Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MBIA Inc. 401(k) Plan Tactical Asset Allocation Moderate | NA | 6.62% | 4.91% | 5.83% | 4.86% | 7.10% | 7.63% | … | … |
Data as of 11/30/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MBIA Inc. 401(k) Plan Tactical Asset Allocation Moderate | 12/31/2000 | 02/28/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | -0.09 | 6.62 | 4.91 | 5.83 | 4.86 | 7.10 | 7.63 | … | … | -0.07 | 13.27 | -12.64 | 16.92 | 8.83 | 12.10 | -2.34 | 9.30 | 6.74 | -1.45 | 3.59 | 11.28 | 10.50 | -1.11 | 13.95 | 27.54 | -3.16 | 11.09 | 20.06 | 6.79 | 9.92 | 26.73 | 5.92 | 8.04 |
| Sharpe Ratio | NA | 0.91 | 0.20 | 0.58 | 0.52 | NA | NA | … | … | -0.07 | 1.16 | -1.49 | 1.77 | 0.97 | 2.27 | -0.49 | 1.54 | 1.30 | -0.22 | 0.60 | 1.53 | 2.26 | -0.10 | 1.14 | 2.67 | -0.80 | 0.76 | 2.13 | 0.77 | 1.29 | 3.92 | 1.05 | 1.16 |
| Standard Deviation(%) | NA | 7.81 | 8.80 | 8.40 | 7.34 | NA | NA | … | … | 9.05 | 7.75 | 9.44 | 9.54 | 8.89 | 4.71 | 7.45 | 5.62 | 5.02 | 6.79 | 5.96 | 7.36 | 4.63 | 11.15 | 12.20 | 10.28 | 5.09 | 10.63 | 7.90 | 6.02 | 6.94 | 6.63 | 4.57 | 4.93 |
| Draw Down(%) | NA | 6.42 | 13.52 | 13.52 | 13.52 | NA | NA | … | … | 2.37 | 6.42 | 13.52 | 3.95 | 11.14 | 2.53 | 7.87 | 3.34 | 3.52 | 7.76 | 4.94 | 7.46 | 3.83 | 11.49 | 9.62 | 5.62 | 8.07 | 7.40 | 6.06 | 4.70 | 6.23 | 2.82 | 4.41 | 3.70 |
| Yield(%) | NA | 3.22 | 3.69 | 4.79 | 4.08 | NA | NA | … | … | 0.13 | 3.37 | 3.43 | 4.20 | 5.29 | 7.73 | 2.32 | 0.40 | 5.37 | 3.31 | 5.47 | 4.35 | 4.72 | 2.46 | 5.38 | 5.46 | 3.65 | 4.71 | 5.84 | 4.27 | 5.61 | 5.49 | 5.95 | 7.87 |
Data as of 11/30/2023, 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 |
|---|---|---|---|---|
| MBIA Inc. 401(k) Plan Tactical Asset Allocation Moderate |
1.10%
Oct 2017 – Oct 2020 |
3.07%
Apr 2011 – Apr 2016 |
4.44%
Oct 2013 – Oct 2023 |
6.21%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MBIA Inc. 401(k) Plan Tactical Asset Allocation Moderate |
16.01%
Mar 2003 – Mar 2006 |
15.84%
Oct 2002 – Oct 2007 |
13.02%
Apr 2001 – Apr 2011 |
10.11%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart