Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Morningstar Retiree Portfolios Tactical Asset Allocation Moderate | NA | 20.66% | 1.84% | 5.78% | 3.32% | 4.48% | 6.16% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Morningstar Retiree Portfolios Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 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 (%) | -1.00 | 20.66 | 1.84 | 5.78 | 3.32 | 4.48 | 6.16 | … | … | 0.50 | 7.65 | 13.39 | -14.98 | 9.00 | 13.89 | -0.43 | -5.60 | 13.58 | 7.23 | -7.48 | 1.90 | 12.17 | 8.09 | 5.98 | 2.93 | 14.51 | -7.48 | 16.29 | 14.75 | 17.90 | 10.45 | 16.42 | 1.98 | 2.31 |
| Sharpe Ratio | NA | 0.26 | -0.19 | 0.26 | 0.18 | NA | NA | … | … | 0.07 | 0.13 | 1.07 | -1.12 | 0.97 | 1.21 | -0.36 | -0.88 | 2.10 | 1.07 | -1.32 | 0.28 | 1.54 | 1.63 | 1.15 | 0.29 | 1.26 | -1.26 | 0.86 | 0.82 | 1.49 | 1.24 | 2.52 | 0.19 | 0.01 |
| Standard Deviation(%) | NA | 7.98 | 10.84 | 10.63 | 8.76 | NA | NA | … | … | 5.98 | 8.03 | 8.56 | 14.67 | 9.23 | 11.29 | 5.14 | 7.82 | 6.17 | 6.58 | 5.69 | 6.78 | 7.89 | 4.93 | 5.20 | 9.70 | 11.46 | 6.68 | 15.56 | 13.94 | 10.54 | 7.69 | 6.24 | 4.73 | 0.05 |
| Draw Down(%) | NA | 4.34 | 20.34 | 21.76 | 23.13 | NA | NA | … | … | 0.42 | 4.34 | 8.25 | 21.18 | 4.38 | 15.13 | 6.75 | 12.43 | 2.33 | 3.82 | 8.16 | 5.86 | 5.61 | 3.67 | 3.39 | 8.35 | 5.54 | 9.77 | 9.57 | 15.35 | 7.27 | 6.40 | 3.17 | 5.78 | 0.00 |
| Yield(%) | NA | 2.69 | 3.08 | 2.52 | 2.30 | NA | NA | … | … | NA | 0.51 | 2.67 | 3.45 | 2.76 | 1.62 | 2.28 | 1.78 | 0.64 | 2.37 | 2.35 | 2.70 | 1.29 | 2.83 | 3.79 | 3.12 | 2.40 | 3.02 | 2.86 | 1.82 | 1.50 | 1.01 | 1.77 | 1.43 | 2.31 |
Data as of 10/31/2024, 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 |
|---|---|---|---|---|
| Morningstar Retiree Portfolios Tactical Asset Allocation Moderate |
-1.52%
Mar 2017 – Mar 2020 |
-1.15%
Sep 2017 – Sep 2022 |
1.74%
Oct 2013 – Oct 2023 |
2.62%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Morningstar Retiree Portfolios Tactical Asset Allocation Moderate |
20.83%
Oct 2004 – Oct 2007 |
16.62%
Oct 2002 – Oct 2007 |
10.11%
Jul 2003 – Jul 2013 |
8.52%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart