Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 02/28/2025.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MPIQ Core ETFs Strategic Asset Allocation - Optimal Moderate | 2.72% | 9.28% | 5.55% | 6.69% | 5.25% | 6.39% | 5.74% | 5.65% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MPIQ Core ETFs Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 05/09/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 02/28/2025.
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 (%) | -0.30 | 9.28 | 5.55 | 6.69 | 5.25 | 6.39 | 5.74 | 5.65 | 2.72 | 8.15 | 13.02 | -11.41 | 12.07 | 5.20 | 16.06 | -5.46 | 14.24 | 5.84 | -1.41 | 5.54 | 10.11 | 12.88 | -0.09 | 12.34 | 23.76 | -23.00 | 8.06 | 12.05 | 4.42 | 7.91 | 18.08 | -12.02 | 9.58 |
| Sharpe Ratio | NA | -0.07 | 0.32 | 0.55 | 0.32 | NA | NA | 0.36 | 0.07 | 0.21 | 1.13 | -0.99 | 1.57 | 0.24 | 2.24 | -0.79 | 3.14 | 0.63 | -0.16 | 0.86 | 1.25 | 1.49 | -0.01 | 0.97 | 1.18 | -0.94 | 0.46 | 1.37 | 0.36 | 1.03 | 1.74 | -0.88 | 1.36 |
| Standard Deviation(%) | NA | 10.36 | 9.91 | 9.90 | 10.60 | NA | NA | 11.78 | 14.02 | 7.41 | 7.77 | 12.90 | 7.65 | 20.96 | 6.53 | 8.58 | 4.34 | 8.96 | 8.97 | 6.42 | 8.09 | 8.61 | 15.48 | 12.61 | 20.02 | 25.56 | 11.08 | 6.41 | 6.21 | 6.74 | 9.97 | 14.94 | 5.34 |
| Draw Down(%) | NA | 9.51 | 10.25 | 17.36 | 26.73 | NA | NA | 37.51 | 9.51 | 4.19 | 6.71 | 17.36 | 3.69 | 26.73 | 3.60 | 10.83 | 1.56 | 6.33 | 9.39 | 4.76 | 8.58 | 6.59 | 13.17 | 8.57 | 17.78 | 33.97 | 6.22 | 4.57 | 4.08 | 5.20 | 8.08 | 20.34 | 2.44 |
| Yield(%) | NA | 4.40 | 2.99 | 2.61 | 2.52 | NA | NA | 2.53 | NA | 1.41 | 3.77 | 1.90 | 2.12 | 1.56 | 2.72 | 2.20 | 2.62 | 2.71 | 2.32 | 2.36 | 2.32 | 3.21 | 3.10 | 3.12 | 2.68 | 2.93 | 3.17 | 3.04 | 2.29 | 1.81 | 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 Strategic Asset Allocation - Optimal Moderate |
-6.95%
Feb 2006 - Feb 2009 |
-1.98%
Feb 2004 - Feb 2009 |
4.20%
Oct 2013 - Oct 2023 |
3.93%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MPIQ Core ETFs Strategic Asset Allocation - Optimal Moderate |
18.68%
Feb 2009 - Feb 2012 |
14.49%
Feb 2009 - Feb 2014 |
9.50%
Feb 2009 - Feb 2019 |
8.16%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart