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 ETFs Asset Allocation Composite Moderate | NA | 14.67% | 4.59% | 6.34% | 6.37% | 7.52% | 7.58% | 6.89% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MPIQ ETFs 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 (%) | 1.17 | 14.67 | 4.59 | 6.34 | 6.37 | 7.52 | 7.58 | 6.89 | NA | 6.16 | 12.67 | -8.80 | 12.59 | 5.42 | 17.35 | -2.43 | 13.39 | 6.96 | 0.96 | 11.94 | 6.13 | 13.35 | 3.01 | 12.96 | 9.76 | 11.09 | 9.09 | 8.23 | 0.43 | 4.26 | 18.84 | -9.53 | -2.44 |
| Sharpe Ratio | NA | 0.23 | 0.16 | 0.35 | 0.44 | NA | NA | 0.59 | 0.29 | -0.06 | 1.14 | -0.95 | 1.63 | 0.26 | 2.64 | -0.43 | 2.83 | 0.75 | 0.10 | 1.90 | 0.77 | 1.97 | 0.25 | 1.30 | 1.06 | 1.54 | 0.57 | 0.83 | -0.28 | 0.44 | 2.10 | -1.91 | -0.72 |
| Standard Deviation(%) | NA | 7.10 | 8.49 | 11.54 | 9.90 | NA | NA | 8.87 | 6.80 | 7.29 | 7.40 | 10.73 | 7.72 | 19.78 | 6.04 | 8.72 | 4.51 | 8.95 | 9.82 | 6.29 | 7.96 | 6.74 | 11.89 | 9.89 | 9.11 | 6.62 | 10.64 | 6.00 | 6.23 | 7.62 | 8.65 | 5.57 | 6.60 |
| Draw Down(%) | NA | 4.71 | 11.81 | 21.99 | 24.09 | NA | NA | 24.09 | 1.53 | 4.71 | 6.00 | 14.72 | 3.65 | 24.09 | 2.95 | 8.99 | 1.84 | 6.18 | 10.34 | 4.51 | 11.13 | 4.14 | 9.73 | 6.74 | 6.84 | 4.38 | 6.43 | 4.64 | 4.37 | 7.57 | 3.26 | 10.57 | 9.07 |
| Yield(%) | NA | 3.58 | 3.64 | 3.33 | 3.38 | NA | NA | 0.00 | NA | 1.03 | 3.57 | 4.05 | 2.91 | 2.31 | 3.66 | 3.51 | 2.97 | 3.23 | 3.24 | 4.69 | 2.30 | 3.51 | 3.15 | 2.83 | 3.17 | 3.12 | 2.89 | 2.71 | 1.54 | 1.54 | 1.19 | 1.10 | 1.91 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MPIQ ETFs Asset Allocation Composite Moderate |
1.62%
Sep 2001 - Sep 2004 |
2.57%
May 2001 - May 2006 |
5.62%
Sep 2012 - Sep 2022 |
6.37%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MPIQ ETFs Asset Allocation Composite Moderate |
13.59%
May 2008 - May 2011 |
11.68%
May 2006 - May 2011 |
9.59%
Apr 2003 - Apr 2013 |
8.97%
May 2006 - May 2021 |
Annualized Rolling Returns Comparison Chart