Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MRG 401k Tactical Asset Allocation Moderate | NA | 14.68% | -1.40% | 4.32% | 3.65% | 5.33% | 6.66% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MRG 401k 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 (%) | -1.61 | 14.68 | -1.40 | 4.32 | 3.65 | 5.33 | 6.66 | … | … | 0.48 | -1.03 | 3.87 | -13.52 | 16.59 | 11.99 | 8.32 | -3.78 | 11.39 | 0.60 | -0.91 | 5.54 | 14.08 | 10.17 | -1.12 | 10.24 | 19.59 | -1.73 | 13.89 | 21.31 | 4.13 | 12.88 | 15.01 | 9.69 | 8.03 |
| Sharpe Ratio | NA | -0.60 | -0.76 | 0.06 | 0.17 | NA | NA | … | … | 0.04 | -0.76 | -0.05 | -1.50 | 1.79 | 1.30 | 1.37 | -0.68 | 2.39 | 0.08 | -0.16 | 0.96 | 2.14 | 1.79 | -0.12 | 0.85 | 2.09 | -0.42 | 1.04 | 2.19 | 0.31 | 2.10 | 3.49 | 2.00 | 1.19 |
| Standard Deviation(%) | NA | 9.99 | 9.26 | 9.25 | 7.68 | NA | NA | … | … | 10.57 | 10.04 | 7.62 | 9.94 | 9.28 | 9.06 | 5.04 | 7.53 | 4.50 | 4.85 | 6.04 | 5.75 | 6.55 | 5.65 | 9.29 | 11.92 | 9.31 | 6.27 | 10.43 | 8.23 | 6.28 | 5.68 | 4.10 | 4.29 | 4.79 |
| Draw Down(%) | NA | 9.46 | 17.83 | 19.20 | 19.20 | NA | NA | … | … | 0.89 | 9.41 | 7.63 | 14.12 | 4.12 | 10.67 | 2.60 | 9.60 | 2.39 | 3.15 | 5.80 | 4.36 | 5.75 | 4.28 | 10.35 | 8.56 | 4.66 | 6.64 | 7.73 | 6.60 | 4.76 | 5.81 | 2.61 | 4.37 | 3.15 |
| Yield(%) | NA | 7.02 | 6.67 | 6.24 | 4.87 | NA | NA | … | … | NA | 0.75 | 6.86 | 3.18 | 9.21 | 7.18 | 4.83 | 3.94 | 0.30 | 2.86 | 4.68 | 5.30 | 2.32 | 4.64 | 1.93 | 4.98 | 5.88 | 4.09 | 5.63 | 4.58 | 2.86 | 4.81 | 4.77 | 7.61 | 8.14 |
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 |
|---|---|---|---|---|
| MRG 401k Tactical Asset Allocation Moderate |
-3.85%
Dec 2021 – Dec 2024 |
1.85%
Mar 2015 – Mar 2020 |
2.92%
Oct 2013 – Oct 2023 |
4.53%
Dec 2009 – Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MRG 401k Tactical Asset Allocation Moderate |
15.50%
Oct 2004 – Oct 2007 |
14.22%
Oct 2002 – Oct 2007 |
11.93%
Apr 2001 – Apr 2011 |
9.10%
Jul 2001 – Jul 2016 |
Annualized Rolling Returns Comparison Chart