Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Metastorm 401K Principal Tactical Asset Allocation Moderate | NA | 16.87% | -0.46% | 5.35% | 4.59% | 5.53% | 6.39% | 6.10% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Metastorm 401K Principal 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 (%) | -1.27 | 16.87 | -0.46 | 5.35 | 4.59 | 5.53 | 6.39 | 6.10 | NA | 6.14 | 12.65 | -16.74 | 5.96 | 21.20 | 8.58 | -1.40 | 9.44 | 5.46 | -3.04 | 2.47 | 17.52 | 5.40 | -0.41 | 8.98 | 19.21 | -3.97 | 10.87 | 12.25 | 6.63 | 9.92 | 11.93 | -4.13 | 1.85 |
| Sharpe Ratio | NA | 0.11 | -0.36 | 0.29 | 0.37 | NA | NA | 0.63 | 0.06 | -0.05 | 1.09 | -1.70 | 0.64 | 2.56 | 1.48 | -0.35 | 1.60 | 1.15 | -0.56 | 0.38 | 2.64 | 0.99 | -0.05 | 0.83 | 2.53 | -1.76 | 0.80 | 1.05 | 0.74 | 1.18 | 1.85 | -1.14 | -0.28 |
| Standard Deviation(%) | NA | 9.04 | 9.22 | 9.06 | 7.57 | NA | NA | 7.25 | 7.66 | 9.07 | 7.67 | 10.64 | 9.29 | 8.17 | 4.83 | 7.75 | 5.50 | 4.57 | 5.43 | 6.37 | 6.63 | 5.38 | 8.34 | 10.69 | 7.57 | 2.79 | 9.80 | 8.58 | 6.01 | 7.61 | 6.08 | 4.60 | 1.62 |
| Draw Down(%) | NA | 6.17 | 17.96 | 21.91 | 21.91 | NA | NA | 21.91 | 0.63 | 6.17 | 5.61 | 19.26 | 5.65 | 8.15 | 3.04 | 7.82 | 3.98 | 4.49 | 6.48 | 5.21 | 4.23 | 5.86 | 8.43 | 8.88 | 3.50 | 4.88 | 7.05 | 10.67 | 5.00 | 6.81 | 3.97 | 6.39 | 1.95 |
| Yield(%) | NA | 3.97 | 4.63 | 4.19 | 3.15 | NA | NA | 2.98 | NA | 0.53 | 4.28 | 3.06 | 6.04 | 4.77 | 3.16 | 4.85 | 0.07 | 2.12 | 1.28 | 2.00 | 2.88 | 2.72 | 2.48 | 2.24 | 2.33 | 1.32 | 5.64 | 5.83 | 3.60 | 3.51 | 0.71 | 0.81 | 2.36 |
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 |
|---|---|---|---|---|
| Metastorm 401K Principal Tactical Asset Allocation Moderate |
-2.34%
Apr 2021 - Apr 2024 |
2.49%
Dec 2013 - Dec 2018 |
3.49%
Oct 2013 - Oct 2023 |
4.73%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Metastorm 401K Principal Tactical Asset Allocation Moderate |
13.43%
Oct 2004 - Oct 2007 |
11.31%
Oct 2002 - Oct 2007 |
8.65%
Jul 2003 - Jul 2013 |
7.65%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart