Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| P Diversified Timing On Endowment Asset Allocation Model SMA 10 Months With Long Treasury | NA | -3.16% | 2.29% | 3.29% | 4.48% | 6.10% | NA | 6.88% |
Data as of 10/31/2016, AR inception is 12/31/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| P Diversified Timing On Endowment Asset Allocation Model SMA 10 Months With Long Treasury | 12/31/1998 | 01/05/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.54 | -3.16 | 2.29 | 3.29 | 4.48 | 6.10 | NA | 6.88 | 0.81 | 0.00 | -3.92 | 10.72 | 5.20 | 4.45 | -0.78 | 6.91 | 15.82 | -1.19 | 6.61 | 12.30 | 7.95 | 11.68 | 20.41 | -0.34 | -0.92 | 11.73 | 14.44 | 0.00 |
| Sharpe Ratio | NA | 0.13 | 0.47 | 0.59 | 0.48 | NA | NA | 0.71 | 0.71 | -0.04 | -0.75 | 2.20 | 0.81 | 0.68 | -0.09 | 0.59 | 1.23 | -0.32 | 0.43 | 1.21 | 0.74 | 1.38 | 2.85 | -0.31 | -0.99 | 1.04 | 1.74 | NA |
| Standard Deviation(%) | NA | 5.40 | 5.20 | 5.71 | 8.15 | NA | NA | 7.52 | 1.13 | 5.43 | 5.28 | 4.86 | 6.35 | 6.46 | 9.47 | 11.55 | 12.78 | 6.72 | 8.41 | 7.45 | 7.84 | 7.77 | 6.92 | 4.72 | 3.27 | 7.41 | 6.44 | NA |
| Draw Down(%) | NA | 5.97 | 8.68 | 8.68 | 11.55 | NA | NA | 11.55 | 0.00 | 5.97 | 7.29 | 3.06 | 6.92 | 4.49 | 11.55 | 8.79 | 5.28 | 9.70 | 6.29 | 7.01 | 5.54 | 4.97 | 5.63 | 6.86 | 2.92 | 3.79 | 5.47 | 0.00 |
| Yield(%) | NA | 4.45 | 3.11 | 2.59 | 2.68 | NA | NA | 3.09 | 0.00 | 4.46 | 2.12 | 2.76 | 0.98 | 2.63 | 1.85 | 2.20 | 2.57 | 1.63 | 5.55 | 2.98 | 5.52 | 2.99 | 3.81 | 2.38 | 3.22 | 5.09 | 2.83 | 0.00 |
Data as of 10/31/2016, AR inception is 12/31/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| P Diversified Timing On Endowment Asset Allocation Model SMA 10 Months With Long Treasury |
1.53%
Apr 2011 - Apr 2014 |
1.35%
Apr 2011 - Apr 2016 |
4.22%
Nov 2006 - Nov 2016 |
6.07%
Jan 2001 - Jan 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| P Diversified Timing On Endowment Asset Allocation Model SMA 10 Months With Long Treasury |
14.92%
Apr 2003 - Apr 2006 |
12.37%
Oct 2002 - Oct 2007 |
8.78%
Apr 2003 - Apr 2013 |
7.76%
Feb 1999 - Feb 2014 |
Annualized Rolling Returns Comparison Chart