Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MTDRX (TARGET INCOME SERIES CLASS R) | NA | -7.54% | 0.48% | 3.49% | 3.19% | NA | NA | 3.39% |
Data as of 01/21/2021, AR inception is 04/02/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MTDRX (TARGET INCOME SERIES CLASS R) | 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 | -7.54 | 0.48 | 3.49 | 3.19 | NA | NA | 3.39 | 0.00 | -6.38 | 12.75 | -2.90 | 8.33 | 3.90 | -3.36 | 3.65 | 7.18 | 8.41 | 2.20 | 8.96 | 8.16 | -7.73 |
| Sharpe Ratio | NA | -0.51 | -0.04 | 0.36 | 0.44 | NA | NA | 0.43 | 0.00 | -0.43 | 3.69 | -0.96 | 3.08 | 0.76 | -0.68 | 0.96 | 1.72 | 2.29 | 0.38 | 2.05 | 1.10 | -1.08 |
| Standard Deviation(%) | NA | 15.27 | 9.36 | 7.63 | 6.30 | NA | NA | 6.53 | NA | 15.28 | 3.07 | 4.40 | 2.51 | 4.87 | 5.02 | 3.80 | 4.16 | 3.68 | 5.77 | 4.33 | 7.34 | 10.04 |
| Draw Down(%) | NA | 13.30 | 13.30 | 13.30 | 13.30 | NA | NA | 15.27 | 0.00 | 13.30 | 0.97 | 5.11 | 1.04 | 3.61 | 6.54 | 3.68 | 4.56 | 2.37 | 5.46 | 2.87 | 8.70 | 11.53 |
| Yield(%) | 0.00 | 0.19 | 1.17 | 1.23 | 3.83 | 2.96 | 2.22 | 3.70 | 0.00 | 0.19 | 1.83 | 1.60 | 0.73 | 1.31 | 5.54 | 9.40 | 6.69 | 6.47 | 6.21 | 4.29 | 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 |
|---|---|---|---|---|
| MTDRX (TARGET INCOME SERIES CLASS R) |
0.83%
Dec 2017 - Dec 2020 |
1.83%
Dec 2013 - Dec 2018 |
3.22%
Oct 2010 - Oct 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MTDRX (TARGET INCOME SERIES CLASS R) |
9.65%
Feb 2009 - Feb 2012 |
8.56%
Feb 2009 - Feb 2014 |
5.37%
Feb 2009 - Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart