Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Morningstar 401K ETF Clone-US-Optimized Tactical Asset Allocation Moderate | NA | 9.47% | 0.23% | 6.71% | 3.45% | 4.70% | 6.55% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Morningstar 401K ETF Clone-US-Optimized 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 (%) | -0.91 | 9.47 | 0.23 | 6.71 | 3.45 | 4.70 | 6.55 | … | … | -0.08 | 0.76 | 1.75 | -6.73 | 17.45 | 17.14 | 6.58 | -7.78 | 3.83 | 5.23 | -5.69 | 2.97 | 13.45 | 9.23 | -1.22 | 10.09 | 15.07 | -3.14 | 20.26 | 19.10 | 9.45 | 8.69 | 15.37 | 1.50 | 3.51 |
| Sharpe Ratio | NA | -0.70 | -0.47 | 0.28 | 0.13 | NA | NA | … | … | -0.05 | -0.78 | -0.27 | -0.56 | 1.74 | 1.47 | 0.98 | -1.12 | 0.59 | 0.71 | -0.87 | 0.47 | 1.69 | 1.68 | -0.13 | 0.71 | 1.28 | -0.36 | 1.21 | 1.38 | 0.83 | 0.90 | 1.52 | 0.12 | 0.85 |
| Standard Deviation(%) | NA | 7.43 | 10.80 | 10.81 | 8.96 | NA | NA | … | … | 3.09 | 7.44 | 9.30 | 14.51 | 10.02 | 11.54 | 5.28 | 8.14 | 5.43 | 7.11 | 6.59 | 6.31 | 7.92 | 5.47 | 9.72 | 14.18 | 11.74 | 11.14 | 14.27 | 11.45 | 8.73 | 8.58 | 9.66 | 3.40 | 1.41 |
| Draw Down(%) | NA | 6.31 | 16.64 | 16.64 | 16.64 | NA | NA | … | … | 0.44 | 6.31 | 7.18 | 16.24 | 5.04 | 13.07 | 2.82 | 13.50 | 3.12 | 6.93 | 9.64 | 6.91 | 6.85 | 4.50 | 10.63 | 10.34 | 5.88 | 15.97 | 9.49 | 12.46 | 5.93 | 7.87 | 4.73 | 2.96 | 1.02 |
| Yield(%) | NA | 4.09 | 3.39 | 2.80 | 2.44 | NA | NA | … | … | NA | 0.70 | 3.82 | 3.37 | 2.65 | 1.83 | 2.69 | 1.45 | 0.44 | 2.84 | 2.45 | 3.15 | 1.61 | 3.18 | 1.80 | 2.41 | 3.06 | 2.48 | 2.77 | 1.83 | 2.57 | 2.28 | 1.48 | 1.19 | 2.28 |
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 401K ETF Clone-US-Optimized Tactical Asset Allocation Moderate |
-1.53%
Jul 2016 – Jul 2019 |
-0.82%
May 2014 – May 2019 |
2.58%
Apr 2010 – Apr 2020 |
3.94%
May 2008 – May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Morningstar 401K ETF Clone-US-Optimized Tactical Asset Allocation Moderate |
20.63%
May 2005 – May 2008 |
16.14%
Jun 2003 – Jun 2008 |
10.57%
Apr 2003 – Apr 2013 |
8.15%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart