Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SMPWA MGI Tactical Asset Allocation Moderate | NA | 9.53% | 2.05% | 5.14% | 2.83% | 3.53% | 5.39% | 6.57% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SMPWA MGI 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 (%) | -0.97 | 9.53 | 2.05 | 5.14 | 2.83 | 3.53 | 5.39 | 6.57 | NA | 9.81 | -2.71 | -4.81 | 21.92 | 5.15 | 4.37 | 0.67 | -6.47 | 0.17 | 0.24 | 4.49 | -0.48 | 2.59 | 2.35 | 13.07 | 16.08 | 2.54 | 7.73 | 23.39 | 4.71 | 21.31 | 18.11 | 5.43 | 7.92 |
| Sharpe Ratio | NA | 0.39 | -0.41 | 0.36 | 0.10 | NA | NA | 0.67 | -0.19 | 0.43 | -1.14 | -0.77 | 2.95 | 0.48 | 0.64 | -0.13 | -1.44 | -0.01 | 0.05 | 1.29 | -0.10 | 0.51 | 0.22 | 1.11 | 2.49 | 0.33 | 0.53 | 2.15 | 0.27 | 1.76 | 3.06 | 0.59 | 1.05 |
| Standard Deviation(%) | NA | 7.37 | 7.21 | 7.99 | 6.64 | NA | NA | 7.43 | 3.86 | 7.46 | 6.13 | 8.06 | 7.41 | 10.28 | 4.64 | 4.99 | 4.94 | 5.61 | 4.42 | 3.47 | 5.05 | 4.95 | 10.51 | 11.69 | 6.41 | 4.90 | 8.95 | 9.34 | 9.60 | 11.59 | 5.70 | 7.39 | 5.34 |
| Draw Down(%) | NA | 3.70 | 9.09 | 9.87 | 13.59 | NA | NA | 13.59 | 0.80 | 3.70 | 4.49 | 8.21 | 3.39 | 8.44 | 3.52 | 3.39 | 7.46 | 4.93 | 4.04 | 2.53 | 6.56 | 5.04 | 10.99 | 7.58 | 3.72 | 6.86 | 10.63 | 5.84 | 6.89 | 12.82 | 2.85 | 10.50 | 3.79 |
| Yield(%) | NA | 4.71 | 3.02 | 3.22 | 2.83 | NA | NA | 3.61 | NA | 0.87 | 4.59 | 1.62 | 3.26 | 1.67 | 4.63 | 3.24 | 0.20 | 2.59 | 2.83 | 3.34 | 1.91 | 1.59 | 1.15 | 1.95 | 3.26 | 1.80 | 3.21 | 8.66 | 7.12 | 7.63 | 7.11 | 3.20 | 5.70 |
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 |
|---|---|---|---|---|
| SMPWA MGI Tactical Asset Allocation Moderate |
-3.29%
Mar 2015 - Mar 2018 |
-1.64%
Apr 2013 - Apr 2018 |
0.77%
Oct 2010 - Oct 2020 |
3.13%
Dec 2009 - Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SMPWA MGI Tactical Asset Allocation Moderate |
18.26%
Apr 2004 - Apr 2007 |
15.96%
Feb 2003 - Feb 2008 |
12.59%
Apr 2001 - Apr 2011 |
8.58%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison Chart