Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Marine Resources Group 401k Tactical Asset Allocation Moderate | NA | 17.51% | 3.04% | 7.80% | 6.96% | 8.70% | 9.91% | 9.86% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Marine Resources Group 401k Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.55 | 17.51 | 3.04 | 7.80 | 6.96 | 8.70 | 9.91 | 9.86 | NA | 0.47 | 12.12 | -9.58 | 13.70 | 15.86 | 19.89 | -4.78 | 11.45 | 5.80 | 0.51 | 8.15 | 11.81 | 15.41 | 2.68 | 18.31 | 24.43 | 1.68 | 13.95 | 23.50 | 7.52 | 14.47 | 15.12 | 4.21 | 1.80 |
| Sharpe Ratio | NA | -0.43 | -0.22 | 0.27 | 0.42 | NA | NA | 0.83 | 0.05 | -0.58 | 0.94 | -0.85 | 1.42 | 0.79 | 3.21 | -0.66 | 2.26 | 0.70 | 0.06 | 1.11 | 1.67 | 2.05 | 0.17 | 1.62 | 2.09 | 0.13 | 1.00 | 2.38 | 0.74 | 1.64 | 2.54 | 0.65 | -0.08 |
| Standard Deviation(%) | NA | 10.39 | 10.70 | 12.89 | 10.55 | NA | NA | 9.59 | 6.82 | 10.50 | 8.33 | 12.88 | 9.62 | 19.78 | 5.76 | 9.27 | 4.78 | 8.05 | 8.78 | 7.33 | 7.03 | 7.48 | 15.36 | 11.27 | 11.63 | 5.78 | 10.99 | 8.49 | 7.19 | 8.25 | 5.67 | 4.80 | 6.10 |
| Draw Down(%) | NA | 8.57 | 14.54 | 24.09 | 24.09 | NA | NA | 24.09 | 0.50 | 8.57 | 7.56 | 16.61 | 4.25 | 24.09 | 2.45 | 12.27 | 2.15 | 7.12 | 10.62 | 6.50 | 7.27 | 5.36 | 13.93 | 7.27 | 5.70 | 5.01 | 7.66 | 7.52 | 4.99 | 10.72 | 4.46 | 2.61 | 8.00 |
| Yield(%) | NA | 6.50 | 6.42 | 5.60 | 5.53 | NA | NA | 0.00 | NA | 1.38 | 6.63 | 3.47 | 8.45 | 4.68 | 5.93 | 3.75 | 4.67 | 5.18 | 5.55 | 7.61 | 3.34 | 6.07 | 3.05 | 5.31 | 5.51 | 8.90 | 8.02 | 5.35 | 3.85 | 3.56 | 4.28 | 6.02 | 7.59 |
Data as of 10/31/2024, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Marine Resources Group 401k Tactical Asset Allocation Moderate |
0.61%
Dec 2021 - Dec 2024 |
2.68%
Mar 2015 - Mar 2020 |
6.01%
Oct 2013 - Oct 2023 |
7.78%
Dec 2009 - Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Marine Resources Group 401k Tactical Asset Allocation Moderate |
18.29%
Sep 2004 - Sep 2007 |
17.28%
Apr 2005 - Apr 2010 |
14.16%
Apr 2003 - Apr 2013 |
11.87%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart