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-PID-PIZ Tactical Asset Allocation Moderate | NA | 10.05% | 0.16% | 5.38% | 3.15% | 5.20% | 7.27% | … | … |
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-PID-PIZ 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 | 10.05 | 0.16 | 5.38 | 3.15 | 5.20 | 7.27 | … | … | -0.12 | 0.90 | 2.04 | -7.45 | 18.95 | 8.08 | 14.28 | -8.88 | 6.47 | -0.60 | -4.49 | 5.80 | 14.06 | 12.91 | 5.07 | 6.13 | 15.56 | 4.87 | 24.02 | 15.99 | 8.02 | 13.67 | 18.98 | -5.09 | 2.31 |
| Sharpe Ratio | NA | -0.69 | -0.48 | 0.13 | 0.08 | NA | NA | … | … | -0.06 | -0.77 | -0.24 | -0.61 | 1.99 | 0.55 | 2.18 | -1.15 | 1.09 | -0.11 | -0.51 | 0.83 | 1.83 | 1.83 | 0.42 | 0.52 | 1.24 | 0.88 | 1.49 | 1.32 | 0.66 | 1.55 | 2.41 | -1.06 | 0.01 |
| Standard Deviation(%) | NA | 7.42 | 10.74 | 11.31 | 9.58 | NA | NA | … | … | 3.28 | 7.43 | 9.31 | 14.38 | 9.50 | 14.27 | 5.91 | 8.89 | 5.34 | 7.46 | 8.88 | 6.99 | 7.68 | 7.01 | 12.13 | 11.58 | 12.48 | 4.49 | 14.08 | 9.64 | 8.85 | 8.19 | 7.58 | 5.88 | 0.05 |
| Draw Down(%) | NA | 6.32 | 16.79 | 19.50 | 19.50 | NA | NA | … | … | 0.49 | 6.32 | 7.22 | 16.44 | 4.95 | 19.50 | 2.71 | 15.40 | 3.09 | 7.32 | 11.55 | 6.62 | 7.58 | 5.13 | 11.08 | 8.53 | 5.81 | 4.14 | 10.02 | 10.92 | 5.88 | 8.05 | 3.10 | 8.62 | 0.00 |
| Yield(%) | NA | 4.10 | 3.41 | 2.93 | 2.52 | NA | NA | … | … | NA | 0.73 | 3.81 | 3.40 | 2.80 | 1.81 | 2.95 | 1.97 | 2.19 | 1.69 | 2.16 | 2.49 | 1.92 | 2.46 | 2.73 | 2.53 | 3.72 | 3.31 | 4.07 | 3.78 | 4.17 | 2.96 | 1.63 | 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 401K ETF Clone-PID-PIZ Tactical Asset Allocation Moderate |
-1.60%
Dec 2021 – Dec 2024 |
-1.32%
Mar 2015 – Mar 2020 |
2.57%
Dec 2014 – Dec 2024 |
4.58%
Dec 2009 – Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Morningstar 401K ETF Clone-PID-PIZ Tactical Asset Allocation Moderate |
18.43%
Oct 2004 – Oct 2007 |
16.23%
Mar 2003 – Mar 2008 |
12.96%
Apr 2003 – Apr 2013 |
9.77%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart