Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| M I Retirement Plan Tactical Asset Allocation Moderate | NA | -15.91% | -8.13% | 3.25% | 5.13% | 7.72% | 8.22% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| M I Retirement Plan 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 (%) | -1.36 | -15.91 | -8.13 | 3.25 | 5.13 | 7.72 | 8.22 | … | … | 0.29 | 14.80 | 12.20 | -9.83 | 20.59 | 18.24 | 23.64 | -5.71 | 17.38 | 10.21 | -2.41 | 10.70 | 28.46 | 15.38 | -3.28 | 13.32 | 12.30 | 4.96 | 7.98 | 15.74 | 6.47 | 10.29 | 25.48 | -8.01 | -0.59 |
| Sharpe Ratio | NA | 0.14 | 0.04 | 0.25 | 0.32 | NA | NA | … | … | 0.04 | 0.13 | 0.76 | -0.70 | 1.40 | 0.72 | 1.66 | -0.46 | 2.49 | 0.87 | -0.19 | 0.88 | 2.62 | 1.21 | -0.15 | 0.84 | 1.06 | 0.40 | 0.41 | 1.42 | 0.59 | 1.33 | 2.60 | -1.20 | -0.49 |
| Standard Deviation(%) | NA | 61.95 | 37.47 | 31.74 | 24.05 | NA | NA | … | … | 5.97 | 61.97 | 10.44 | 16.07 | 14.66 | 24.91 | 13.39 | 15.11 | 6.73 | 11.56 | 13.13 | 12.21 | 10.84 | 12.67 | 22.53 | 15.77 | 11.48 | 10.12 | 12.23 | 8.78 | 7.25 | 7.05 | 9.55 | 7.61 | 5.91 |
| Draw Down(%) | NA | 36.46 | 36.46 | 36.46 | 36.46 | NA | NA | … | … | 0.47 | 36.46 | 9.46 | 16.17 | 5.53 | 25.83 | 7.78 | 19.63 | 3.07 | 7.53 | 13.38 | 7.69 | 5.70 | 10.55 | 20.31 | 14.13 | 8.63 | 6.60 | 8.22 | 9.83 | 4.86 | 6.08 | 4.55 | 11.24 | 6.52 |
| Yield(%) | NA | 3.95 | 5.83 | 6.70 | 5.10 | NA | NA | … | … | NA | 0.28 | 4.76 | 4.10 | 9.43 | 8.14 | 9.03 | 4.20 | 2.16 | 4.67 | 2.56 | 4.33 | 7.90 | 2.64 | 0.74 | 1.71 | 1.36 | 4.39 | 5.74 | 7.18 | 3.98 | 1.51 | 1.36 | 1.65 | 5.19 |
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 |
|---|---|---|---|---|
| M I Retirement Plan Tactical Asset Allocation Moderate |
-7.78%
Oct 2021 – Oct 2024 |
3.25%
Oct 2019 – Oct 2024 |
5.13%
Oct 2014 – Oct 2024 |
7.75%
Oct 2009 – Oct 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| M I Retirement Plan Tactical Asset Allocation Moderate |
20.80%
Dec 2018 – Dec 2021 |
15.13%
Oct 2016 – Oct 2021 |
13.16%
Dec 2011 – Dec 2021 |
11.58%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart