Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| EdMcManus Strategic Asset Allocation - Equal Weight Moderate | NA | 22.03% | 3.65% | 5.88% | 5.53% | 7.11% | 6.19% | 6.35% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EdMcManus 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 (%) | -1.26 | 22.03 | 3.65 | 5.88 | 5.53 | 7.11 | 6.19 | 6.35 | NA | 8.11 | 10.90 | -10.06 | 15.80 | 2.58 | 17.93 | -6.31 | 8.83 | 7.80 | 0.69 | 8.63 | 10.00 | 12.48 | 1.98 | 14.01 | 22.71 | -22.93 | 2.58 | 16.93 | 5.11 | 9.38 | 20.32 | -2.67 | 1.76 |
| Sharpe Ratio | NA | 0.25 | -0.13 | 0.20 | 0.34 | NA | NA | 0.39 | -0.01 | 0.20 | 0.77 | -0.94 | 2.06 | 0.11 | 2.77 | -0.93 | 1.96 | 0.93 | 0.08 | 1.44 | 1.34 | 1.56 | 0.12 | 0.99 | 0.93 | -0.88 | -0.04 | 1.84 | 0.39 | 1.11 | 2.05 | -0.34 | -0.27 |
| Standard Deviation(%) | NA | 7.71 | 9.70 | 12.87 | 10.42 | NA | NA | 12.16 | 6.49 | 7.74 | 8.61 | 12.18 | 7.64 | 22.03 | 5.97 | 8.22 | 4.19 | 8.18 | 8.47 | 5.97 | 7.43 | 7.96 | 16.17 | 14.01 | 24.40 | 27.10 | 11.56 | 7.41 | 7.58 | 7.63 | 9.57 | 10.96 | 2.05 |
| Draw Down(%) | NA | 4.72 | 15.46 | 26.35 | 26.35 | NA | NA | 41.44 | 0.50 | 4.72 | 8.14 | 15.99 | 3.53 | 26.35 | 2.78 | 10.55 | 1.86 | 5.60 | 7.78 | 4.13 | 6.98 | 6.27 | 13.93 | 10.10 | 20.87 | 36.90 | 7.46 | 4.91 | 5.66 | 5.85 | 7.60 | 11.24 | 2.09 |
| Yield(%) | NA | 3.97 | 2.92 | 2.97 | 2.89 | NA | NA | 2.82 | NA | 1.19 | 3.77 | 2.09 | 2.45 | 2.49 | 3.38 | 1.86 | 1.18 | 4.45 | 3.42 | 3.44 | 2.42 | 3.40 | 3.53 | 3.18 | 3.07 | 3.51 | 3.43 | 3.69 | 3.14 | 1.98 | 1.78 | 0.53 | 1.50 |
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 |
|---|---|---|---|---|
| EdMcManus Strategic Asset Allocation - Equal Weight Moderate |
-9.33%
Feb 2006 - Feb 2009 |
-2.79%
Feb 2004 - Feb 2009 |
4.23%
Oct 2013 - Oct 2023 |
4.34%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EdMcManus Strategic Asset Allocation - Equal Weight Moderate |
21.44%
Feb 2009 - Feb 2012 |
16.42%
Feb 2009 - Feb 2014 |
10.41%
Feb 2009 - Feb 2019 |
8.81%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart