Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MDU RESOURCES GROUP, INC.401(k) RETIREMENT PLAN Tactical Asset Allocation Moderate | NA | 1.69% | 1.61% | 3.86% | 4.15% | 5.06% | NA | … | … |
Data as of 09/30/2020, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MDU RESOURCES GROUP, INC.401(k) RETIREMENT PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 12/14/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.73 | 1.69 | 1.61 | 3.86 | 4.15 | 5.06 | NA | … | … | 6.43 | 10.25 | -2.36 | 7.62 | 5.40 | -1.43 | 1.45 | 13.21 | 1.39 | 3.14 | 3.63 | 11.51 | 0.42 | 10.02 | 11.41 | 5.32 | 8.28 | 12.04 | 1.12 | 5.54 |
| Sharpe Ratio | NA | 0.85 | 0.49 | 0.73 | 0.64 | NA | NA | … | … | 0.71 | 2.15 | -0.47 | 1.38 | 1.11 | -0.33 | 0.26 | 1.99 | 0.23 | 0.33 | 0.37 | 1.51 | -0.12 | 0.76 | 1.12 | 0.50 | 0.92 | 2.12 | 0.00 | 0.96 |
| Standard Deviation(%) | NA | 8.53 | 7.12 | 6.29 | 6.43 | NA | NA | … | … | 8.70 | 4.11 | 7.79 | 5.08 | 4.68 | 4.38 | 5.57 | 6.61 | 5.70 | 9.31 | 9.61 | 7.58 | 4.28 | 9.30 | 7.26 | 6.27 | 7.94 | 5.34 | 3.97 | 3.37 |
| Draw Down(%) | NA | 13.02 | 13.02 | 13.02 | 13.02 | NA | NA | … | … | 13.02 | 3.18 | 7.89 | 4.74 | 3.96 | 4.15 | 5.31 | 4.79 | 6.05 | 6.33 | 8.07 | 3.87 | 6.59 | 6.84 | 8.45 | 4.98 | 6.62 | 3.09 | 4.45 | 2.56 |
| Yield(%) | NA | 3.73 | 4.44 | 4.05 | 3.88 | NA | NA | … | … | 2.43 | 6.60 | 4.49 | 0.08 | 5.66 | 2.46 | 4.22 | 4.33 | 2.90 | 4.39 | 3.21 | 3.27 | 2.97 | 5.38 | 5.73 | 4.01 | 3.57 | 2.23 | 2.78 | 4.90 |
Data as of 09/30/2020, 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 |
|---|---|---|---|---|
| MDU RESOURCES GROUP, INC.401(k) RETIREMENT PLAN Tactical Asset Allocation Moderate |
0.73%
Oct 2017 – Oct 2020 |
1.82%
Mar 2015 – Mar 2020 |
3.00%
Mar 2010 – Mar 2020 |
4.75%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MDU RESOURCES GROUP, INC.401(k) RETIREMENT PLAN Tactical Asset Allocation Moderate |
11.31%
Oct 2004 – Oct 2007 |
10.16%
Oct 2002 – Oct 2007 |
7.28%
Apr 2001 – Apr 2011 |
6.46%
Oct 2002 – Oct 2017 |
Annualized Rolling Returns Comparison Chart