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 Asset Allocation Composite Moderate | NA | 16.66% | -0.44% | 3.00% | 4.39% | 6.79% | 7.97% | 9.55% |
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 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 (%) | 0.89 | 16.66 | -0.44 | 3.00 | 4.39 | 6.79 | 7.97 | 9.55 | NA | 7.13 | 13.17 | -22.79 | 13.59 | 3.39 | 20.19 | -4.76 | 14.09 | 7.41 | -3.67 | 8.86 | 13.20 | 17.57 | 0.99 | 15.95 | 21.67 | 5.50 | 4.30 | 18.58 | 8.55 | 14.93 | 38.64 | 6.76 | 6.61 |
| Sharpe Ratio | NA | 0.36 | -0.38 | 0.08 | 0.30 | NA | NA | 0.93 | 0.28 | 0.07 | 1.01 | -2.18 | 1.71 | 0.39 | 3.10 | -0.73 | 2.78 | 1.08 | -0.50 | 1.30 | 1.72 | 2.28 | 0.06 | 1.45 | 2.10 | 0.53 | 0.12 | 2.03 | 0.96 | 1.83 | 6.40 | 1.17 | 0.75 |
| Standard Deviation(%) | NA | 7.44 | 9.14 | 8.74 | 7.87 | NA | NA | 8.36 | 7.45 | 7.54 | 8.84 | 11.11 | 7.92 | 8.13 | 6.07 | 8.29 | 4.84 | 6.66 | 7.34 | 6.78 | 7.67 | 7.67 | 15.12 | 10.92 | 10.29 | 8.61 | 10.98 | 7.54 | 6.62 | 7.64 | 5.93 | 4.83 | 5.71 |
| Draw Down(%) | NA | 6.13 | 20.64 | 23.72 | 23.72 | NA | NA | 23.72 | 1.87 | 4.80 | 8.61 | 23.68 | 3.85 | 14.78 | 2.75 | 10.09 | 1.91 | 4.94 | 8.66 | 5.31 | 7.98 | 5.84 | 13.86 | 9.49 | 4.29 | 6.79 | 7.15 | 6.80 | 4.52 | 8.67 | 2.74 | 5.02 | 4.16 |
| Yield(%) | NA | 3.99 | 3.27 | 3.10 | 3.17 | NA | NA | 4.45 | NA | 0.93 | 4.07 | 2.73 | 2.56 | 2.53 | 3.22 | 3.38 | 3.15 | 3.08 | 3.00 | 4.15 | 4.07 | 4.39 | 4.70 | 4.43 | 6.91 | 5.81 | 3.96 | 3.92 | 4.19 | 4.55 | 5.71 | 8.18 | 8.67 |
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 Asset Allocation Composite Moderate |
-3.21%
Dec 2019 - Dec 2022 |
0.75%
Dec 2017 - Dec 2022 |
3.12%
Oct 2013 - Oct 2023 |
6.36%
Dec 2009 - Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MPIQ Core Asset Mutual Funds Asset Allocation Composite Moderate |
21.39%
Jul 2002 - Jul 2005 |
17.92%
Oct 2002 - Oct 2007 |
14.54%
Apr 2001 - Apr 2011 |
12.22%
Jul 2002 - Jul 2017 |
Annualized Rolling Returns Comparison Chart