Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MTNIX (TARGET 2020 SERIES CLASS I) | NA | -9.97% | 0.56% | 4.54% | 4.35% | NA | NA | 4.01% |
Data as of 01/21/2021, AR inception is 04/02/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MTNIX (TARGET 2020 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 | -9.97 | 0.56 | 4.54 | 4.35 | NA | NA | 4.01 | 0.00 | -8.32 | 16.93 | -3.32 | 12.15 | 3.56 | -4.27 | 4.25 | 14.77 | 12.65 | -0.71 | 12.71 | 22.27 | -24.56 |
| Sharpe Ratio | NA | -0.47 | -0.02 | 0.35 | 0.40 | NA | NA | 0.27 | 0.00 | -0.40 | 3.64 | -0.74 | 3.34 | 0.48 | -0.60 | 0.67 | 2.31 | 1.69 | -0.05 | 1.32 | 1.24 | -1.16 |
| Standard Deviation(%) | NA | 21.47 | 13.17 | 10.75 | 9.89 | NA | NA | 12.39 | NA | 21.49 | 4.27 | 6.29 | 3.47 | 6.97 | 7.20 | 6.30 | 6.37 | 7.53 | 14.48 | 9.58 | 17.93 | 27.50 |
| Draw Down(%) | NA | 17.70 | 17.70 | 17.70 | 17.70 | NA | NA | 38.35 | 0.00 | 17.70 | 1.86 | 7.36 | 1.28 | 5.16 | 8.91 | 6.65 | 5.38 | 5.81 | 13.70 | 8.16 | 18.63 | 33.52 |
| Yield(%) | 0.00 | 0.30 | 1.18 | 1.36 | 4.75 | 3.49 | 2.62 | 4.37 | 0.00 | 0.31 | 1.80 | 1.54 | 0.83 | 1.65 | 9.72 | 11.05 | 6.89 | 6.48 | 9.33 | 5.68 | 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 |
|---|---|---|---|---|
| MTNIX (TARGET 2020 SERIES CLASS I) |
1.10%
Dec 2013 - Dec 2016 |
2.30%
Dec 2013 - Dec 2018 |
4.36%
May 2008 - May 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MTNIX (TARGET 2020 SERIES CLASS I) |
17.84%
Feb 2009 - Feb 2012 |
15.31%
Feb 2009 - Feb 2014 |
8.89%
Feb 2009 - Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart