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 Strategic Asset Allocation - Equal Weight Moderate | NA | 17.26% | 6.30% | 8.54% | 6.34% | 7.63% | NA | 6.13% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | -1.19 | 17.26 | 6.30 | 8.54 | 6.34 | 7.63 | NA | 6.13 | NA | 7.51 | 5.77 | 9.19 | 7.28 | 12.43 | 10.48 | -2.94 | 8.90 | 3.22 | 1.98 | 9.40 | 23.79 | 2.82 | 6.29 | 4.33 | 13.66 | -18.97 | 0.00 |
| Sharpe Ratio | NA | 0.26 | 0.24 | 0.43 | 0.40 | NA | NA | 0.39 | 0.03 | 0.09 | 0.17 | 0.52 | 0.63 | 0.58 | 1.43 | -0.35 | 1.46 | 0.40 | 0.20 | 1.18 | 3.18 | 0.46 | 0.49 | 0.35 | 0.95 | -0.84 | NA |
| Standard Deviation(%) | NA | 9.55 | 11.49 | 13.95 | 11.60 | NA | NA | 12.30 | 8.23 | 9.70 | 9.03 | 15.00 | 11.60 | 20.93 | 6.37 | 12.23 | 5.68 | 7.57 | 9.86 | 7.92 | 7.47 | 5.95 | 12.84 | 12.06 | 14.25 | 23.61 | NA |
| Draw Down(%) | NA | 6.92 | 10.96 | 20.95 | 20.95 | NA | NA | 32.90 | 0.66 | 6.92 | 7.83 | 10.96 | 6.16 | 20.95 | 4.23 | 13.34 | 4.08 | 5.76 | 7.83 | 4.79 | 3.69 | 5.70 | 12.04 | 11.20 | 14.68 | 28.78 | 0.00 |
| Yield(%) | NA | 2.36 | 2.07 | 1.66 | 1.58 | NA | NA | 1.48 | NA | 0.75 | 2.58 | 2.22 | 0.87 | 0.99 | 1.45 | 1.17 | 0.49 | 3.16 | 1.30 | 1.12 | 1.15 | 1.24 | 1.86 | 1.04 | 1.20 | 1.02 | 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 Strategic Asset Allocation - Equal Weight Moderate |
0.09%
Jun 2008 - Jun 2011 |
1.88%
Mar 2015 - Mar 2020 |
4.82%
May 2008 - May 2018 |
5.15%
May 2008 - May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| S and P Ten Sector Rotation Strategic Asset Allocation - Equal Weight Moderate |
12.77%
Nov 2011 - Nov 2014 |
11.95%
Feb 2009 - Feb 2014 |
8.49%
Nov 2012 - Nov 2022 |
8.48%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart