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 Strategic Asset Allocation - Equal Weight Moderate | NA | 2.53% | 3.38% | 4.23% | 4.31% | 6.04% | NA | 7.69% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | -3.05 | 2.53 | 3.38 | 4.23 | 4.31 | 6.04 | NA | 7.69 | 0.92 | 8.32 | 14.38 | -5.79 | 10.01 | 4.81 | -0.22 | 5.86 | 0.43 | 10.15 | -0.74 | 18.33 | 25.02 | -18.95 | 11.77 | 16.97 | 10.33 | 16.59 | 27.72 | -0.29 | 9.41 |
| Sharpe Ratio | NA | 0.51 | 0.36 | 0.67 | 0.48 | NA | NA | 0.61 | 0.11 | 0.51 | 2.53 | -1.03 | 1.77 | 0.56 | -0.03 | 0.97 | 0.05 | 1.47 | -0.05 | 1.49 | 1.39 | -0.99 | 0.76 | 1.39 | 1.05 | 1.73 | 3.11 | -0.11 | 0.52 |
| Standard Deviation(%) | NA | 16.01 | 10.49 | 9.15 | 9.03 | NA | NA | 11.12 | 8.58 | 15.89 | 5.12 | 6.87 | 5.29 | 8.15 | 7.59 | 6.03 | 7.31 | 6.85 | 14.14 | 12.26 | 17.90 | 20.00 | 11.54 | 9.85 | 7.76 | 9.02 | 8.68 | 12.57 | 13.61 |
| Draw Down(%) | NA | 17.65 | 17.65 | 17.65 | 17.65 | NA | NA | 34.47 | 1.30 | 17.65 | 2.34 | 10.08 | 4.33 | 6.58 | 7.60 | 3.96 | 8.68 | 5.15 | 15.53 | 8.80 | 16.02 | 33.78 | 8.54 | 10.83 | 6.31 | 10.85 | 6.92 | 16.73 | 13.74 |
| Yield(%) | NA | 1.52 | 1.62 | 1.60 | 2.17 | NA | NA | 2.83 | 0.00 | 1.53 | 2.02 | 1.40 | 0.36 | 2.72 | 2.22 | 2.64 | 2.48 | 3.72 | 2.89 | 4.50 | 5.07 | 3.85 | 3.20 | 2.57 | 2.90 | 2.80 | 2.15 | 3.16 | 4.37 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-3.32%
Feb 2006 - Feb 2009 |
1.27%
Mar 2015 - Mar 2020 |
3.87%
Mar 2010 - Mar 2020 |
5.73%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PMI CORE Watch List Strategic Asset Allocation - Equal Weight Moderate |
20.71%
Mar 2003 - Mar 2006 |
17.41%
Oct 2002 - Oct 2007 |
11.96%
Apr 2001 - Apr 2011 |
9.33%
Sep 2001 - Sep 2016 |
Annualized Rolling Returns Comparison Chart