Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MPIQ Core Asset Mutual Funds Strategic Asset Allocation - Optimal Moderate | NA | 17.87% | 3.16% | 4.64% | 5.23% | 6.79% | 6.78% | 7.31% |
Data as of 11/29/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MPIQ Core Asset Mutual Funds Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 02/28/2025 |
| 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 | 17.87 | 3.16 | 4.64 | 5.23 | 6.79 | 6.78 | 7.31 | NA | 8.51 | 14.24 | -16.09 | 10.18 | 3.48 | 17.85 | -5.11 | 16.73 | 7.63 | -2.63 | 7.24 | 11.91 | 15.49 | -2.02 | 15.89 | 25.90 | -23.70 | 10.12 | 17.10 | 10.04 | 14.78 | 30.22 | -4.01 | -1.86 |
| Sharpe Ratio | NA | 0.50 | 0.02 | 0.22 | 0.33 | NA | NA | 0.50 | 0.26 | 0.25 | 1.19 | -1.26 | 1.34 | 0.16 | 2.73 | -0.77 | 3.86 | 0.88 | -0.30 | 1.09 | 1.58 | 1.89 | -0.14 | 1.24 | 1.37 | -1.08 | 0.62 | 1.75 | 1.22 | 1.78 | 3.94 | -0.49 | -0.42 |
| Standard Deviation(%) | NA | 7.52 | 10.16 | 12.53 | 10.34 | NA | NA | 11.26 | 7.44 | 7.53 | 8.38 | 13.82 | 7.60 | 20.53 | 6.03 | 8.34 | 4.17 | 8.39 | 8.87 | 6.65 | 7.51 | 8.17 | 14.61 | 12.78 | 18.84 | 22.84 | 11.41 | 7.90 | 6.43 | 7.78 | 7.50 | 10.35 | 9.93 |
| Draw Down(%) | NA | 5.22 | 18.30 | 24.06 | 27.52 | NA | NA | 39.44 | 1.87 | 3.93 | 8.64 | 22.37 | 3.74 | 27.52 | 3.20 | 11.03 | 1.33 | 6.16 | 9.97 | 5.37 | 8.09 | 6.87 | 14.98 | 10.35 | 17.83 | 35.39 | 7.78 | 8.67 | 4.97 | 9.13 | 6.91 | 14.73 | 15.39 |
| Yield(%) | NA | 4.04 | 3.45 | 3.37 | 3.38 | NA | NA | 3.73 | NA | 1.00 | 3.97 | 3.01 | 2.64 | 3.14 | 3.21 | 3.34 | 3.74 | 3.18 | 3.07 | 4.23 | 3.71 | 4.69 | 3.71 | 3.59 | 4.41 | 3.74 | 3.66 | 3.96 | 3.04 | 4.23 | 4.55 | 4.18 | 3.87 |
Data as of 11/29/2024, 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 |
|---|---|---|---|---|
| MPIQ Core Asset Mutual Funds Strategic Asset Allocation - Optimal Moderate |
-6.42%
Feb 2006 - Feb 2009 |
0.74%
Sep 2017 - Sep 2022 |
3.77%
Oct 2013 - Oct 2023 |
4.03%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MPIQ Core Asset Mutual Funds Strategic Asset Allocation - Optimal Moderate |
21.23%
Feb 2009 - Feb 2012 |
17.73%
Oct 2002 - Oct 2007 |
11.06%
Mar 2003 - Mar 2013 |
9.84%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart