Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 07/31/2019.
| Name | Inception | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR |
|---|---|---|---|---|---|---|---|---|
| Lowell-Sowers Growth Tactical Asset Allocation Moderate | 8.41% | NA | -1.10% | 3.06% | 0.73% | 4.91% | 9.01% | NA |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Lowell-Sowers Growth Tactical Asset Allocation Moderate | 12/31/2000 | 10/10/2019 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 07/31/2019.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.30 | -1.10 | 3.06 | 0.73 | 4.91 | 9.01 | NA | 8.41 | 4.26 | -5.38 | 12.17 | -2.85 | -6.86 | 2.67 | 15.18 | 9.05 | 1.22 | 10.25 | 22.68 | -4.24 | 22.00 | 21.26 | 20.66 | 13.07 | 28.84 | 2.10 | -6.19 |
| Sharpe Ratio | NA | -0.27 | 0.12 | 0.06 | 0.35 | NA | NA | 0.58 | 0.35 | -0.58 | 1.56 | -0.33 | -0.79 | 0.34 | 1.83 | 1.22 | 0.08 | 0.65 | 1.39 | -0.62 | 0.87 | 1.00 | 1.36 | 0.93 | 3.24 | 0.13 | -0.80 |
| Standard Deviation(%) | NA | 10.73 | 9.56 | 9.15 | 10.52 | NA | NA | 12.14 | 8.85 | 11.49 | 7.40 | 9.14 | 8.70 | 7.86 | 8.27 | 7.38 | 14.20 | 15.73 | 16.24 | 8.33 | 21.75 | 17.98 | 13.63 | 13.02 | 8.68 | 7.59 | 10.66 |
| Draw Down(%) | NA | 10.07 | 13.09 | 13.34 | 13.34 | NA | NA | 18.85 | 5.82 | 13.09 | 3.44 | 6.33 | 9.35 | 7.56 | 3.74 | 5.50 | 12.41 | 11.23 | 8.70 | 8.65 | 11.89 | 18.85 | 9.55 | 14.57 | 3.31 | 5.24 | 13.18 |
| Yield(%) | NA | 1.53 | 1.03 | 0.97 | 1.09 | NA | NA | 1.29 | 1.11 | 1.14 | 0.65 | 0.72 | 0.96 | 0.90 | 0.94 | 1.51 | 1.44 | 0.98 | 1.19 | 0.74 | 2.19 | 2.35 | 1.65 | 1.20 | 0.99 | 1.01 | 1.59 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Lowell-Sowers Growth Tactical Asset Allocation Moderate |
-2.43%
Nov 2013 - Nov 2016 |
-0.28%
Dec 2013 - Dec 2018 |
4.19%
Sep 2009 - Sep 2019 |
8.23%
Dec 2003 - Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Lowell-Sowers Growth Tactical Asset Allocation Moderate |
27.73%
Oct 2004 - Oct 2007 |
22.66%
Oct 2002 - Oct 2007 |
14.32%
Mar 2003 - Mar 2013 |
10.74%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart