Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MOSAIC INVESTMENT PLAN Strategic Asset Allocation - Optimal Moderate | NA | 22.78% | 3.05% | 7.15% | 6.48% | 7.84% | 6.88% | 7.02% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MOSAIC INVESTMENT PLAN Strategic Asset Allocation - Optimal 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 (%) | -0.99 | 22.78 | 3.05 | 7.15 | 6.48 | 7.84 | 6.88 | 7.02 | NA | 8.23 | 15.19 | -14.36 | 12.05 | 13.67 | 18.96 | -5.44 | 11.71 | 7.40 | 0.21 | 6.58 | 13.85 | 12.49 | 0.46 | 15.64 | 24.85 | -24.63 | 8.43 | 10.64 | 7.08 | 13.37 | 23.89 | -5.77 | 0.69 |
| Sharpe Ratio | NA | 0.29 | -0.14 | 0.31 | 0.46 | NA | NA | 0.49 | 0.01 | 0.21 | 1.30 | -1.12 | 1.48 | 0.73 | 2.61 | -0.73 | 2.46 | 0.86 | 0.02 | 1.00 | 1.92 | 1.63 | 0.03 | 1.26 | 1.39 | -1.16 | 0.58 | 0.97 | 0.78 | 1.69 | 2.70 | -0.60 | -0.18 |
| Standard Deviation(%) | NA | 7.68 | 10.49 | 12.17 | 10.20 | NA | NA | 10.96 | 7.32 | 7.71 | 8.43 | 14.10 | 8.11 | 18.53 | 6.72 | 9.29 | 4.50 | 8.37 | 8.94 | 6.59 | 7.21 | 7.63 | 14.29 | 12.29 | 17.84 | 22.01 | 9.38 | 7.61 | 6.28 | 7.34 | 8.61 | 11.45 | 9.00 |
| Draw Down(%) | NA | 4.38 | 20.22 | 22.02 | 22.02 | NA | NA | 37.82 | 0.60 | 4.38 | 7.97 | 20.57 | 3.45 | 22.02 | 2.99 | 12.29 | 1.91 | 6.37 | 9.32 | 5.14 | 6.70 | 5.99 | 15.05 | 9.22 | 17.30 | 35.50 | 5.87 | 7.86 | 4.23 | 6.38 | 6.59 | 17.82 | 12.21 |
| Yield(%) | NA | 4.58 | 4.66 | 3.84 | 3.49 | NA | NA | 3.65 | NA | 0.98 | 4.20 | 4.91 | 3.78 | 3.02 | 2.27 | 4.88 | 0.40 | 2.80 | 4.19 | 3.61 | 3.30 | 3.87 | 2.44 | 4.07 | 2.73 | 4.73 | 6.99 | 3.45 | 4.26 | 3.24 | 3.49 | 2.85 | 3.43 |
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 |
|---|---|---|---|---|
| MOSAIC INVESTMENT PLAN Strategic Asset Allocation - Optimal Moderate |
-7.80%
Feb 2006 - Feb 2009 |
-1.16%
Feb 2004 - Feb 2009 |
5.13%
Oct 2013 - Oct 2023 |
4.87%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MOSAIC INVESTMENT PLAN Strategic Asset Allocation - Optimal Moderate |
19.96%
Feb 2009 - Feb 2012 |
16.41%
Feb 2009 - Feb 2014 |
10.59%
Feb 2009 - Feb 2019 |
9.43%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart