Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| S and P Ten Sector Rotation Tactical Asset Allocation Moderate | NA | 15.63% | 8.47% | 9.44% | 5.95% | 5.74% | NA | 5.69% |
Data as of 10/31/2024, AR inception is 12/31/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| S and P Ten Sector Rotation Tactical Asset Allocation Moderate | 12/31/2007 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.90 | 15.63 | 8.47 | 9.44 | 5.95 | 5.74 | NA | 5.69 | NA | 10.87 | 13.69 | 5.29 | 6.98 | 11.82 | 4.21 | -0.31 | 7.40 | 4.18 | -1.70 | 4.52 | 21.32 | -0.74 | 1.71 | -2.43 | 8.35 | 0.92 | 0.00 |
| Sharpe Ratio | NA | 0.73 | 0.47 | 0.61 | 0.44 | NA | NA | 0.47 | 0.03 | 0.52 | 0.86 | 0.29 | 0.60 | 0.89 | 0.39 | -0.15 | 1.05 | 0.61 | -0.19 | 0.56 | 2.78 | -0.11 | 0.14 | -0.22 | 0.76 | -0.10 | NA |
| Standard Deviation(%) | NA | 7.96 | 11.09 | 11.63 | 10.03 | NA | NA | 9.61 | 4.95 | 8.18 | 11.01 | 13.59 | 11.63 | 13.09 | 7.17 | 10.61 | 6.43 | 6.50 | 9.13 | 8.06 | 7.67 | 6.99 | 12.08 | 11.43 | 10.80 | 0.03 | NA |
| Draw Down(%) | NA | 4.46 | 14.62 | 14.62 | 14.62 | NA | NA | 14.67 | 0.49 | 4.46 | 7.66 | 14.62 | 8.48 | 12.21 | 6.21 | 12.22 | 3.90 | 5.05 | 7.00 | 4.60 | 3.63 | 6.72 | 12.79 | 14.31 | 6.48 | 0.00 | 0.00 |
| Yield(%) | NA | 2.66 | 2.14 | 1.71 | 1.40 | NA | NA | 1.27 | NA | 0.82 | 2.99 | 1.86 | 1.39 | 0.75 | 1.49 | 1.37 | 0.48 | 1.40 | 0.78 | 1.09 | 1.11 | 1.21 | 1.08 | 0.58 | 0.95 | 0.92 | 0.00 |
Data as of 10/31/2024, AR inception is 12/31/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| S and P Ten Sector Rotation Tactical Asset Allocation Moderate |
-0.50%
Dec 2009 - Dec 2012 |
1.37%
Apr 2015 - Apr 2020 |
2.36%
Apr 2010 - Apr 2020 |
4.68%
Feb 2008 - Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| S and P Ten Sector Rotation Tactical Asset Allocation Moderate |
12.34%
Jun 2020 - Jun 2023 |
10.54%
Nov 2019 - Nov 2024 |
6.72%
May 2012 - May 2022 |
5.93%
Nov 2009 - Nov 2024 |
Annualized Rolling Returns Comparison Chart