Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MPIQ Total Return Bond ETFs Asset Allocation Composite Moderate | NA | 7.09% | -0.67% | -0.53% | 3.95% | 6.36% | 6.35% | 6.57% |
Data as of 11/29/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MPIQ Total Return Bond ETFs Asset Allocation Composite 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 (%) | 1.41 | 7.09 | -0.67 | -0.53 | 3.95 | 6.36 | 6.35 | 6.57 | NA | 1.54 | 3.33 | -8.51 | 2.11 | -3.94 | 23.17 | -1.79 | 14.51 | 10.86 | -0.37 | 12.22 | 15.29 | 15.42 | 3.25 | 10.56 | 14.34 | -2.64 | 4.46 | 10.65 | 4.68 | 8.00 | 15.14 | 1.11 | 2.31 |
| Sharpe Ratio | NA | -0.37 | -0.76 | -0.44 | 0.29 | NA | NA | 0.68 | 0.19 | -1.00 | -0.15 | -3.01 | 0.75 | -0.36 | 2.94 | -0.31 | 3.29 | 1.76 | -0.05 | 1.78 | 1.81 | 1.89 | 0.23 | 1.23 | 1.76 | -0.87 | 0.15 | 1.18 | 0.40 | 1.05 | 2.20 | 0.01 | 0.01 |
| Standard Deviation(%) | NA | 4.86 | 4.95 | 6.26 | 6.85 | NA | NA | 7.27 | 4.76 | 5.07 | 6.05 | 3.28 | 2.79 | 11.46 | 7.40 | 9.88 | 4.22 | 6.06 | 7.43 | 6.85 | 8.41 | 8.15 | 14.24 | 8.49 | 8.10 | 4.09 | 9.49 | 6.25 | 6.25 | 6.74 | 6.58 | 0.01 | 0.05 |
| Draw Down(%) | NA | 4.85 | 11.22 | 16.85 | 21.87 | NA | NA | 21.87 | 1.08 | 4.85 | 7.89 | 9.19 | 2.65 | 21.87 | 3.29 | 12.31 | 1.41 | 3.24 | 8.17 | 3.99 | 9.50 | 4.89 | 12.08 | 7.05 | 5.05 | 6.53 | 6.04 | 4.99 | 4.21 | 5.08 | 2.52 | 0.00 | 0.00 |
| Yield(%) | NA | 4.19 | 3.29 | 3.21 | 3.04 | NA | NA | 2.58 | NA | 1.47 | 3.69 | 2.27 | 3.56 | 2.67 | 2.88 | 2.81 | 2.56 | 3.22 | 2.91 | 2.88 | 2.54 | 3.53 | 2.76 | 2.87 | 3.18 | 0.81 | 2.33 | 2.43 | 1.95 | 1.45 | 1.17 | 1.11 | 2.31 |
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 Total Return Bond ETFs Asset Allocation Composite Moderate |
-3.61%
Jan 2020 - Jan 2023 |
-1.34%
Jan 2020 - Jan 2025 |
3.72%
Dec 2014 - Dec 2024 |
6.17%
Dec 2009 - Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MPIQ Total Return Bond ETFs Asset Allocation Composite Moderate |
15.79%
Sep 2011 - Sep 2014 |
13.09%
Jun 2009 - Jun 2014 |
10.68%
Jun 2009 - Jun 2019 |
9.15%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart