Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Professor Siegel`s Lazy WisdomTree ETFs Portfolio Tactical Asset Allocation Moderate | NA | 22.83% | 7.96% | 8.36% | 4.62% | 5.19% | 4.98% | 4.54% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Professor Siegel`s Lazy WisdomTree ETFs Portfolio 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 (%) | -0.47 | 22.83 | 7.96 | 8.36 | 4.62 | 5.19 | 4.98 | 4.54 | NA | 13.99 | 4.75 | 1.72 | 15.26 | 2.75 | 10.36 | -8.62 | 5.86 | 8.30 | -7.69 | 6.13 | 14.07 | 8.69 | 3.53 | -1.08 | 12.72 | -10.54 | 8.85 | 13.21 | 2.19 | 0.95 | 0.69 | 1.11 | 2.31 |
| Sharpe Ratio | NA | 0.97 | 0.24 | 0.57 | 0.35 | NA | NA | 0.41 | -0.03 | 1.05 | 0.06 | 0.03 | 2.10 | 0.24 | 1.30 | -1.12 | 1.16 | 1.49 | -0.93 | 0.95 | 2.05 | 1.37 | 0.34 | -0.10 | 1.12 | -1.70 | 0.46 | 1.85 | 0.96 | 0.31 | 0.05 | 0.01 | 0.01 |
| Standard Deviation(%) | NA | 7.03 | 8.89 | 8.90 | 7.98 | NA | NA | 7.52 | 4.41 | 7.04 | 8.04 | 11.11 | 7.25 | 10.34 | 6.87 | 8.86 | 4.50 | 5.43 | 8.29 | 6.42 | 6.84 | 6.33 | 10.25 | 11.15 | 11.26 | 6.73 | 12.64 | 5.37 | 0.02 | 0.02 | 0.00 | 0.01 | 0.05 |
| Draw Down(%) | NA | 4.70 | 9.81 | 9.81 | 15.89 | NA | NA | 18.84 | 0.42 | 4.70 | 5.99 | 9.81 | 3.01 | 9.35 | 4.52 | 15.89 | 2.34 | 3.19 | 8.18 | 5.94 | 3.55 | 4.61 | 10.26 | 10.77 | 5.64 | 10.96 | 8.91 | 3.33 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Yield(%) | NA | 3.89 | 2.91 | 2.70 | 2.20 | NA | NA | 1.92 | NA | 1.22 | 3.76 | 2.42 | 2.68 | 1.69 | 2.15 | 1.41 | 0.54 | 3.34 | 1.42 | 1.40 | 1.04 | 1.93 | 1.99 | 1.65 | 2.69 | 0.65 | 2.56 | 2.27 | 2.19 | 0.95 | 0.69 | 1.11 | 2.31 |
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 |
|---|---|---|---|---|
| Professor Siegel`s Lazy WisdomTree ETFs Portfolio Tactical Asset Allocation Moderate |
-2.03%
Nov 2007 - Nov 2010 |
-0.17%
Feb 2015 - Feb 2020 |
2.67%
Oct 2001 - Oct 2011 |
3.19%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Professor Siegel`s Lazy WisdomTree ETFs Portfolio Tactical Asset Allocation Moderate |
10.40%
Nov 2011 - Nov 2014 |
8.83%
Nov 2019 - Nov 2024 |
5.52%
Dec 2004 - Dec 2014 |
5.35%
Jun 2009 - Jun 2024 |
Annualized Rolling Returns Comparison Chart