Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MTTIX (TARGET 2040 SERIES CLASS I) | NA | -17.39% | -1.64% | 6.11% | 5.32% | NA | NA | 4.92% |
Data as of 01/21/2021, AR inception is 04/02/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MTTIX (TARGET 2040 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 | -17.39 | -1.64 | 6.11 | 5.32 | NA | NA | 4.92 | 0.00 | -15.50 | 24.52 | -5.64 | 21.04 | 4.52 | -4.89 | 5.63 | 24.51 | 16.20 | -6.95 | 14.38 | 34.04 | -31.70 |
| Sharpe Ratio | NA | -0.51 | -0.11 | 0.31 | 0.31 | NA | NA | 0.22 | 0.00 | -0.46 | 3.04 | -0.61 | 3.60 | 0.35 | -0.39 | 0.56 | 2.52 | 1.27 | -0.30 | 0.87 | 1.29 | -1.02 |
| Standard Deviation(%) | NA | 34.27 | 21.33 | 17.52 | 16.13 | NA | NA | 19.25 | NA | 34.29 | 7.60 | 11.46 | 5.70 | 12.11 | 12.59 | 10.01 | 9.73 | 12.82 | 23.25 | 16.37 | 26.31 | 39.54 |
| Draw Down(%) | NA | 26.33 | 26.33 | 26.33 | 26.33 | NA | NA | 48.28 | 0.00 | 26.33 | 2.94 | 13.67 | 2.20 | 8.90 | 13.15 | 9.92 | 6.35 | 10.80 | 22.60 | 14.58 | 25.47 | 43.44 |
| Yield(%) | 0.00 | 0.20 | 2.57 | 3.06 | 6.47 | 4.61 | 3.45 | 5.76 | 0.00 | 0.20 | 1.25 | 6.65 | 3.00 | 1.41 | 15.71 | 18.33 | 9.38 | 3.60 | 6.04 | 2.00 | 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 |
|---|---|---|---|---|
| MTTIX (TARGET 2040 SERIES CLASS I) |
-0.24%
Dec 2017 - Dec 2020 |
3.70%
Dec 2013 - Dec 2018 |
5.44%
Dec 2010 - Dec 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MTTIX (TARGET 2040 SERIES CLASS I) |
22.11%
Feb 2009 - Feb 2012 |
19.90%
Feb 2009 - Feb 2014 |
12.12%
Feb 2009 - Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart