Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Morningstar Inc 401K Plan Tactical Asset Allocation Moderate | NA | 12.65% | 21.63% | 17.93% | 9.33% | 9.24% | 9.98% | 11.10% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Morningstar Inc 401K Plan 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 (%) | -1.33 | 12.65 | 21.63 | 17.93 | 9.33 | 9.24 | 9.98 | 11.10 | NA | 10.01 | 80.82 | -8.89 | 15.40 | 6.27 | 6.78 | -6.39 | 8.15 | 7.28 | -6.27 | 4.87 | 15.58 | 6.22 | -2.35 | 15.52 | 25.56 | -6.06 | 16.43 | 18.13 | 9.40 | 16.26 | 31.34 | 9.77 | 7.31 |
| Sharpe Ratio | NA | 0.57 | 0.55 | 0.55 | 0.39 | NA | NA | 0.67 | 0.07 | 0.38 | 1.36 | -0.68 | 1.52 | 0.65 | 1.02 | -0.97 | 1.54 | 1.36 | -0.99 | 0.67 | 2.67 | 1.32 | -0.25 | 1.20 | 3.11 | -0.72 | 1.31 | 1.80 | 1.21 | 2.04 | 6.51 | 1.80 | 1.13 |
| Standard Deviation(%) | NA | 8.98 | 33.91 | 26.94 | 19.52 | NA | NA | 13.94 | 6.23 | 8.98 | 56.15 | 15.10 | 10.09 | 9.26 | 5.26 | 7.98 | 4.89 | 5.22 | 6.39 | 7.22 | 5.82 | 4.68 | 9.37 | 12.86 | 8.20 | 9.75 | 10.23 | 8.25 | 5.96 | 7.52 | 4.71 | 4.82 | 4.42 |
| Draw Down(%) | NA | 6.53 | 17.56 | 17.56 | 17.56 | NA | NA | 17.56 | 0.29 | 6.53 | 6.31 | 17.56 | 6.05 | 11.30 | 3.69 | 11.18 | 3.15 | 4.39 | 11.52 | 6.99 | 3.85 | 4.48 | 9.74 | 8.88 | 4.81 | 14.88 | 8.37 | 10.03 | 4.24 | 9.90 | 2.09 | 6.90 | 2.91 |
| Yield(%) | NA | 5.26 | 11.45 | 8.41 | 5.65 | NA | NA | 5.57 | NA | 4.38 | 3.18 | 16.14 | 12.36 | 4.71 | 3.01 | 3.42 | 0.70 | 4.37 | 1.74 | 4.33 | 2.98 | 4.87 | 5.53 | 3.25 | 4.54 | 3.66 | 5.02 | 9.68 | 2.96 | 5.87 | 6.96 | 5.84 | 8.51 |
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 |
|---|---|---|---|---|
| Morningstar Inc 401K Plan Tactical Asset Allocation Moderate |
-1.98%
Oct 2017 - Oct 2020 |
0.19%
Feb 2015 - Feb 2020 |
2.80%
Oct 2010 - Oct 2020 |
4.62%
Feb 2008 - Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Morningstar Inc 401K Plan Tactical Asset Allocation Moderate |
27.73%
Oct 2020 - Oct 2023 |
19.65%
Oct 2002 - Oct 2007 |
14.56%
Apr 2001 - Apr 2011 |
10.55%
Oct 2002 - Oct 2017 |
Annualized Rolling Returns Comparison Chart