Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| test_eqyun_plan_testmpiqe Strategic Asset Allocation – Optimal Moderate | NA | 7.37% | 3.27% | 6.02% | 7.25% | 7.01% | 7.17% | … | … |
Data as of 08/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| test_eqyun_plan_testmpiqe Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 11/08/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | 2.06 | 7.37 | 3.27 | 6.02 | 7.25 | 7.01 | 7.17 | … | … | 7.68 | -16.03 | 12.75 | 14.52 | 20.65 | -3.81 | 15.14 | 8.41 | -0.88 | 9.13 | 13.31 | 11.59 | 2.21 | 12.47 | 23.59 | -24.08 | 9.72 | 12.71 | 6.77 | 9.84 | 21.08 | -8.71 | -2.12 |
| Sharpe Ratio | NA | 0.62 | 0.05 | 0.39 | 0.56 | NA | NA | … | … | 0.47 | -1.23 | 1.66 | 0.77 | 2.86 | -0.54 | 3.87 | 1.06 | -0.10 | 1.47 | 1.97 | 1.59 | 0.17 | 1.21 | 1.45 | -1.09 | 0.68 | 1.40 | 0.76 | 1.36 | 2.35 | -0.77 | -0.38 |
| Standard Deviation(%) | NA | 9.64 | 10.45 | 12.19 | 10.00 | NA | NA | … | … | 8.43 | 14.20 | 7.68 | 18.68 | 6.72 | 9.54 | 3.75 | 7.75 | 8.68 | 6.22 | 6.75 | 7.27 | 12.85 | 10.26 | 16.25 | 22.93 | 9.84 | 6.75 | 6.09 | 6.55 | 8.67 | 12.79 | 11.78 |
| Draw Down(%) | NA | 7.95 | 21.08 | 21.29 | 21.29 | NA | NA | … | … | 7.95 | 21.00 | 3.44 | 21.29 | 3.16 | 11.06 | 1.21 | 5.35 | 8.79 | 4.30 | 5.73 | 5.64 | 10.88 | 7.88 | 16.69 | 33.45 | 5.79 | 6.43 | 4.58 | 6.54 | 7.40 | 18.17 | 17.10 |
| Yield(%) | NA | 2.30 | 1.94 | 2.03 | 2.13 | NA | NA | … | … | 1.67 | 1.82 | 1.73 | 1.92 | 2.55 | 2.11 | 2.20 | 2.31 | 2.20 | 2.40 | 2.35 | 2.71 | 2.63 | 2.66 | 3.17 | 3.13 | 3.26 | 3.13 | 2.92 | 3.02 | 2.93 | 3.03 | 3.19 |
Data as of 08/31/2023, 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 |
|---|---|---|---|---|
| test_eqyun_plan_testmpiqe Strategic Asset Allocation – Optimal Moderate |
-6.68%
Feb 2006 – Feb 2009 |
-1.03%
Feb 2004 – Feb 2009 |
5.55%
Feb 2001 – Feb 2011 |
5.40%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| test_eqyun_plan_testmpiqe Strategic Asset Allocation – Optimal Moderate |
19.36%
Feb 2009 – Feb 2012 |
15.27%
Feb 2009 – Feb 2014 |
10.86%
Feb 2009 – Feb 2019 |
8.47%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart