Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Liquid ETF Plan Tactical Asset Allocation Moderate | NA | 17.60% | 9.76% | NA | NA | NA | NA | 9.47% |
Data as of 06/30/2005, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Liquid ETF Plan Tactical Asset Allocation Moderate | 12/31/2000 | 09/29/2005 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.42 | 17.60 | 9.76 | NA | NA | NA | NA | 9.47 | 7.64 | 10.98 | 27.20 | -3.33 | 3.38 |
| Sharpe Ratio | NA | 2.14 | 1.39 | NA | NA | NA | NA | 0.79 | 0.73 | 0.89 | 2.73 | -0.41 | 0.12 |
| Standard Deviation(%) | NA | 8.47 | 9.68 | NA | NA | NA | NA | 9.94 | 8.41 | 11.26 | 9.73 | 10.77 | 8.84 |
| Draw Down(%) | NA | 5.86 | 14.29 | NA | NA | NA | NA | 19.03 | 5.86 | 14.29 | 3.02 | 19.03 | 12.34 |
| Yield(%) | NA | 3.17 | 3.35 | NA | NA | NA | NA | 0.00 | 1.99 | 2.45 | 4.46 | 2.41 | 3.23 |
Data as of 06/30/2005, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Liquid ETF Plan Tactical Asset Allocation Moderate |
5.26%
Jul 2001 - Jul 2004 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Liquid ETF Plan Tactical Asset Allocation Moderate |
13.94%
Jul 2002 - Jul 2005 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart