Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Morningstar 401K ETF Clone Tactical Asset Allocation Moderate | NA | 10.04% | 0.16% | 6.17% | 3.64% | 5.43% | 7.31% | 7.31% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Morningstar 401K ETF Clone 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 (%) | -0.94 | 10.04 | 0.16 | 6.17 | 3.64 | 5.43 | 7.31 | 7.31 | NA | 0.90 | 2.04 | -7.45 | 19.18 | 12.52 | 13.72 | -9.05 | 6.17 | -0.60 | -3.08 | 5.71 | 12.70 | 13.66 | 5.07 | 6.44 | 14.89 | 4.63 | 20.66 | 15.22 | 8.66 | 13.67 | 18.98 | -5.09 | 2.31 |
| Sharpe Ratio | NA | -0.69 | -0.48 | 0.22 | 0.14 | NA | NA | 0.60 | -0.06 | -0.77 | -0.24 | -0.61 | 2.03 | 0.97 | 2.09 | -1.16 | 1.05 | -0.11 | -0.35 | 0.82 | 1.61 | 1.94 | 0.42 | 0.55 | 1.18 | 0.81 | 1.28 | 1.14 | 0.73 | 1.55 | 2.41 | -1.06 | 0.01 |
| Standard Deviation(%) | NA | 7.42 | 10.74 | 10.92 | 9.36 | NA | NA | 9.20 | 3.28 | 7.43 | 9.30 | 14.38 | 9.44 | 12.68 | 5.88 | 8.94 | 5.30 | 7.46 | 8.96 | 6.97 | 7.87 | 7.02 | 12.13 | 11.58 | 12.55 | 4.58 | 13.85 | 10.45 | 8.88 | 8.19 | 7.58 | 5.88 | 0.05 |
| Draw Down(%) | NA | 6.32 | 16.79 | 16.79 | 16.79 | NA | NA | 16.79 | 0.49 | 6.32 | 7.22 | 16.43 | 4.95 | 15.43 | 2.71 | 15.58 | 3.09 | 7.32 | 10.25 | 6.62 | 7.58 | 5.13 | 11.08 | 8.50 | 5.80 | 4.33 | 9.91 | 12.40 | 5.54 | 8.05 | 3.10 | 8.62 | 0.00 |
| Yield(%) | NA | 4.10 | 3.41 | 2.95 | 2.56 | NA | NA | 2.71 | NA | 0.73 | 3.81 | 3.40 | 2.76 | 1.95 | 3.01 | 1.96 | 2.25 | 1.69 | 2.41 | 2.49 | 1.65 | 2.68 | 2.73 | 2.53 | 3.69 | 3.30 | 3.46 | 3.31 | 4.18 | 2.96 | 1.63 | 1.43 | 2.31 |
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 401K ETF Clone Tactical Asset Allocation Moderate |
-1.60%
Dec 2021 - Dec 2024 |
-0.50%
Mar 2015 - Mar 2020 |
3.06%
Dec 2014 - Dec 2024 |
4.89%
Dec 2009 - Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Morningstar 401K ETF Clone Tactical Asset Allocation Moderate |
17.27%
Oct 2004 - Oct 2007 |
15.52%
Oct 2002 - Oct 2007 |
12.60%
Apr 2003 - Apr 2013 |
9.56%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart