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 Strategic Asset Allocation – Optimal Moderate | NA | 0.95% | -2.04% | 5.09% | 5.83% | 6.90% | 5.88% | … | … |
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 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 (%) | -0.56 | 0.95 | -2.04 | 5.09 | 5.83 | 6.90 | 5.88 | … | … | 0.89 | 8.28 | 13.20 | -9.59 | 8.34 | 19.20 | 18.33 | -2.96 | 15.79 | 5.40 | 2.41 | 3.71 | 18.95 | 10.33 | -2.14 | 10.92 | 20.55 | -24.14 | 6.10 | 11.62 | 5.77 | 10.85 | 20.16 | -12.97 | 1.22 |
| Sharpe Ratio | NA | 0.10 | 0.00 | 0.29 | 0.43 | NA | NA | … | … | 0.11 | 0.06 | 1.08 | -0.77 | 0.85 | 1.01 | 2.05 | -0.41 | 3.30 | 0.60 | 0.26 | 0.50 | 2.58 | 1.18 | -0.14 | 0.90 | 1.22 | -1.11 | 0.31 | 1.09 | 0.59 | 1.40 | 2.14 | -1.07 | -0.10 |
| Standard Deviation(%) | NA | 28.92 | 19.24 | 17.64 | 13.83 | NA | NA | … | … | 7.33 | 28.93 | 8.30 | 14.27 | 9.73 | 18.75 | 8.27 | 10.45 | 4.59 | 8.71 | 9.31 | 7.33 | 7.33 | 8.68 | 15.76 | 12.00 | 16.74 | 22.56 | 9.98 | 7.67 | 6.09 | 7.06 | 9.12 | 13.11 | 11.47 |
| Draw Down(%) | NA | 18.96 | 18.96 | 19.75 | 19.75 | NA | NA | … | … | 0.43 | 18.96 | 7.66 | 16.56 | 5.32 | 19.75 | 4.95 | 11.75 | 1.18 | 7.92 | 8.63 | 5.22 | 4.27 | 7.70 | 15.20 | 9.54 | 16.57 | 32.75 | 6.79 | 8.67 | 4.11 | 5.88 | 8.55 | 21.33 | 15.66 |
| Yield(%) | NA | 3.95 | 5.24 | 4.25 | 3.24 | NA | NA | … | … | NA | 0.66 | 4.10 | 5.75 | 4.66 | 2.59 | 3.43 | 3.17 | 0.37 | 1.90 | 3.43 | 2.12 | 3.97 | 1.31 | 0.79 | 0.94 | 1.21 | 3.58 | 5.00 | 5.57 | 4.16 | 1.34 | 0.87 | 1.03 | 2.04 |
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 Strategic Asset Allocation – Optimal Moderate |
-8.19%
Feb 2006 – Feb 2009 |
-1.79%
Feb 2004 – Feb 2009 |
3.72%
Dec 2001 – Dec 2011 |
4.53%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| M I Retirement Plan Strategic Asset Allocation – Optimal Moderate |
15.76%
Feb 2009 – Feb 2012 |
14.19%
Feb 2009 – Feb 2014 |
10.10%
Feb 2009 – Feb 2019 |
9.50%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart