Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Dimensional Fund Advisors (DFA) Strategic Asset Allocation - Equal Weight Moderate | NA | 19.44% | 2.59% | 5.33% | 3.90% | 5.02% | 5.29% | 6.54% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Dimensional Fund Advisors (DFA) Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 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 (%) | -1.19 | 19.44 | 2.59 | 5.33 | 3.90 | 5.02 | 5.29 | 6.54 | NA | 7.49 | 8.77 | -11.48 | 11.75 | 8.50 | 13.87 | -9.20 | 7.73 | 3.79 | -1.40 | 5.64 | 9.26 | 11.21 | -1.71 | 9.46 | 23.70 | -23.17 | 6.54 | 17.86 | 9.52 | 18.89 | 31.23 | 2.51 | 1.83 |
| Sharpe Ratio | NA | 0.15 | -0.26 | 0.20 | 0.21 | NA | NA | 0.48 | -0.03 | 0.13 | 0.60 | -0.98 | 1.47 | 0.51 | 2.02 | -1.33 | 1.53 | 0.44 | -0.18 | 0.99 | 1.49 | 1.73 | -0.15 | 1.01 | 1.21 | -1.03 | 0.37 | 2.11 | 1.39 | 2.56 | 5.61 | 0.23 | -0.07 |
| Standard Deviation(%) | NA | 6.82 | 9.56 | 10.95 | 9.19 | NA | NA | 10.10 | 6.53 | 6.83 | 7.55 | 13.08 | 7.99 | 16.12 | 6.16 | 7.87 | 4.64 | 8.08 | 7.78 | 5.66 | 6.19 | 6.44 | 11.75 | 9.32 | 19.59 | 23.29 | 9.55 | 6.92 | 5.30 | 7.01 | 5.44 | 5.97 | 7.11 |
| Draw Down(%) | NA | 4.83 | 16.70 | 22.87 | 22.87 | NA | NA | 38.70 | 0.60 | 4.83 | 7.10 | 17.57 | 4.18 | 22.87 | 3.21 | 14.29 | 2.93 | 6.30 | 8.71 | 5.21 | 5.67 | 5.08 | 12.18 | 7.30 | 18.48 | 35.10 | 7.03 | 7.70 | 3.86 | 8.53 | 3.14 | 12.01 | 9.47 |
| Yield(%) | NA | 3.90 | 4.16 | 3.76 | 2.72 | NA | NA | 3.01 | NA | 0.30 | 4.48 | 3.55 | 4.17 | 3.63 | 2.61 | 1.73 | 0.28 | 2.31 | 2.37 | 1.79 | 1.59 | 3.02 | 2.12 | 0.91 | 3.53 | 4.01 | 3.69 | 4.22 | 3.87 | 3.21 | 3.20 | 5.03 | 3.60 |
Data as of 10/31/2024, 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 |
|---|---|---|---|---|
| Dimensional Fund Advisors (DFA) Strategic Asset Allocation - Equal Weight Moderate |
-7.10%
Feb 2006 - Feb 2009 |
-1.09%
Mar 2015 - Mar 2020 |
2.66%
Mar 2010 - Mar 2020 |
2.64%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Dimensional Fund Advisors (DFA) Strategic Asset Allocation - Equal Weight Moderate |
22.37%
Mar 2003 - Mar 2006 |
18.07%
Oct 2002 - Oct 2007 |
9.87%
Mar 2003 - Mar 2013 |
8.14%
Sep 2001 - Sep 2016 |
Annualized Rolling Returns Comparison Chart