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-PID-PIZ-LSBRX-PTTDX Tactical Asset Allocation Moderate | NA | 10.41% | 0.17% | 4.14% | 2.54% | 5.02% | 7.16% | 7.88% |
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-PID-PIZ-LSBRX-PTTDX 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 (%) | -0.98 | 10.41 | 0.17 | 4.14 | 2.54 | 5.02 | 7.16 | 7.88 | NA | 0.97 | 2.14 | -7.69 | 19.87 | 1.49 | 14.23 | -10.22 | 8.49 | 0.60 | -5.68 | 4.91 | 16.88 | 13.41 | 4.47 | 8.00 | 16.05 | 3.68 | 21.49 | 19.65 | 6.95 | 14.87 | 24.69 | -0.98 | 8.37 |
| Sharpe Ratio | NA | -0.67 | -0.48 | 0.03 | 0.03 | NA | NA | 0.63 | -0.06 | -0.74 | -0.22 | -0.62 | 2.05 | 0.09 | 2.10 | -1.26 | 1.36 | 0.05 | -0.61 | 0.61 | 1.95 | 1.77 | 0.36 | 0.64 | 1.32 | 0.58 | 1.26 | 1.59 | 0.54 | 1.55 | 3.23 | -0.44 | 1.12 |
| Standard Deviation(%) | NA | 7.55 | 10.88 | 11.43 | 9.82 | NA | NA | 9.62 | 3.45 | 7.56 | 9.47 | 14.53 | 9.70 | 14.25 | 6.12 | 9.17 | 5.79 | 8.27 | 9.31 | 7.97 | 8.62 | 7.53 | 12.45 | 12.29 | 12.11 | 4.72 | 14.66 | 10.28 | 8.86 | 8.97 | 7.44 | 4.78 | 5.40 |
| Draw Down(%) | NA | 6.40 | 17.10 | 22.61 | 22.61 | NA | NA | 22.61 | 0.52 | 6.40 | 7.43 | 16.71 | 5.01 | 22.61 | 2.69 | 16.90 | 3.12 | 7.67 | 12.48 | 8.29 | 8.70 | 5.54 | 11.60 | 10.00 | 5.49 | 5.41 | 10.27 | 11.57 | 6.16 | 8.95 | 4.13 | 6.50 | 4.11 |
| Yield(%) | NA | 4.13 | 3.36 | 3.02 | 3.01 | NA | NA | 3.66 | NA | 0.74 | 3.84 | 3.35 | 2.93 | 1.90 | 3.06 | 2.28 | 2.97 | 2.44 | 3.76 | 3.81 | 3.51 | 3.86 | 2.44 | 3.11 | 3.88 | 3.32 | 4.67 | 4.58 | 4.25 | 4.03 | 3.09 | 3.73 | 8.53 |
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-PID-PIZ-LSBRX-PTTDX Tactical Asset Allocation Moderate |
-2.40%
Oct 2017 - Oct 2020 |
-2.25%
Mar 2015 - Mar 2020 |
1.90%
Jun 2014 - Jun 2024 |
4.44%
Dec 2009 - Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Morningstar 401K ETF Clone-PID-PIZ-LSBRX-PTTDX Tactical Asset Allocation Moderate |
19.52%
Oct 2004 - Oct 2007 |
18.00%
Oct 2002 - Oct 2007 |
13.92%
Apr 2003 - Apr 2013 |
10.53%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart