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 Strategic Asset Allocation - Equal Weight Moderate | NA | 18.21% | 6.38% | 6.01% | 4.95% | 5.45% | 4.35% | 3.98% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | -0.45 | 18.21 | 6.38 | 6.01 | 4.95 | 5.45 | 4.35 | 3.98 | NA | 9.32 | 7.36 | -0.18 | 10.87 | -1.19 | 16.30 | -6.51 | 10.77 | 6.82 | -2.02 | 1.45 | 14.59 | 8.63 | 0.07 | 3.54 | 21.44 | -26.12 | 6.46 | 11.73 | 2.19 | 0.95 | 0.69 | 1.11 | 2.31 |
| Sharpe Ratio | NA | 0.43 | 0.12 | 0.25 | 0.37 | NA | NA | 0.26 | 0.04 | 0.43 | 0.43 | -0.14 | 1.57 | -0.08 | 2.55 | -0.99 | 2.47 | 0.75 | -0.24 | 0.22 | 2.13 | 1.09 | 0.00 | 0.31 | 1.13 | -1.29 | 0.34 | 2.09 | 0.96 | 0.31 | 0.05 | 0.01 | 0.01 |
| Standard Deviation(%) | NA | 6.31 | 8.35 | 10.70 | 9.15 | NA | NA | 9.71 | 2.84 | 6.32 | 7.31 | 10.81 | 6.89 | 17.76 | 5.85 | 7.94 | 4.11 | 8.81 | 8.64 | 6.38 | 6.84 | 7.90 | 15.23 | 11.15 | 18.82 | 20.99 | 10.20 | 4.06 | 0.02 | 0.02 | 0.00 | 0.01 | 0.05 |
| Draw Down(%) | NA | 3.43 | 11.25 | 22.63 | 22.63 | NA | NA | 41.37 | 0.16 | 3.43 | 5.24 | 11.25 | 3.41 | 22.63 | 3.21 | 11.79 | 1.64 | 6.87 | 8.50 | 6.40 | 4.96 | 6.45 | 12.21 | 9.60 | 19.89 | 34.47 | 7.76 | 2.19 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Yield(%) | NA | 4.24 | 3.44 | 2.99 | 2.54 | NA | NA | 2.22 | NA | 1.25 | 4.29 | 3.03 | 2.44 | 1.72 | 2.52 | 1.99 | 0.54 | 4.06 | 1.86 | 2.32 | 1.76 | 2.29 | 2.35 | 1.82 | 2.35 | 2.60 | 2.22 | 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 Strategic Asset Allocation - Equal Weight Moderate |
-8.74%
Feb 2006 - Feb 2009 |
-4.68%
Feb 2004 - Feb 2009 |
1.06%
Sep 2001 - Sep 2011 |
2.29%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Professor Siegel`s Lazy WisdomTree ETFs Portfolio Strategic Asset Allocation - Equal Weight Moderate |
14.49%
Feb 2009 - Feb 2012 |
12.62%
Feb 2009 - Feb 2014 |
7.68%
Feb 2009 - Feb 2019 |
6.95%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart