Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MIRATEK CORP 401K PLAN Strategic Asset Allocation - Optimal Moderate | NA | 27.09% | 1.21% | 5.98% | 4.64% | 6.60% | 6.46% | 7.09% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MIRATEK CORP 401K 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 (%) | -0.88 | 27.09 | 1.21 | 5.98 | 4.64 | 6.60 | 6.46 | 7.09 | NA | 8.47 | 18.04 | -21.29 | 8.85 | 13.75 | 16.86 | -7.70 | 8.36 | 1.73 | 2.56 | 5.51 | 16.44 | 13.62 | -0.68 | 14.01 | 27.25 | -21.12 | 9.99 | 11.55 | 7.89 | 13.26 | 24.37 | -1.29 | 5.28 |
| Sharpe Ratio | NA | 0.42 | -0.22 | 0.06 | 0.11 | NA | NA | 0.30 | 0.08 | 0.20 | 1.48 | -1.36 | 0.12 | 0.76 | 2.17 | -0.91 | 1.81 | 0.18 | 0.30 | 0.76 | 2.42 | 1.93 | -0.05 | 1.39 | 1.84 | -1.29 | 1.01 | 1.39 | 0.93 | 1.97 | 3.70 | -0.27 | 0.34 |
| Standard Deviation(%) | NA | 9.09 | 12.23 | 34.66 | 25.12 | NA | NA | 17.82 | 8.60 | 9.16 | 9.35 | 16.62 | 72.45 | 17.81 | 7.13 | 9.95 | 4.28 | 8.34 | 8.54 | 7.28 | 6.78 | 7.02 | 13.84 | 10.02 | 14.79 | 17.13 | 6.96 | 5.97 | 6.15 | 6.26 | 6.39 | 8.88 | 8.64 |
| Draw Down(%) | NA | 6.51 | 24.07 | 46.26 | 46.26 | NA | NA | 46.26 | 0.62 | 6.44 | 8.70 | 25.54 | 34.96 | 25.28 | 3.91 | 15.47 | 2.77 | 8.05 | 7.80 | 5.73 | 6.13 | 5.10 | 14.65 | 8.57 | 14.80 | 31.08 | 4.92 | 6.26 | 5.33 | 5.12 | 5.21 | 12.90 | 10.76 |
| Yield(%) | NA | 4.08 | 4.75 | 4.65 | 4.38 | NA | NA | 4.25 | NA | 0.55 | 4.15 | 3.75 | 5.66 | 5.39 | 3.35 | 5.01 | 0.29 | 1.97 | 7.31 | 6.64 | 5.41 | 2.71 | 2.62 | 2.09 | 1.76 | 3.61 | 9.20 | 7.68 | 4.08 | 5.16 | 3.49 | 2.25 | 3.70 |
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 |
|---|---|---|---|---|
| MIRATEK CORP 401K PLAN Strategic Asset Allocation - Optimal Moderate |
-5.13%
Feb 2006 - Feb 2009 |
0.04%
Sep 2017 - Sep 2022 |
2.96%
Oct 2013 - Oct 2023 |
4.04%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MIRATEK CORP 401K PLAN Strategic Asset Allocation - Optimal Moderate |
18.93%
Feb 2009 - Feb 2012 |
16.48%
Feb 2009 - Feb 2014 |
9.97%
Mar 2003 - Mar 2013 |
8.77%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart