Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MGold Hedgeable Tactical Asset Allocation Moderate | NA | 13.94% | 4.33% | 8.47% | 3.31% | 2.69% | 5.49% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MGold Hedgeable 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 (%) | -1.06 | 13.94 | 4.33 | 8.47 | 3.31 | 2.69 | 5.49 | … | … | 0.54 | 6.46 | 7.02 | -2.50 | 13.71 | 13.48 | 4.48 | -5.72 | 1.21 | 4.82 | -9.85 | 0.12 | 14.49 | -13.30 | -4.05 | 8.69 | 23.69 | -7.68 | 23.44 | 19.09 | 14.34 | 12.21 | 23.90 | -7.83 | 2.31 |
| Sharpe Ratio | NA | 0.13 | -0.03 | 0.50 | 0.17 | NA | NA | … | … | 0.05 | -0.01 | 0.38 | -0.41 | 1.16 | 1.17 | 0.59 | -0.99 | 0.06 | 0.74 | -1.56 | 0.02 | 2.43 | -0.71 | -0.46 | 0.77 | 1.98 | -0.88 | 1.56 | 1.32 | 1.71 | 1.62 | 4.11 | -1.80 | 0.01 |
| Standard Deviation(%) | NA | 9.33 | 8.82 | 10.03 | 8.64 | NA | NA | … | … | 10.02 | 9.36 | 7.35 | 9.55 | 11.83 | 11.37 | 5.18 | 7.10 | 9.37 | 6.22 | 6.32 | 5.73 | 5.95 | 18.89 | 8.96 | 11.16 | 11.94 | 9.82 | 13.14 | 12.03 | 7.13 | 6.97 | 5.65 | 4.98 | 0.05 |
| Draw Down(%) | NA | 6.64 | 11.16 | 13.08 | 16.12 | NA | NA | … | … | 0.91 | 6.64 | 5.76 | 10.49 | 8.56 | 13.08 | 4.00 | 10.97 | 8.14 | 4.90 | 10.92 | 5.99 | 4.41 | 20.13 | 11.14 | 8.12 | 4.87 | 13.76 | 10.46 | 15.41 | 5.40 | 7.05 | 3.51 | 9.88 | 0.00 |
| Yield(%) | NA | 2.57 | 6.82 | 5.09 | 3.47 | NA | NA | … | … | NA | 0.73 | 2.56 | 9.98 | 8.13 | 2.77 | 2.61 | 1.87 | 0.61 | 3.03 | 1.50 | 2.21 | 2.76 | 2.77 | 4.95 | 3.65 | 3.69 | 2.54 | 2.97 | 5.40 | 2.24 | 1.37 | 1.03 | 0.89 | 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 |
|---|---|---|---|---|
| MGold Hedgeable Tactical Asset Allocation Moderate |
-4.71%
Jun 2014 – Jun 2017 |
-3.53%
Apr 2011 – Apr 2016 |
-0.84%
Mar 2010 – Mar 2020 |
1.91%
Feb 2008 – Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MGold Hedgeable Tactical Asset Allocation Moderate |
21.94%
Oct 2004 – Oct 2007 |
19.94%
Feb 2003 – Feb 2008 |
11.06%
Apr 2001 – Apr 2011 |
6.91%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart