Performance analysis of MDIV (MULTI-ASSET DIVERSIFIED INCOME INDEX FUND)
Annual Return
Over the past 3 years, MDIV has had an average annual return of +11.42%, underperforming the benchmark SPY, which returned +22.45% annual.
Over the past 5 years, MDIV has had an average annual return of +5.66%, underperforming the benchmark SPY, which returned +13.88% annual.
Over the past 10 years, MDIV has had an average annual return of +4.65%, underperforming the benchmark SPY, which returned +15.44% annual.
Since Aug 14, 2012, MDIV has had an average annual return of +4.78%, underperforming the benchmark SPY, which returned +14.91% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +7.68% | +3.77% | +10.04% | +11.51% | -3.87% | +16.49% | -14.88% | +18.56% | -5.76% | +5.62% | +11.20% | -7.73% |
| 2014 | 2013 | 2012 | |||||||||
| +8.07% | +10.68% | +0.64% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +3.61% | +2.45% | -1.47% | +3.60% | -0.26% | -0.37% | +7.68% | ||||||
| 2025 | +2.09% | +1.49% | -0.62% | -3.25% | +0.97% | +0.54% | +1.08% | +2.73% | -0.82% | -2.00% | +2.32% | -0.62% | +3.77% |
| 2024 | -0.48% | +0.64% | +2.49% | -0.82% | +1.81% | +0.12% | +4.01% | +1.71% | +1.63% | -1.43% | +4.31% | -4.05% | +10.04% |
| 2023 | +7.09% | -3.00% | -4.01% | +0.63% | -3.44% | +3.62% | +5.21% | -2.02% | -1.19% | -1.90% | +7% | +3.88% | +11.51% |
| 2022 | +1.29% | -0.94% | +2.59% | -3.31% | +3.46% | -8.58% | +8.39% | -2.71% | -8.20% | +6.26% | +3.14% | -3.75% | -3.87% |
| 2021 | +1.09% | +2.37% | +5.18% | +4.01% | +0.97% | +1.24% | -0.63% | -0.36% | -1.04% | +2.25% | -3.13% | +3.72% | +16.49% |
| 2020 | -2.42% | -8.37% | -28.88% | +15% | +3.42% | -0.34% | +2.35% | +2.04% | -4.61% | +0.85% | +10.25% | +1.96% | -14.88% |
| 2019 | +8.52% | +1.21% | +1.04% | +1.85% | -2.36% | +2.73% | +0.96% | -2.42% | +2.59% | +0.65% | +0.05% | +2.76% | +18.56% |
| 2018 | +0.67% | -4.46% | -0.49% | +1.71% | +1.98% | +0.25% | +2.18% | +0.84% | -0.40% | -2.73% | +0.04% | -5.18% | -5.76% |
| 2017 | +2.23% | +1.68% | -0.30% | +0.47% | -0.68% | +0.27% | +1.01% | -0.68% | +0.63% | -0.81% | +0.60% | +1.11% | +5.62% |
Drawdown analysis of MDIV (MULTI-ASSET DIVERSIFIED INCOME INDEX FUND)
The maximum drawdown for the MDIV was -48.51%, occurring on Mar 18, 2020. Recovery took 459 trading sessions.
The current MDIV drawdown is -1.14%.
Since Aug 14, 2012 MDIV has experienced the following drawdowns:
- 40% or more: 1 time
- 30% or more: 1 time
- 20% or more: 1 time
- 10% or more: 5 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -48.51% | Jan 16, 2020 | 42 | Mar 18, 2020 | 459 | Jan 11, 2022 | 501 |
| -19.82% | Aug 29, 2014 | 365 | Feb 11, 2016 | 138 | Aug 29, 2016 | 503 |
| -13.02% | Feb 2, 2023 | 34 | Mar 23, 2023 | 183 | Dec 13, 2023 | 217 |
| -12.63% | Apr 20, 2022 | 112 | Sep 29, 2022 | 86 | Feb 2, 2023 | 198 |
| -12.37% | Aug 21, 2018 | 86 | Dec 24, 2018 | 37 | Feb 19, 2019 | 123 |
| -9.61% | Nov 29, 2024 | 87 | Apr 8, 2025 | 94 | Aug 22, 2025 | 181 |
| -8.93% | Sep 7, 2016 | 42 | Nov 4, 2016 | 53 | Jan 24, 2017 | 95 |
| -8.17% | May 17, 2013 | 64 | Aug 19, 2013 | 145 | Mar 18, 2014 | 209 |
| -8.01% | Jan 23, 2018 | 42 | Mar 23, 2018 | 94 | Aug 7, 2018 | 136 |
| -6.37% | Oct 18, 2012 | 18 | Nov 15, 2012 | 31 | Jan 2, 2013 | 49 |
| -4.37% | Jan 14, 2022 | 26 | Feb 23, 2022 | 24 | Mar 29, 2022 | 50 |
| -4.13% | Jul 30, 2019 | 20 | Aug 27, 2019 | 13 | Sep 16, 2019 | 33 |
| -3.48% | Apr 1, 2024 | 11 | Apr 16, 2024 | 13 | May 3, 2024 | 24 |
| -3.39% | Aug 29, 2025 | 29 | Oct 10, 2025 | 61 | Jan 8, 2026 | 90 |
| -3.32% | Jul 1, 2014 | 24 | Aug 5, 2014 | 11 | Aug 20, 2014 | 35 |
| -3.20% | Mar 2, 2026 | 14 | Mar 20, 2026 | 19 | Apr 17, 2026 | 33 |
| -2.83% | Oct 5, 2017 | 29 | Nov 15, 2017 | 19 | Dec 13, 2017 | 48 |
| -2.83% | May 16, 2019 | 10 | May 31, 2019 | 14 | Jun 20, 2019 | 24 |
| -2.82% | Jul 30, 2024 | 4 | Aug 5, 2024 | 10 | Aug 19, 2024 | 14 |
| -2.63% | May 20, 2024 | 6 | May 29, 2024 | 29 | Jul 11, 2024 | 35 |
| -2.58% | Mar 1, 2017 | 6 | Mar 9, 2017 | 32 | Apr 25, 2017 | 38 |
| -2.49% | Sep 18, 2019 | 14 | Oct 8, 2019 | 10 | Oct 22, 2019 | 24 |
| -2.46% | Jan 2, 2024 | 29 | Feb 13, 2024 | 12 | Mar 1, 2024 | 41 |
| -2.26% | Jul 31, 2017 | 14 | Aug 18, 2017 | 26 | Sep 26, 2017 | 40 |
| -2.20% | Apr 26, 2017 | 39 | Jun 21, 2017 | 20 | Jul 20, 2017 | 59 |