Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MORGANFRANKLIN 401K PLAN Tactical Asset Allocation Moderate | NA | -2.57% | 2.70% | 1.76% | 1.50% | 5.21% | 6.89% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MORGANFRANKLIN 401K PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | -0.38 | -2.57 | 2.70 | 1.76 | 1.50 | 5.21 | 6.89 | … | … | -2.38 | 6.16 | -14.15 | 14.94 | 15.10 | 2.83 | -6.96 | 12.65 | 4.48 | -6.35 | -2.16 | 10.97 | 10.25 | 0.17 | 14.85 | 30.33 | -2.41 | 16.78 | 17.53 | 11.44 | 16.10 | 22.00 | 4.11 | 8.57 |
| Sharpe Ratio | NA | -0.22 | -0.15 | 0.26 | 0.20 | NA | NA | … | … | -0.28 | 0.25 | -1.54 | 1.40 | 1.52 | 0.26 | -1.13 | 2.22 | 0.70 | -0.96 | -0.27 | 1.51 | 1.77 | 0.01 | 1.19 | 3.19 | -0.56 | 1.14 | 1.46 | 1.30 | 1.83 | 4.32 | 0.71 | 1.53 |
| Standard Deviation(%) | NA | 8.16 | 9.45 | 9.03 | 7.81 | NA | NA | … | … | 9.56 | 7.77 | 10.07 | 10.66 | 9.80 | 5.43 | 7.30 | 5.40 | 6.13 | 6.63 | 8.12 | 7.22 | 5.76 | 9.94 | 12.39 | 9.49 | 5.94 | 12.08 | 9.79 | 7.15 | 8.29 | 4.93 | 4.21 | 4.08 |
| Draw Down(%) | NA | 8.51 | 17.67 | 17.67 | 17.67 | NA | NA | … | … | 3.73 | 8.51 | 15.24 | 4.92 | 10.97 | 3.14 | 13.27 | 2.72 | 4.96 | 9.18 | 7.16 | 6.49 | 4.77 | 9.87 | 8.59 | 4.68 | 5.97 | 10.22 | 13.82 | 6.12 | 12.21 | 1.74 | 6.02 | 2.45 |
| Yield(%) | NA | 3.64 | 4.06 | 4.17 | 3.47 | NA | NA | … | … | 0.01 | 3.81 | 2.16 | 6.25 | 6.92 | 1.78 | 1.87 | 0.32 | 3.86 | 2.69 | 5.13 | 7.31 | 4.12 | 3.35 | 3.90 | 4.03 | 3.61 | 5.80 | 4.54 | 3.23 | 3.29 | 4.27 | 3.73 | 6.86 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| MORGANFRANKLIN 401K PLAN Tactical Asset Allocation Moderate |
-1.44%
Dec 2013 – Dec 2016 |
0.05%
Mar 2015 – Mar 2020 |
1.50%
Oct 2013 – Oct 2023 |
4.78%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MORGANFRANKLIN 401K PLAN Tactical Asset Allocation Moderate |
19.70%
Jul 2004 – Jul 2007 |
18.09%
Oct 2002 – Oct 2007 |
14.01%
Apr 2001 – Apr 2011 |
10.27%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart