Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 05/05/2025.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MPIQ AllStk | -0.89% | 10.24% | 8.47% | 12.99% | 8.99% | 10.14% | 8.64% | 9.28% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MPIQ AllStk | 05/13/1996 | 05/05/2025 |
The return data shown below all have the same latest date: 05/05/2025.
AR inception is since 05/13/1996.
AR inception is since 05/13/1996.
| 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 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.21 | 10.24 | 8.47 | 12.99 | 8.99 | 10.14 | 8.64 | 9.28 | -0.89 | 16.63 | 20.75 | -20.13 | 26.61 | 10.52 | 28.00 | -6.90 | 18.24 | 10.08 | -0.41 | 14.60 | 18.38 | 17.12 | -0.18 | 19.46 | 32.95 | -39.32 | 2.43 | 24.16 | 10.36 | 19.26 | 34.68 | -12.51 | -5.50 | -2.67 | 17.45 | 9.52 | 20.31 | 15.96 |
| Sharpe Ratio | NA | 0.28 | 0.25 | 0.63 | 0.42 | NA | NA | 0.39 | -0.08 | 0.88 | 1.26 | -1.00 | 2.27 | 0.30 | 2.60 | -0.57 | 2.35 | 0.75 | -0.03 | 1.46 | 1.61 | 1.36 | -0.01 | 0.94 | 0.91 | -0.84 | -0.03 | 1.94 | 0.80 | 1.75 | 2.69 | -0.75 | -0.52 | -0.46 | 1.22 | 0.39 | 1.36 | 1.91 |
| Standard Deviation(%) | NA | 16.66 | 16.57 | 16.32 | 17.23 | NA | NA | 18.77 | 23.94 | 11.35 | 13.09 | 21.55 | 11.72 | 34.34 | 10.24 | 14.27 | 7.50 | 13.16 | 14.46 | 9.98 | 11.43 | 12.56 | 24.97 | 20.63 | 35.98 | 47.78 | 18.15 | 10.74 | 10.28 | 10.47 | 12.63 | 18.27 | 15.09 | 14.58 | 11.66 | 15.95 | 12.34 | 7.20 |
| Draw Down(%) | NA | 16.73 | 18.42 | 27.04 | 35.93 | NA | NA | 60.41 | 16.50 | 6.65 | 11.54 | 27.04 | 5.64 | 35.93 | 4.82 | 16.07 | 3.47 | 10.52 | 12.78 | 6.84 | 9.84 | 9.51 | 21.12 | 14.14 | 30.58 | 54.01 | 11.64 | 8.56 | 6.02 | 10.13 | 10.67 | 25.63 | 21.42 | 10.41 | 9.15 | 20.25 | 9.55 | 5.10 |
| Yield(%) | NA | 3.27 | 2.56 | 2.48 | 2.67 | NA | NA | 2.93 | NA | 0.84 | 2.92 | 1.90 | 2.26 | 2.29 | 2.46 | 2.66 | 2.89 | 3.14 | 2.63 | 3.31 | 2.85 | 2.93 | 2.45 | 2.48 | 3.52 | 2.65 | 2.72 | 2.98 | 3.24 | 3.32 | 3.43 | 2.83 | 2.99 | 3.09 | 3.67 | 3.34 | 3.66 | 2.42 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MPIQ AllStk |
-17.40%
Feb 2006 - Feb 2009 |
-5.56%
Feb 2004 - Feb 2009 |
0.08%
Feb 1999 - Feb 2009 |
5.80%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MPIQ AllStk |
30.69%
Feb 2009 - Feb 2012 |
23.87%
Feb 2009 - Feb 2014 |
15.92%
Feb 2009 - Feb 2019 |
13.88%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart