Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MASTERS MATES and PILOTS INDIVIDUAL RETIREMENT ACCOUNT PLAN Strategic Asset Allocation - Optimal Moderate | NA | 23.82% | 4.33% | 8.97% | 7.03% | 7.37% | 6.07% | 5.40% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MASTERS MATES and PILOTS INDIVIDUAL RETIREMENT ACCOUNT 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 (%) | -0.85 | 23.82 | 4.33 | 8.97 | 7.03 | 7.37 | 6.07 | 5.40 | NA | 12.33 | 14.63 | -12.07 | 8.58 | 18.63 | 15.58 | -4.12 | 13.91 | 4.41 | 1.34 | 2.04 | 16.69 | 10.22 | -1.83 | 9.70 | 19.40 | -27.68 | 8.02 | 11.22 | 7.14 | 8.74 | 19.74 | -11.11 | -6.19 |
| Sharpe Ratio | NA | 0.81 | 0.07 | 0.42 | 0.50 | NA | NA | 0.34 | 0.07 | 0.66 | 1.25 | -0.92 | 0.95 | 0.97 | 1.76 | -0.53 | 2.91 | 0.49 | 0.14 | 0.29 | 2.41 | 1.22 | -0.13 | 0.83 | 1.17 | -1.22 | 0.50 | 1.17 | 0.89 | 1.27 | 2.20 | -0.95 | -0.83 |
| Standard Deviation(%) | NA | 8.64 | 10.91 | 12.63 | 10.68 | NA | NA | 11.29 | 8.33 | 8.68 | 8.32 | 14.55 | 9.00 | 18.94 | 8.05 | 10.17 | 4.56 | 8.57 | 9.16 | 7.08 | 6.92 | 8.33 | 14.91 | 11.64 | 16.48 | 23.51 | 10.00 | 6.81 | 5.60 | 6.16 | 8.66 | 12.81 | 10.29 |
| Draw Down(%) | NA | 5.05 | 17.35 | 19.87 | 19.87 | NA | NA | 39.52 | 0.60 | 5.05 | 7.14 | 17.94 | 5.17 | 19.87 | 4.88 | 12.01 | 1.63 | 8.24 | 8.16 | 5.13 | 4.42 | 7.07 | 13.93 | 9.51 | 16.03 | 35.83 | 6.79 | 7.59 | 3.55 | 4.87 | 8.03 | 19.33 | 17.27 |
| Yield(%) | NA | 5.21 | 4.86 | 3.60 | 2.71 | NA | NA | 2.69 | NA | 0.80 | 5.46 | 3.35 | 5.13 | 1.73 | 1.71 | 2.02 | 0.47 | 1.50 | 3.70 | 2.44 | 1.75 | 1.48 | 1.03 | 0.91 | 0.92 | 2.92 | 6.68 | 9.20 | 2.70 | 1.39 | 1.17 | 1.50 | 1.91 |
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 |
|---|---|---|---|---|
| MASTERS MATES and PILOTS INDIVIDUAL RETIREMENT ACCOUNT PLAN Strategic Asset Allocation - Optimal Moderate |
-8.81%
Feb 2006 - Feb 2009 |
-2.53%
Feb 2004 - Feb 2009 |
3.28%
Feb 2006 - Feb 2016 |
3.53%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MASTERS MATES and PILOTS INDIVIDUAL RETIREMENT ACCOUNT PLAN Strategic Asset Allocation - Optimal Moderate |
15.17%
Feb 2009 - Feb 2012 |
13.21%
Feb 2009 - Feb 2014 |
8.91%
Feb 2009 - Feb 2019 |
8.58%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart