Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| BorgWarner Diversified Transmission Products Inc., Muncie Plan Tactical Asset Allocation Moderate | NA | 18.51% | -2.16% | 4.76% | 3.19% | 4.01% | 4.98% | 5.20% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BorgWarner Diversified Transmission Products Inc., Muncie 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 (%) | -1.09 | 18.51 | -2.16 | 4.76 | 3.19 | 4.01 | 4.98 | 5.20 | NA | 9.32 | 10.33 | -17.83 | 5.85 | 17.65 | 8.27 | -0.29 | 8.05 | -1.22 | -1.41 | -1.81 | 18.48 | 8.35 | -2.75 | 3.45 | 10.72 | -6.96 | 11.89 | 14.93 | 8.06 | 11.53 | 20.73 | -4.53 | 0.24 |
| Sharpe Ratio | NA | 0.57 | -0.19 | 0.16 | 0.19 | NA | NA | 0.41 | 0.11 | 0.29 | 0.63 | -1.11 | 0.50 | 1.47 | 0.98 | -0.17 | 0.84 | -0.19 | -0.19 | -0.14 | 2.37 | 1.35 | -0.25 | 0.31 | 1.16 | -1.57 | 0.75 | 1.36 | 0.92 | 1.19 | 3.17 | -1.46 | -1.38 |
| Standard Deviation(%) | NA | 9.17 | 12.56 | 12.31 | 10.40 | NA | NA | 9.32 | 8.54 | 9.32 | 9.65 | 17.31 | 11.72 | 11.82 | 7.03 | 9.26 | 8.89 | 7.43 | 7.45 | 12.94 | 7.79 | 6.15 | 11.06 | 10.72 | 9.14 | 5.01 | 11.86 | 8.60 | 6.39 | 8.87 | 6.33 | 3.86 | 1.50 |
| Draw Down(%) | NA | 4.98 | 17.77 | 25.26 | 25.26 | NA | NA | 25.26 | 0.48 | 4.98 | 9.83 | 21.55 | 7.96 | 9.81 | 5.47 | 9.11 | 7.34 | 6.23 | 8.21 | 8.53 | 2.82 | 4.45 | 10.97 | 12.09 | 5.23 | 7.62 | 7.96 | 10.54 | 4.67 | 7.27 | 2.73 | 7.27 | 1.82 |
| Yield(%) | NA | 2.03 | 2.41 | 2.66 | 2.57 | NA | NA | 2.41 | NA | 0.68 | 2.21 | 0.68 | 3.87 | 3.72 | 2.24 | 0.84 | 0.21 | 6.89 | 0.33 | 3.73 | 7.47 | 1.01 | 1.55 | 0.78 | 0.45 | 0.70 | 3.96 | 3.65 | 3.69 | 1.56 | 2.01 | 0.92 | 2.25 |
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 |
|---|---|---|---|---|
| BorgWarner Diversified Transmission Products Inc., Muncie Plan Tactical Asset Allocation Moderate |
-3.00%
Apr 2021 - Apr 2024 |
0.18%
Aug 2014 - Aug 2019 |
1.52%
Oct 2013 - Oct 2023 |
2.74%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BorgWarner Diversified Transmission Products Inc., Muncie Plan Tactical Asset Allocation Moderate |
16.83%
Apr 2003 - Apr 2006 |
14.05%
Oct 2002 - Oct 2007 |
8.24%
Mar 2003 - Mar 2013 |
7.05%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart