Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 11/29/2024.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MPIQ Core ETFs 2 Tactical Asset Allocation Moderate | NA | 17.18% | 1.36% | 4.64% | 4.12% | 5.84% | 7.32% | 7.40% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MPIQ Core ETFs 2 Tactical Asset Allocation Moderate | 12/31/2000 | 02/28/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 11/29/2024.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| 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 (%) | 1.51 | 17.18 | 1.36 | 4.64 | 4.12 | 5.84 | 7.32 | 7.40 | NA | 7.82 | 8.77 | -16.24 | 14.59 | 5.86 | 8.96 | -5.16 | 15.25 | 4.82 | -2.84 | 4.56 | 12.58 | 11.47 | 3.18 | 13.22 | 20.86 | -6.85 | 16.86 | 20.41 | 10.03 | 8.47 | 15.61 | 1.11 | 2.31 |
| Sharpe Ratio | NA | 0.27 | -0.24 | 0.19 | 0.25 | NA | NA | 0.65 | 0.05 | 0.15 | 0.57 | -1.68 | 1.65 | 0.44 | 1.38 | -0.84 | 2.68 | 0.70 | -0.45 | 0.68 | 1.69 | 1.93 | 0.34 | 0.97 | 1.78 | -0.99 | 0.93 | 1.67 | 0.88 | 0.94 | 2.20 | 0.01 | 0.01 |
| Standard Deviation(%) | NA | 8.20 | 8.71 | 9.80 | 8.32 | NA | NA | 8.68 | 8.39 | 8.27 | 7.87 | 10.49 | 8.81 | 12.78 | 5.47 | 7.69 | 5.46 | 6.60 | 6.39 | 6.66 | 7.42 | 5.92 | 9.34 | 13.59 | 11.65 | 7.85 | 14.92 | 10.24 | 8.94 | 7.97 | 6.79 | 0.01 | 0.05 |
| Draw Down(%) | NA | 4.84 | 17.97 | 20.33 | 20.33 | NA | NA | 20.33 | 3.02 | 4.84 | 6.96 | 16.51 | 4.17 | 20.18 | 2.77 | 11.47 | 1.95 | 5.40 | 8.22 | 6.55 | 6.96 | 3.67 | 7.14 | 8.69 | 5.44 | 12.17 | 8.85 | 8.95 | 5.65 | 5.53 | 2.64 | 0.00 | 0.00 |
| Yield(%) | NA | 4.06 | 2.99 | 2.97 | 2.93 | NA | NA | 2.95 | NA | 1.17 | 3.44 | 2.37 | 2.40 | 2.35 | 3.45 | 2.22 | 2.72 | 2.78 | 2.23 | 4.65 | 2.21 | 4.02 | 3.07 | 3.42 | 4.33 | 3.02 | 3.38 | 3.60 | 3.82 | 2.50 | 1.19 | 1.11 | 2.31 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MPIQ Core ETFs 2 Tactical Asset Allocation Moderate |
-0.59%
Dec 2021 - Dec 2024 |
0.23%
Feb 2018 - Feb 2023 |
2.56%
Oct 2013 - Oct 2023 |
4.96%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MPIQ Core ETFs 2 Tactical Asset Allocation Moderate |
19.08%
Oct 2004 - Oct 2007 |
15.00%
Oct 2002 - Oct 2007 |
11.62%
Apr 2003 - Apr 2013 |
9.82%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart