Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| P S and P Diversified Trend Indicators | 0.44% | 0.56% | -10.04% | -0.76% | -0.74% | 0.14% | NA | 1.44% |
Data as of 03/31/2025, AR inception is 10/01/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| P S and P Diversified Trend Indicators | 10/01/2007 | 06/04/2025 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.51 | 0.56 | -10.04 | -0.76 | -0.74 | 0.14 | NA | 1.44 | 0.44 | 4.09 | -33.53 | 16.07 | 14.67 | 3.67 | -2.65 | 1.38 | -1.78 | 4.02 | -0.15 | 0.80 | 5.69 | -4.07 | 0.17 | 0.56 | -0.76 | 18.29 | 9.37 |
| Sharpe Ratio | NA | -0.84 | -0.72 | -0.18 | -0.16 | NA | NA | 0.04 | -0.43 | 0.09 | -1.01 | 1.62 | 1.90 | 0.58 | -1.10 | 0.00 | -0.57 | 0.67 | -0.04 | 0.19 | 1.51 | -0.93 | 0.02 | 0.06 | -0.09 | 1.37 | 0.92 |
| Standard Deviation(%) | NA | 5.06 | 21.73 | 17.62 | 12.86 | NA | NA | 10.90 | 5.74 | 5.03 | 36.79 | 9.03 | 7.71 | 5.89 | 3.73 | 4.35 | 4.30 | 5.64 | 4.46 | 4.12 | 3.75 | 4.46 | 7.07 | 7.47 | 9.71 | 12.68 | 9.57 |
| Draw Down(%) | NA | 4.65 | 37.33 | 37.33 | 37.33 | NA | NA | 37.33 | 4.65 | 5.01 | 34.86 | 5.12 | 3.92 | 4.49 | 4.70 | 2.93 | 4.35 | 5.71 | 5.03 | 5.77 | 2.17 | 6.32 | 8.07 | 7.82 | 6.00 | 7.96 | 2.43 |
| Yield(%) | NA | 1.74 | 0.69 | 0.43 | 0.27 | NA | NA | 0.36 | NA | 0.28 | 1.18 | 0.19 | 0.04 | 0.06 | 0.01 | 0.03 | 0.13 | 0.14 | 0.12 | 0.19 | 0.08 | 0.15 | 0.25 | 0.31 | 0.39 | 0.94 | 1.28 |
Data as of 03/31/2025, AR inception is 10/01/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| P S and P Diversified Trend Indicators |
-12.09%
May 2022 - May 2025 |
-2.24%
Dec 2018 - Dec 2023 |
-0.80%
May 2015 - May 2025 |
-0.45%
Nov 2008 - Nov 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| P S and P Diversified Trend Indicators |
13.21%
Jan 2020 - Jan 2023 |
7.33%
Sep 2017 - Sep 2022 |
4.47%
Oct 2012 - Oct 2022 |
3.73%
Nov 2007 - Nov 2022 |
Annualized Rolling Returns Comparison Chart