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 Strategic Asset Allocation - Equal Weight Moderate | NA | 15.20% | 3.21% | 6.90% | 4.49% | 5.26% | 5.37% | 5.21% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | -0.98 | 15.20 | 3.21 | 6.90 | 4.49 | 5.26 | 5.37 | 5.21 | NA | 6.17 | 8.02 | -5.89 | 14.91 | 8.24 | 15.15 | -7.96 | 8.08 | 6.47 | -4.44 | 0.51 | 5.50 | 9.27 | 1.11 | 11.46 | 20.53 | -23.49 | 10.27 | 17.15 | 9.31 | 11.10 | 18.79 | -12.49 | 3.49 |
| Sharpe Ratio | NA | -0.01 | -0.14 | 0.33 | 0.33 | NA | NA | 0.36 | -0.03 | -0.07 | 0.53 | -0.70 | 1.82 | 0.47 | 2.48 | -1.21 | 1.67 | 0.80 | -0.54 | 0.09 | 0.90 | 1.45 | 0.09 | 1.18 | 1.23 | -1.21 | 0.69 | 1.62 | 0.93 | 1.27 | 1.87 | -0.94 | 0.42 |
| Standard Deviation(%) | NA | 6.49 | 8.18 | 10.61 | 8.95 | NA | NA | 10.08 | 4.92 | 6.51 | 7.06 | 10.46 | 8.16 | 17.15 | 5.54 | 7.65 | 4.46 | 7.86 | 8.26 | 5.48 | 6.06 | 6.33 | 11.43 | 9.65 | 16.55 | 20.22 | 10.63 | 8.59 | 7.69 | 7.98 | 9.66 | 14.42 | 2.80 |
| Draw Down(%) | NA | 4.22 | 12.57 | 20.12 | 20.12 | NA | NA | 37.75 | 0.47 | 4.22 | 5.29 | 12.57 | 4.28 | 20.12 | 3.11 | 11.99 | 2.27 | 5.70 | 9.66 | 6.08 | 5.92 | 5.27 | 10.67 | 6.54 | 16.04 | 36.08 | 6.27 | 8.61 | 4.47 | 7.73 | 7.67 | 20.40 | 2.68 |
| Yield(%) | NA | 3.68 | 3.06 | 2.78 | 2.45 | NA | NA | 2.51 | NA | 0.84 | 3.69 | 2.60 | 2.76 | 1.75 | 2.69 | 1.80 | 0.65 | 3.08 | 2.72 | 2.25 | 1.60 | 2.76 | 2.65 | 3.29 | 3.35 | 3.24 | 2.92 | 2.58 | 2.70 | 2.38 | 1.73 | 1.16 | 2.43 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-5.83%
Feb 2006 - Feb 2009 |
-0.16%
Mar 2015 - Mar 2020 |
2.40%
Oct 2007 - Oct 2017 |
2.96%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Morningstar 401K ETF Clone Strategic Asset Allocation - Equal Weight Moderate |
17.40%
Feb 2009 - Feb 2012 |
14.15%
Sep 2002 - Sep 2007 |
8.29%
Mar 2003 - Mar 2013 |
6.69%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart