Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MARSHALL & ILSLEY CORPORATION FORM 11-K – M&I RETIREMENT PROGRAM Tactical Asset Allocation Moderate | NA | -7.70% | 4.51% | 6.29% | 7.93% | 8.26% | 8.55% | … | … |
Data as of 12/30/2022, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MARSHALL & ILSLEY CORPORATION FORM 11-K – M&I RETIREMENT PROGRAM Tactical Asset Allocation Moderate | 12/31/2000 | 03/02/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | 0.22 | -7.70 | 4.51 | 6.29 | 7.93 | 8.26 | 8.55 | … | … | 5.45 | -7.63 | 5.15 | 17.36 | 21.35 | -1.42 | 11.86 | 8.75 | 0.72 | 6.50 | 20.54 | 13.22 | 1.05 | 10.12 | 20.88 | 0.63 | 13.91 | 10.99 | 3.72 | 9.78 | 8.66 | 0.87 | -3.57 |
| Sharpe Ratio | NA | 0.04 | 0.40 | 0.48 | 0.68 | NA | NA | … | … | 0.60 | -0.65 | 0.49 | 0.86 | 2.47 | -0.26 | 2.16 | 0.94 | 0.07 | 0.76 | 2.67 | 1.55 | 0.07 | 0.94 | 2.31 | -0.12 | 1.06 | 0.89 | 0.23 | 1.12 | 1.12 | -0.05 | -1.13 |
| Standard Deviation(%) | NA | 13.09 | 15.13 | 13.15 | 11.02 | NA | NA | … | … | 7.25 | 13.88 | 10.53 | 19.92 | 8.06 | 10.51 | 5.19 | 9.06 | 9.83 | 8.55 | 7.68 | 8.48 | 15.09 | 10.72 | 9.01 | 2.32 | 10.34 | 8.67 | 6.65 | 7.87 | 7.09 | 4.40 | 5.22 |
| Draw Down(%) | NA | 13.49 | 18.70 | 22.27 | 22.27 | NA | NA | … | … | 1.76 | 16.16 | 5.62 | 22.27 | 3.38 | 12.64 | 2.50 | 7.19 | 8.58 | 5.03 | 3.92 | 6.54 | 15.28 | 8.21 | 4.45 | 3.13 | 7.31 | 9.40 | 5.10 | 6.85 | 6.60 | 4.48 | 9.32 |
| Yield(%) | NA | 11.93 | 8.75 | 6.58 | 6.77 | NA | NA | … | … | 1.74 | 9.75 | 8.37 | 6.25 | 3.08 | 3.65 | 5.37 | 4.55 | 8.62 | 10.65 | 6.45 | 4.65 | 2.14 | 3.44 | 2.04 | 2.42 | 6.67 | 4.22 | 1.99 | 4.67 | 2.89 | 4.90 | 3.04 |
Data as of 12/30/2022, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MARSHALL & ILSLEY CORPORATION FORM 11-K – M&I RETIREMENT PROGRAM Tactical Asset Allocation Modera |
2.92%
Sep 2019 – Sep 2022 |
4.44%
Mar 2015 – Mar 2020 |
7.07%
Sep 2012 – Sep 2022 |
7.43%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MARSHALL & ILSLEY CORPORATION FORM 11-K – M&I RETIREMENT PROGRAM Tactical Asset Allocation Modera |
14.91%
Sep 2011 – Sep 2014 |
13.25%
Feb 2009 – Feb 2014 |
10.74%
Sep 2003 – Sep 2013 |
10.28%
May 2006 – May 2021 |
Annualized Rolling Returns Comparison Chart