Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| DeanMerrill Strategic Asset Allocation - Equal Weight Moderate | NA | 27.10% | 12.15% | 12.39% | 7.64% | 7.29% | 6.99% | 6.61% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DeanMerrill 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 (%) | -0.75 | 27.10 | 12.15 | 12.39 | 7.64 | 7.29 | 6.99 | 6.61 | NA | 16.79 | 19.45 | 0.89 | 11.92 | 10.57 | 15.70 | -5.59 | 9.76 | 6.27 | -4.22 | 2.37 | 5.20 | 7.59 | -1.39 | 13.18 | 24.73 | -17.65 | 6.22 | 13.84 | 8.14 | 12.26 | 17.47 | -3.81 | -6.66 |
| Sharpe Ratio | NA | 1.73 | 1.01 | 0.85 | 0.68 | NA | NA | 0.57 | 0.01 | 1.63 | 2.17 | -0.05 | 1.47 | 0.58 | 2.53 | -0.86 | 2.21 | 0.77 | -0.52 | 0.43 | 0.94 | 1.34 | -0.14 | 1.38 | 1.73 | -1.07 | 0.37 | 1.75 | 1.15 | 2.06 | 3.34 | -0.71 | -1.43 |
| Standard Deviation(%) | NA | 6.26 | 8.17 | 10.81 | 9.08 | NA | NA | 8.90 | 4.62 | 6.27 | 7.02 | 10.59 | 8.11 | 17.82 | 5.65 | 8.01 | 4.13 | 7.87 | 8.11 | 5.47 | 5.48 | 5.61 | 10.13 | 9.47 | 14.21 | 17.41 | 8.80 | 6.05 | 5.19 | 5.50 | 5.03 | 6.95 | 6.27 |
| Draw Down(%) | NA | 3.21 | 8.90 | 21.25 | 21.25 | NA | NA | 29.55 | 0.28 | 3.21 | 3.95 | 8.90 | 4.38 | 21.25 | 3.07 | 10.21 | 1.88 | 6.31 | 10.29 | 4.86 | 5.29 | 5.23 | 10.74 | 6.96 | 12.59 | 29.55 | 5.93 | 5.79 | 3.33 | 6.19 | 4.16 | 11.70 | 11.35 |
| Yield(%) | NA | 15.60 | 9.77 | 6.98 | 4.56 | NA | NA | 3.97 | NA | 4.77 | 14.52 | 7.59 | 2.27 | 2.83 | 2.72 | 2.73 | 1.03 | 2.62 | 1.92 | 2.68 | 2.67 | 1.22 | 1.42 | 3.00 | 3.86 | 4.73 | 5.46 | 5.85 | 4.70 | 4.15 | 3.24 | 1.90 | 3.51 |
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 |
|---|---|---|---|---|
| DeanMerrill Strategic Asset Allocation - Equal Weight Moderate |
-4.09%
Feb 2006 - Feb 2009 |
0.78%
Mar 2015 - Mar 2020 |
2.82%
Mar 2010 - Mar 2020 |
4.18%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DeanMerrill Strategic Asset Allocation - Equal Weight Moderate |
16.63%
Feb 2009 - Feb 2012 |
12.80%
Sep 2019 - Sep 2024 |
8.31%
Mar 2003 - Mar 2013 |
8.24%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart