Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PMI CORE Watch List Strategic Asset Allocation – Optimal Moderate | NA | 16.75% | 1.66% | 4.66% | 4.64% | 5.57% | 5.83% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PMI CORE Watch List 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 (%) | -1.27 | 16.75 | 1.66 | 4.66 | 4.64 | 5.57 | 5.83 | … | … | -0.05 | 4.48 | 12.97 | -13.02 | 7.05 | 10.37 | 16.30 | -6.92 | 11.71 | 7.12 | -0.66 | 3.55 | 5.63 | 11.23 | -0.70 | 12.51 | 23.95 | -22.22 | 11.30 | 14.26 | 10.87 | 14.13 | 28.23 | -7.97 | -4.36 |
| Sharpe Ratio | NA | -0.23 | -0.27 | 0.12 | 0.21 | NA | NA | … | … | -0.01 | -0.28 | 1.08 | -1.10 | 0.86 | 0.55 | 2.37 | -1.00 | 2.22 | 0.22 | -0.08 | 0.57 | 0.69 | 1.43 | -0.05 | 0.98 | 1.26 | -1.00 | 0.71 | 1.17 | 1.16 | 1.41 | 2.82 | -0.72 | -1.29 |
| Standard Deviation(%) | NA | 7.41 | 9.85 | 11.81 | 13.73 | NA | NA | … | … | 7.36 | 7.44 | 8.06 | 13.08 | 8.15 | 18.39 | 6.29 | 8.24 | 4.99 | 31.48 | 8.10 | 6.18 | 8.10 | 7.82 | 14.81 | 12.66 | 18.89 | 23.23 | 11.63 | 9.37 | 7.50 | 9.35 | 9.77 | 12.57 | 5.17 |
| Draw Down(%) | NA | 4.81 | 18.81 | 21.07 | 21.13 | NA | NA | … | … | 0.63 | 4.81 | 6.86 | 19.53 | 4.75 | 21.07 | 2.77 | 12.47 | 2.94 | 20.56 | 8.81 | 4.94 | 8.37 | 5.56 | 14.29 | 8.08 | 16.74 | 35.57 | 7.44 | 9.91 | 4.73 | 9.72 | 6.95 | 21.06 | 6.67 |
| Yield(%) | NA | 4.21 | 3.46 | 2.74 | 2.24 | NA | NA | … | … | NA | 1.09 | 3.82 | 3.34 | 2.20 | 1.29 | 1.95 | 1.70 | 0.38 | 2.57 | 2.00 | 2.30 | 1.89 | 2.43 | 2.84 | 2.75 | 3.35 | 2.55 | 2.75 | 2.47 | 2.78 | 1.65 | 1.04 | 1.07 | 1.85 |
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 |
|---|---|---|---|---|
| PMI CORE Watch List Strategic Asset Allocation – Optimal Moderate |
-6.00%
Feb 2006 – Feb 2009 |
1.28%
Sep 2017 – Sep 2022 |
3.20%
Sep 2012 – Sep 2022 |
3.33%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PMI CORE Watch List Strategic Asset Allocation – Optimal Moderate |
20.52%
Mar 2003 – Mar 2006 |
16.66%
Oct 2002 – Oct 2007 |
9.98%
Mar 2003 – Mar 2013 |
8.38%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart