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 Strategic Asset Allocation - Optimal Moderate | NA | 17.75% | 3.08% | 5.53% | 5.55% | 6.60% | 5.69% | 5.79% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MPIQ Core ETFs 2 Strategic Asset Allocation - Optimal 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 (%) | 1.34 | 17.75 | 3.08 | 5.53 | 5.55 | 6.60 | 5.69 | 5.79 | NA | 8.80 | 14.70 | -16.31 | 11.28 | 6.88 | 19.10 | -5.44 | 14.52 | 5.88 | -1.52 | 7.29 | 10.25 | 12.80 | 0.02 | 12.23 | 23.18 | -24.92 | 6.35 | 11.80 | 4.68 | 8.00 | 18.08 | -12.02 | 9.58 |
| Sharpe Ratio | NA | 0.66 | 0.04 | 0.26 | 0.34 | NA | NA | 0.36 | 0.39 | 0.27 | 1.19 | -1.21 | 1.46 | 0.32 | 2.70 | -0.78 | 3.24 | 0.64 | -0.17 | 1.15 | 1.23 | 1.47 | 0.00 | 0.97 | 1.17 | -0.99 | 0.29 | 1.35 | 0.40 | 1.05 | 1.74 | -0.88 | 1.36 |
| Standard Deviation(%) | NA | 7.95 | 10.74 | 13.00 | 10.72 | NA | NA | 11.90 | 7.32 | 8.10 | 8.79 | 14.60 | 7.72 | 20.89 | 6.56 | 8.64 | 4.29 | 8.92 | 8.98 | 6.31 | 8.33 | 8.66 | 15.49 | 12.51 | 19.66 | 26.19 | 11.41 | 6.32 | 6.25 | 6.74 | 9.97 | 14.94 | 5.34 |
| Draw Down(%) | NA | 4.53 | 18.78 | 23.73 | 26.19 | NA | NA | 39.23 | 1.78 | 4.11 | 8.93 | 22.69 | 3.69 | 26.19 | 3.32 | 10.89 | 1.54 | 6.40 | 9.63 | 4.68 | 8.58 | 6.63 | 13.16 | 8.54 | 17.58 | 35.13 | 6.79 | 4.59 | 4.21 | 5.08 | 8.08 | 20.34 | 2.44 |
| Yield(%) | NA | 3.60 | 2.82 | 2.75 | 2.65 | NA | NA | 2.49 | NA | 1.14 | 3.16 | 2.23 | 2.47 | 1.87 | 3.28 | 2.60 | 2.87 | 2.67 | 2.20 | 2.72 | 2.66 | 3.18 | 3.09 | 3.07 | 2.81 | 1.96 | 2.55 | 2.68 | 1.95 | 1.45 | 1.23 | 1.16 | 2.36 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MPIQ Core ETFs 2 Strategic Asset Allocation - Optimal Moderate |
-8.24%
Feb 2006 - Feb 2009 |
-2.69%
Feb 2004 - Feb 2009 |
3.78%
Dec 2001 - Dec 2011 |
3.62%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MPIQ Core ETFs 2 Strategic Asset Allocation - Optimal Moderate |
18.43%
Feb 2009 - Feb 2012 |
14.52%
Feb 2009 - Feb 2014 |
9.64%
Feb 2009 - Feb 2019 |
8.13%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart