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 Strategic Asset Allocation – Optimal Moderate | NA | 21.74% | -0.66% | 3.02% | 3.45% | 5.28% | 5.52% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MORGANFRANKLIN 401K PLAN Strategic Asset Allocation – Optimal 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 (%) | -1.14 | 21.74 | -0.66 | 3.02 | 3.45 | 5.28 | 5.52 | … | … | 0.17 | 5.72 | 9.75 | -16.33 | 4.63 | 13.15 | 13.40 | -6.46 | 10.63 | 1.97 | -0.86 | 3.14 | 11.83 | 12.83 | -3.29 | 15.05 | 30.30 | -26.04 | 10.23 | 16.62 | 8.11 | 14.69 | 27.95 | -6.44 | 2.82 |
| Sharpe Ratio | NA | 0.04 | -0.41 | 0.02 | 0.15 | NA | NA | … | … | 0.02 | -0.10 | 0.61 | -1.25 | 0.49 | 0.73 | 1.58 | -0.83 | 2.05 | 0.21 | -0.11 | 0.45 | 1.60 | 1.64 | -0.22 | 1.21 | 1.66 | -1.21 | 0.70 | 1.84 | 0.75 | 1.80 | 3.03 | -0.67 | 0.04 |
| Standard Deviation(%) | NA | 8.63 | 10.91 | 12.31 | 10.29 | NA | NA | … | … | 7.15 | 8.70 | 8.95 | 14.17 | 9.37 | 17.66 | 7.59 | 9.34 | 4.87 | 8.50 | 7.94 | 6.88 | 7.36 | 7.79 | 15.27 | 12.40 | 18.20 | 22.34 | 10.38 | 7.24 | 7.97 | 7.64 | 8.99 | 11.34 | 12.19 |
| Draw Down(%) | NA | 6.53 | 22.69 | 26.10 | 26.10 | NA | NA | … | … | 0.64 | 6.45 | 9.54 | 23.39 | 6.12 | 23.21 | 4.77 | 12.95 | 3.91 | 7.96 | 8.89 | 5.60 | 7.88 | 6.80 | 16.43 | 9.56 | 15.81 | 37.64 | 7.69 | 7.58 | 5.19 | 8.35 | 7.20 | 18.04 | 16.70 |
| Yield(%) | NA | 2.15 | 3.29 | 3.90 | 3.43 | NA | NA | … | … | NA | 0.56 | 1.98 | 4.34 | 2.74 | 7.40 | 2.05 | 3.97 | 0.39 | 2.33 | 3.75 | 4.65 | 5.20 | 2.99 | 3.38 | 3.48 | 2.84 | 2.79 | 5.66 | 3.95 | 7.20 | 4.21 | 2.72 | 2.67 | 1.87 |
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 |
|---|---|---|---|---|
| MORGANFRANKLIN 401K PLAN Strategic Asset Allocation – Optimal Moderate |
-6.84%
Feb 2006 – Feb 2009 |
-0.87%
Sep 2017 – Sep 2022 |
1.94%
Oct 2013 – Oct 2023 |
2.80%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MORGANFRANKLIN 401K PLAN Strategic Asset Allocation – Optimal Moderate |
20.08%
Mar 2003 – Mar 2006 |
16.49%
Oct 2002 – Oct 2007 |
10.16%
Mar 2003 – Mar 2013 |
8.45%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart