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 SAA 50 - Equal Weight | 1.90% | 8.39% | 3.83% | 6.78% | 3.99% | 4.54% | 4.76% | 4.61% |
Data as of 02/28/2025, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Morningstar 401K ETF Clone SAA 50 - Equal Weight | 12/31/2000 | 05/28/2025 |
| 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 (%) | -0.59 | 8.39 | 3.83 | 6.78 | 3.99 | 4.54 | 4.76 | 4.61 | 1.90 | 6.59 | 6.59 | -5.38 | 12.81 | 8.24 | 13.06 | -6.95 | 6.90 | 5.16 | -4.78 | 0.31 | 4.25 | 8.72 | 1.97 | 11.34 | 17.70 | -20.66 | 10.11 | 15.78 | 7.78 | 9.81 | 16.20 | -10.27 | 3.29 |
| Sharpe Ratio | NA | 0.21 | 0.04 | 0.69 | 0.34 | NA | NA | 0.40 | 0.04 | 0.52 | 0.49 | -0.77 | 1.82 | 0.56 | 2.64 | -1.33 | 1.62 | 0.75 | -0.69 | 0.06 | 0.83 | 1.67 | 0.20 | 1.38 | 1.33 | -1.27 | 0.80 | 1.74 | 0.84 | 1.30 | 1.90 | -0.97 | 0.37 |
| Standard Deviation(%) | NA | 7.49 | 7.06 | 7.35 | 7.64 | NA | NA | 8.43 | 9.24 | 5.74 | 5.97 | 8.82 | 7.01 | 14.33 | 4.39 | 6.25 | 3.84 | 6.60 | 6.98 | 4.72 | 5.10 | 5.20 | 9.76 | 8.16 | 13.21 | 17.04 | 8.75 | 7.11 | 6.56 | 6.81 | 8.15 | 11.82 | 2.34 |
| Draw Down(%) | NA | 7.39 | 8.86 | 10.60 | 16.84 | NA | NA | 32.85 | 7.39 | 3.39 | 4.70 | 10.60 | 3.89 | 16.84 | 2.30 | 10.22 | 2.04 | 4.54 | 8.84 | 4.76 | 5.16 | 4.10 | 8.80 | 5.09 | 12.69 | 31.52 | 4.97 | 6.64 | 3.80 | 7.16 | 6.39 | 16.94 | 2.24 |
| Yield(%) | NA | 3.71 | 3.11 | 2.96 | 2.40 | NA | NA | 2.47 | NA | 1.03 | 3.71 | 2.65 | 3.02 | 2.24 | 2.69 | 1.67 | 0.60 | 2.60 | 2.33 | 1.71 | 1.59 | 2.50 | 2.66 | 3.22 | 2.79 | 3.06 | 3.15 | 2.87 | 2.82 | 2.41 | 1.79 | 1.18 | 2.41 |
Data as of 02/28/2025, 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 SAA 50 - Equal Weight |
-4.18%
Feb 2006 - Feb 2009 |
-0.15%
Mar 2015 - Mar 2020 |
2.20%
May 2008 - May 2018 |
2.72%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Morningstar 401K ETF Clone SAA 50 - Equal Weight |
15.54%
Feb 2009 - Feb 2012 |
12.49%
Sep 2002 - Sep 2007 |
7.68%
Mar 2003 - Mar 2013 |
5.83%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart