Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Bond Clone Strategic Asset Allocation - Equal Weight Moderate | NA | 7.90% | 2.01% | 1.43% | 4.07% | 4.51% | 3.95% | 3.80% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Bond Clone 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 (%) | -0.23 | 7.90 | 2.01 | 1.43 | 4.07 | 4.51 | 3.95 | 3.80 | NA | 2.77 | 4.82 | -2.64 | 2.37 | -1.16 | 5.44 | -3.28 | -0.37 | 31.92 | 0.98 | 3.10 | 0.02 | 10.35 | 3.43 | 9.95 | 22.12 | -14.63 | 5.18 | 1.19 | 3.50 | 2.67 | 2.18 | 2.11 | 2.31 |
| Sharpe Ratio | NA | -0.91 | -0.67 | -0.28 | 0.19 | NA | NA | 0.28 | 0.14 | -1.05 | 0.20 | -1.73 | 0.67 | -0.18 | 2.44 | -1.28 | -0.87 | 1.11 | 0.18 | 0.96 | 0.00 | 2.55 | 0.43 | 1.27 | 1.66 | -0.91 | 0.79 | -1.48 | 0.34 | 0.46 | 0.63 | 0.96 | 0.01 |
| Standard Deviation(%) | NA | 3.64 | 2.99 | 4.42 | 9.81 | NA | NA | 8.29 | 0.80 | 3.65 | 2.90 | 2.33 | 3.51 | 7.61 | 1.66 | 3.58 | 1.15 | 28.65 | 5.24 | 3.20 | 4.65 | 4.04 | 7.94 | 7.78 | 13.25 | 17.04 | 2.77 | 1.41 | 3.87 | 3.72 | 2.36 | 1.05 | 0.05 |
| Draw Down(%) | NA | 2.57 | 3.38 | 12.82 | 13.49 | NA | NA | 27.30 | 0.00 | 2.57 | 2.22 | 4.31 | 2.46 | 12.82 | 0.91 | 6.42 | 1.60 | 5.38 | 6.64 | 2.84 | 7.92 | 3.54 | 8.03 | 6.52 | 15.11 | 25.77 | 1.34 | 1.60 | 3.85 | 3.24 | 1.40 | 0.80 | 0.00 |
| Yield(%) | NA | 3.57 | 3.50 | 2.98 | 2.24 | NA | NA | 3.53 | NA | 1.35 | 3.85 | 2.48 | 3.49 | 1.99 | 2.53 | 1.07 | 0.40 | 2.70 | 1.62 | 1.63 | 3.67 | 3.51 | 6.17 | 8.63 | 10.38 | 7.09 | 3.51 | 3.56 | 3.44 | 2.29 | 2.19 | 1.25 | 2.31 |
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 |
|---|---|---|---|---|
| Bond Clone Strategic Asset Allocation - Equal Weight Moderate |
-6.17%
Feb 2006 - Feb 2009 |
-2.70%
Feb 2004 - Feb 2009 |
2.96%
Sep 2001 - Sep 2011 |
3.38%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Bond Clone Strategic Asset Allocation - Equal Weight Moderate |
16.53%
Feb 2009 - Feb 2012 |
11.05%
Nov 2008 - Nov 2013 |
8.42%
Feb 2009 - Feb 2019 |
6.07%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart