Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Mike 2 Tactical Asset Allocation Moderate | NA | 11.67% | 1.32% | 6.39% | 3.36% | 4.41% | 5.29% | 6.01% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Mike 2 Tactical Asset Allocation 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 (%) | -1.61 | 11.67 | 1.32 | 6.39 | 3.36 | 4.41 | 5.29 | 6.01 | NA | 2.79 | 1.53 | -2.78 | 15.23 | 13.71 | 4.11 | -10.06 | 10.66 | 5.44 | -5.93 | 0.26 | 9.38 | 5.63 | 5.97 | 8.24 | 2.74 | -6.35 | 16.77 | 14.97 | 10.67 | 8.87 | 19.86 | 4.59 | 7.10 |
| Sharpe Ratio | NA | -0.30 | -0.33 | 0.35 | 0.17 | NA | NA | 0.47 | 0.03 | -0.43 | -0.35 | -0.42 | 1.52 | 1.17 | 0.52 | -1.23 | 1.53 | 0.70 | -0.89 | 0.03 | 1.19 | 0.90 | 0.59 | 0.63 | 0.18 | -0.69 | 0.99 | 1.01 | 0.90 | 0.75 | 2.15 | 0.51 | 0.84 |
| Standard Deviation(%) | NA | 8.75 | 8.83 | 9.68 | 8.51 | NA | NA | 9.46 | 6.20 | 8.89 | 7.66 | 9.89 | 10.00 | 11.55 | 5.22 | 9.22 | 6.56 | 7.45 | 6.69 | 7.05 | 7.87 | 6.21 | 10.12 | 12.85 | 14.45 | 10.51 | 13.96 | 11.53 | 9.50 | 10.63 | 8.92 | 6.86 | 5.68 |
| Draw Down(%) | NA | 5.93 | 13.70 | 15.12 | 24.09 | NA | NA | 24.09 | 0.42 | 5.93 | 7.89 | 9.49 | 5.19 | 15.12 | 3.29 | 17.12 | 3.13 | 6.09 | 9.59 | 7.46 | 7.89 | 4.85 | 6.15 | 9.34 | 10.54 | 16.37 | 8.93 | 13.60 | 6.37 | 14.33 | 6.19 | 6.53 | 5.18 |
| Yield(%) | NA | 3.17 | 2.78 | 2.27 | 1.74 | NA | NA | 2.21 | NA | 0.85 | 2.82 | 2.42 | 2.61 | 1.15 | 1.81 | 0.98 | 0.22 | 1.86 | 1.40 | 1.95 | 1.84 | 3.63 | 1.94 | 2.79 | 3.04 | 2.23 | 2.77 | 2.13 | 2.50 | 1.57 | 3.76 | 2.54 | 2.06 |
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 |
|---|---|---|---|---|
| Mike 2 Tactical Asset Allocation Moderate |
-2.13%
Oct 2017 - Oct 2020 |
-1.02%
Jun 2014 - Jun 2019 |
2.08%
Apr 2010 - Apr 2020 |
2.92%
May 2008 - May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Mike 2 Tactical Asset Allocation Moderate |
18.22%
Oct 2004 - Oct 2007 |
15.40%
Oct 2002 - Oct 2007 |
8.86%
Apr 2003 - Apr 2013 |
7.31%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart