Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Major Asset ETFs Tactical Asset Allocation Moderate | NA | -2.86% | 0.11% | 0.15% | 4.25% | 7.51% | NA | 7.32% |
Data as of 08/30/2019, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Major Asset ETFs Tactical Asset Allocation Moderate | 12/31/2000 | 11/14/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.67 | -2.86 | 0.11 | 0.15 | 4.25 | 7.51 | NA | 7.32 | 7.42 | -10.27 | 9.00 | 0.87 | -4.92 | 4.41 | 10.92 | 15.27 | -0.79 | 7.16 | 8.91 | 9.26 | 17.32 | 19.61 | 8.83 | 16.72 | 23.59 | -9.87 | 5.36 |
| Sharpe Ratio | NA | 0.10 | 0.18 | -0.03 | 0.36 | NA | NA | 0.58 | 1.13 | -1.22 | 1.45 | 0.09 | -0.61 | 0.61 | 1.25 | 2.13 | -0.07 | 0.56 | 0.67 | 1.09 | 1.05 | 1.41 | 0.68 | 1.54 | 3.46 | -0.77 | 0.18 |
| Standard Deviation(%) | NA | 6.71 | 7.25 | 7.49 | 8.73 | NA | NA | 10.37 | 5.41 | 9.47 | 5.78 | 7.71 | 8.13 | 7.26 | 8.68 | 7.15 | 11.38 | 12.55 | 13.23 | 7.67 | 13.62 | 11.57 | 9.86 | 10.23 | 6.62 | 14.30 | 17.09 |
| Draw Down(%) | NA | 8.03 | 17.99 | 17.99 | 17.99 | NA | NA | 28.43 | 2.75 | 17.99 | 3.27 | 8.26 | 9.66 | 6.68 | 10.79 | 4.27 | 9.16 | 9.07 | 8.93 | 5.24 | 8.35 | 9.98 | 6.41 | 14.17 | 2.43 | 28.43 | 19.82 |
| Yield(%) | NA | 2.69 | 1.91 | 1.90 | 2.28 | NA | NA | 2.62 | 2.34 | 1.23 | 1.76 | 1.42 | 2.14 | 2.64 | 1.89 | 3.86 | 2.45 | 2.40 | 3.19 | 2.87 | 3.18 | 3.33 | 3.20 | 3.09 | 2.89 | 1.38 | 1.86 |
Data as of 08/30/2019, 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 |
|---|---|---|---|---|
| Major Asset ETFs Tactical Asset Allocation Moderate |
-1.03%
Jul 2016 - Jul 2019 |
-0.42%
Dec 2013 - Dec 2018 |
3.78%
Dec 2008 - Dec 2018 |
6.98%
Feb 2004 - Feb 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Major Asset ETFs Tactical Asset Allocation Moderate |
19.13%
Apr 2003 - Apr 2006 |
17.55%
Mar 2003 - Mar 2008 |
13.16%
Apr 2003 - Apr 2013 |
9.84%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart