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-90Day-RP Tactical Asset Allocation Moderate | NA | 7.04% | 3.40% | 8.08% | 5.13% | 5.95% | 7.76% | … | … |
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-90Day-RP 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 (%) | -0.94 | 7.04 | 3.40 | 8.08 | 5.13 | 5.95 | 7.76 | … | … | 0.37 | 4.10 | 3.38 | -1.72 | 19.37 | 15.00 | 13.10 | -6.50 | 6.67 | 3.58 | -4.89 | 4.62 | 10.89 | 8.67 | -2.41 | 11.61 | 24.08 | -1.59 | 19.73 | 18.29 | 9.62 | 9.96 | 15.37 | -5.71 | 0.78 |
| Sharpe Ratio | NA | -0.19 | -0.18 | 0.56 | 0.40 | NA | NA | … | … | 0.03 | -0.27 | -0.12 | -0.32 | 2.00 | 1.34 | 2.28 | -1.04 | 0.99 | 0.49 | -0.73 | 0.77 | 1.42 | 1.52 | -0.21 | 0.79 | 1.84 | -0.27 | 1.17 | 1.33 | 0.85 | 1.09 | 1.52 | -1.05 | -0.64 |
| Standard Deviation(%) | NA | 9.14 | 8.78 | 9.46 | 8.13 | NA | NA | … | … | 9.66 | 9.17 | 7.44 | 9.62 | 9.66 | 11.00 | 5.13 | 7.50 | 6.09 | 6.88 | 6.78 | 6.01 | 7.66 | 5.66 | 11.76 | 14.52 | 13.01 | 9.32 | 14.36 | 11.27 | 8.78 | 8.30 | 9.66 | 6.47 | 2.40 |
| Draw Down(%) | NA | 7.14 | 9.93 | 13.99 | 13.99 | NA | NA | … | … | 0.72 | 7.14 | 5.80 | 9.93 | 5.10 | 13.99 | 2.68 | 11.51 | 3.18 | 7.05 | 9.76 | 6.43 | 7.43 | 4.24 | 12.39 | 10.02 | 5.88 | 11.05 | 9.62 | 12.62 | 5.73 | 7.63 | 4.73 | 9.68 | 2.93 |
| Yield(%) | NA | 4.46 | 3.25 | 2.80 | 2.48 | NA | NA | … | … | NA | 1.12 | 3.87 | 2.58 | 2.61 | 1.76 | 3.19 | 1.41 | 0.48 | 3.07 | 2.62 | 3.20 | 1.65 | 3.33 | 2.07 | 2.43 | 3.24 | 2.64 | 2.69 | 1.82 | 2.72 | 2.40 | 1.48 | 1.09 | 2.17 |
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-90Day-RP Tactical Asset Allocation Moderate |
-0.35%
Jun 2014 – Jun 2017 |
0.55%
Dec 2013 – Dec 2018 |
3.33%
Apr 2010 – Apr 2020 |
5.45%
Dec 2009 – Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Morningstar 401K ETF Clone-US-Optimized-90Day-RP Tactical Asset Allocation Moderate |
19.61%
Apr 2005 – Apr 2008 |
16.32%
Apr 2005 – Apr 2010 |
11.45%
Apr 2003 – Apr 2013 |
8.84%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart