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-Top3 Tactical Asset Allocation Moderate | NA | 9.98% | 0.17% | 6.55% | 3.43% | 4.65% | 6.32% | … | … |
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-Top3 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 | 9.98 | 0.17 | 6.55 | 3.43 | 4.65 | 6.32 | … | … | -0.12 | 0.88 | 2.00 | -7.36 | 16.85 | 17.00 | 6.68 | -9.18 | 5.38 | 4.84 | -4.66 | 2.55 | 13.03 | 9.26 | -0.93 | 9.90 | 15.07 | -4.38 | 19.52 | 19.36 | 7.83 | 5.71 | 14.91 | 2.11 | 2.31 |
| Sharpe Ratio | NA | -0.69 | -0.48 | 0.26 | 0.13 | NA | NA | … | … | -0.05 | -0.77 | -0.24 | -0.61 | 1.71 | 1.46 | 0.99 | -1.28 | 0.88 | 0.65 | -0.72 | 0.39 | 1.66 | 1.67 | -0.10 | 0.70 | 1.28 | -0.47 | 1.12 | 1.29 | 0.66 | 0.53 | 1.44 | 0.96 | 0.01 |
| Standard Deviation(%) | NA | 7.43 | 10.75 | 10.74 | 8.92 | NA | NA | … | … | 3.26 | 7.43 | 9.31 | 14.40 | 9.85 | 11.52 | 5.33 | 8.21 | 5.39 | 7.11 | 6.53 | 6.41 | 7.83 | 5.51 | 9.62 | 14.05 | 11.74 | 11.21 | 14.75 | 12.44 | 8.64 | 9.03 | 9.89 | 1.05 | 0.05 |
| Draw Down(%) | NA | 6.32 | 16.77 | 16.77 | 17.29 | NA | NA | … | … | 0.48 | 6.32 | 7.19 | 16.42 | 4.96 | 13.12 | 2.82 | 14.95 | 2.83 | 6.94 | 9.10 | 7.17 | 7.10 | 4.73 | 10.64 | 10.16 | 5.88 | 16.10 | 9.17 | 13.95 | 7.12 | 9.28 | 4.47 | 0.80 | 0.00 |
| Yield(%) | NA | 4.10 | 3.40 | 2.82 | 2.42 | NA | NA | … | … | NA | 0.72 | 3.82 | 3.40 | 2.60 | 1.85 | 2.73 | 1.33 | 0.39 | 2.79 | 2.48 | 3.06 | 1.53 | 3.09 | 1.80 | 2.43 | 3.06 | 2.46 | 2.58 | 1.70 | 2.53 | 1.86 | 1.32 | 1.25 | 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 401K ETF Clone-US-Top3 Tactical Asset Allocation Moderate |
-1.71%
Jul 2016 – Jul 2019 |
-0.78%
May 2014 – May 2019 |
2.59%
Apr 2010 – Apr 2020 |
3.87%
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-Top3 Tactical Asset Allocation Moderate |
19.94%
May 2005 – May 2008 |
14.69%
Jun 2003 – Jun 2008 |
10.10%
Aug 2004 – Aug 2014 |
7.81%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart