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 Asset Allocation Composite Moderate | NA | 16.01% | -0.25% | 2.64% | 4.86% | 6.37% | 6.41% | 6.62% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MPIQ Core ETFs 2 Asset Allocation Composite 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 (%) | 1.36 | 16.01 | -0.25 | 2.64 | 4.86 | 6.37 | 6.41 | 6.62 | NA | 6.70 | 6.88 | -17.66 | 14.44 | 0.80 | 21.18 | -3.53 | 13.27 | 8.43 | -0.28 | 11.73 | 7.53 | 16.17 | 1.84 | 9.05 | 15.13 | -1.86 | 2.33 | 13.03 | 4.68 | 8.00 | 15.14 | 1.11 | 2.31 |
| Sharpe Ratio | NA | 0.40 | -0.35 | 0.05 | 0.35 | NA | NA | 0.61 | 0.36 | 0.01 | 0.31 | -1.91 | 1.87 | 0.05 | 3.17 | -0.57 | 3.01 | 1.26 | -0.04 | 1.89 | 0.83 | 1.96 | 0.12 | 0.89 | 1.46 | -0.59 | -0.06 | 1.53 | 0.40 | 1.05 | 2.20 | 0.01 | 0.01 |
| Standard Deviation(%) | NA | 7.85 | 8.66 | 9.36 | 8.20 | NA | NA | 8.22 | 7.41 | 8.01 | 8.43 | 9.96 | 7.71 | 12.26 | 6.25 | 8.50 | 4.21 | 6.55 | 7.37 | 6.19 | 9.08 | 8.22 | 15.37 | 10.09 | 10.27 | 4.73 | 11.39 | 6.37 | 6.25 | 6.74 | 6.58 | 0.01 | 0.05 |
| Draw Down(%) | NA | 5.00 | 18.41 | 22.25 | 22.25 | NA | NA | 22.25 | 1.90 | 4.19 | 9.46 | 18.40 | 3.81 | 21.52 | 2.66 | 10.42 | 1.76 | 4.46 | 8.66 | 3.84 | 12.03 | 5.38 | 13.19 | 7.69 | 5.77 | 6.13 | 7.74 | 3.99 | 4.21 | 5.08 | 2.52 | 0.00 | 0.00 |
| Yield(%) | NA | 3.74 | 2.89 | 2.92 | 3.10 | NA | NA | 2.68 | NA | 1.11 | 3.33 | 2.24 | 2.68 | 2.29 | 3.37 | 3.26 | 3.11 | 3.72 | 3.11 | 3.49 | 2.62 | 3.92 | 3.18 | 2.58 | 3.16 | 0.81 | 2.78 | 2.99 | 1.95 | 1.45 | 1.17 | 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 Asset Allocation Composite Moderate |
-2.20%
Apr 2021 - Apr 2024 |
0.99%
Sep 2018 - Sep 2023 |
3.80%
Oct 2013 - Oct 2023 |
5.76%
Oct 2008 - Oct 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MPIQ Core ETFs 2 Asset Allocation Composite Moderate |
13.07%
Sep 2011 - Sep 2014 |
11.95%
Jun 2009 - Jun 2014 |
9.31%
Jun 2009 - Jun 2019 |
8.26%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart