Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PMI CORE Watch List Tactical Asset Allocation Moderate | NA | 1.21% | -1.83% | 0.32% | 2.72% | 6.39% | NA | 7.44% |
Data as of 10/30/2020, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PMI CORE Watch List Tactical Asset Allocation Moderate | 12/31/2000 | 01/28/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -3.18 | 1.21 | -1.83 | 0.32 | 2.72 | 6.39 | NA | 7.44 | 2.15 | 11.61 | 4.18 | -7.66 | 2.83 | 4.53 | -4.10 | 4.06 | 11.16 | 7.25 | 6.59 | 8.82 | 18.98 | -0.01 | 21.97 | 16.55 | 10.33 | 11.83 | 20.69 | 5.83 | 2.56 |
| Sharpe Ratio | NA | 0.98 | 0.07 | 0.32 | 0.50 | NA | NA | 0.66 | 0.15 | 0.94 | 0.49 | -1.13 | 0.33 | 0.54 | -0.64 | 0.52 | 1.37 | 1.25 | 0.59 | 0.61 | 1.39 | -0.07 | 1.21 | 1.12 | 0.88 | 0.98 | 2.79 | 0.39 | 0.03 |
| Standard Deviation(%) | NA | 12.42 | 9.18 | 8.52 | 8.25 | NA | NA | 10.28 | 14.70 | 12.07 | 5.61 | 7.95 | 6.74 | 7.97 | 6.50 | 7.83 | 8.14 | 5.77 | 11.08 | 14.31 | 13.56 | 13.17 | 15.66 | 11.89 | 9.27 | 11.12 | 7.16 | 12.03 | 8.92 |
| Draw Down(%) | NA | 13.97 | 18.99 | 18.99 | 18.99 | NA | NA | 18.99 | 3.40 | 13.97 | 3.46 | 13.32 | 6.13 | 7.59 | 8.16 | 8.03 | 7.42 | 4.19 | 8.49 | 9.47 | 6.72 | 13.49 | 10.43 | 14.05 | 5.94 | 14.75 | 2.84 | 11.60 | 10.89 |
| Yield(%) | NA | 1.56 | 1.68 | 1.50 | 1.89 | NA | NA | 2.17 | 0.00 | 1.57 | 2.28 | 1.26 | 0.18 | 2.29 | 2.07 | 2.80 | 1.43 | 2.62 | 2.44 | 2.97 | 4.03 | 2.62 | 2.40 | 2.39 | 2.71 | 1.52 | 1.70 | 1.71 | 2.46 |
Data as of 10/30/2020, 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 |
|---|---|---|---|---|
| PMI CORE Watch List Tactical Asset Allocation Moderate |
-3.52%
Feb 2017 - Feb 2020 |
-1.37%
Mar 2015 - Mar 2020 |
2.74%
Apr 2010 - Apr 2020 |
6.33%
Sep 2005 - Sep 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PMI CORE Watch List Tactical Asset Allocation Moderate |
19.98%
Apr 2005 - Apr 2008 |
17.93%
Feb 2003 - Feb 2008 |
13.06%
Jan 2002 - Jan 2012 |
10.20%
Jan 2002 - Jan 2017 |
Annualized Rolling Returns Comparison Chart