Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
MTQIX (TARGET 2035 SERIES CLASS I) | NA | -23.32% | -4.20% | 3.70% | NA | NA | NA | 6.66% |
Data as of 01/21/2021, AR inception is 06/27/2012
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
MTQIX (TARGET 2035 SERIES CLASS I) | 06/27/2012 | 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.00 | -23.32 | -4.20 | 3.70 | NA | NA | NA | 6.66 | 0.00 | -21.57 | 20.46 | -4.93 | 18.64 | 4.24 | -4.82 | 14.69 | 22.31 | 11.27 |
Sharpe Ratio | NA | -0.60 | -0.21 | 0.15 | NA | NA | NA | 0.35 | 0.00 | -0.56 | 2.78 | -0.63 | 3.53 | 0.37 | -0.43 | 1.17 | 2.49 | 1.67 |
Standard Deviation(%) | NA | 39.03 | 23.60 | 19.00 | NA | NA | NA | 16.33 | NA | 39.04 | 6.85 | 9.98 | 5.12 | 10.74 | 11.41 | 12.54 | 8.93 | 14.11 |
Draw Down(%) | NA | 31.32 | 31.32 | 31.32 | NA | NA | NA | 31.32 | 0.00 | 31.32 | 2.78 | 11.80 | 1.91 | 8.12 | 12.34 | 9.17 | 6.09 | 5.73 |
Yield(%) | 0.00 | 0.24 | 1.76 | 2.35 | 5.38 | 3.58 | 2.69 | 6.72 | 0.00 | 0.25 | 1.61 | 3.69 | 2.32 | 2.21 | 10.67 | 17.33 | 5.04 | 0.94 |
Data as of 01/21/2021, AR inception is 06/27/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
MTQIX (TARGET 2035 SERIES CLASS I) |
-3.03%
Dec 2017 - Dec 2020 |
1.91%
Oct 2015 - Oct 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
MTQIX (TARGET 2035 SERIES CLASS I) |
14.72%
Jul 2012 - Jul 2015 |
11.11%
Jul 2012 - Jul 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart