR inception is 04/02/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MTDIX (TARGET INCOME SERIES CLASS I) |
1.37%
Dec 2017 - Dec 2020 |
2.34%
Dec 2013 - Dec 2018 |
3.75%
Dec 2010 - Dec 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MTDIX (TARGET INCOME SERIES CLASS I) |
10.17%
Feb 2009 - Feb 2012 |
9.08%
Feb 2009 - Feb 2014 |
5.88%
Feb 2009 - Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart