Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| NewEra01 Tactical Asset Allocation Moderate | NA | 9.21% | 4.15% | 28.77% | 12.75% | 9.67% | 11.54% | 10.91% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NewEra01 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 (%) | -1.06 | 9.21 | 4.15 | 28.77 | 12.75 | 9.67 | 11.54 | 10.91 | NA | 4.20 | 7.82 | -0.58 | 179.40 | 12.13 | 4.59 | -7.04 | 6.84 | 2.81 | -11.27 | -2.04 | 10.54 | 12.13 | -15.29 | 11.10 | 30.21 | -5.42 | 26.49 | 20.68 | 15.19 | 12.19 | 24.69 | -8.26 | 2.31 |
| Sharpe Ratio | NA | -0.21 | -0.04 | 0.62 | 0.36 | NA | NA | 0.43 | 0.07 | -0.37 | 0.52 | -0.17 | 1.93 | 1.49 | 0.54 | -1.19 | 0.79 | 0.29 | -1.30 | -0.26 | 1.28 | 1.86 | -0.99 | 0.81 | 2.29 | -0.55 | 1.39 | 1.27 | 1.34 | 0.94 | 4.03 | -1.20 | 0.01 |
| Standard Deviation(%) | NA | 6.43 | 8.63 | 42.31 | 30.41 | NA | NA | 21.37 | 2.45 | 6.46 | 6.88 | 11.66 | 92.99 | 7.99 | 5.91 | 7.01 | 7.88 | 8.96 | 8.72 | 7.87 | 8.18 | 6.51 | 15.44 | 13.60 | 13.17 | 11.61 | 16.90 | 13.69 | 9.70 | 11.94 | 5.95 | 7.80 | 0.05 |
| Draw Down(%) | NA | 4.10 | 14.04 | 14.04 | 18.70 | NA | NA | 23.58 | 0.18 | 4.10 | 5.69 | 14.04 | 4.69 | 6.92 | 5.13 | 12.26 | 4.67 | 6.30 | 13.77 | 10.48 | 7.77 | 6.28 | 21.63 | 9.86 | 6.47 | 15.85 | 11.84 | 14.80 | 6.49 | 13.01 | 2.59 | 12.66 | 0.00 |
| Yield(%) | NA | 2.97 | 10.98 | 7.18 | 5.25 | NA | NA | 3.66 | NA | 0.89 | 3.07 | 6.33 | 23.68 | 0.53 | 3.14 | 1.27 | 0.53 | 3.01 | 8.31 | 3.49 | 3.44 | 3.47 | 2.29 | 5.56 | 3.08 | 0.78 | 2.26 | 1.88 | 1.79 | 1.12 | 1.13 | 0.80 | 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 |
|---|---|---|---|---|
| NewEra01 Tactical Asset Allocation Moderate |
-4.85%
Jun 2014 - Jun 2017 |
-3.24%
Feb 2011 - Feb 2016 |
-0.31%
Oct 2010 - Oct 2020 |
4.58%
Sep 2005 - Sep 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NewEra01 Tactical Asset Allocation Moderate |
51.92%
Jul 2020 - Jul 2023 |
29.38%
Sep 2019 - Sep 2024 |
14.24%
May 2012 - May 2022 |
12.12%
Mar 2007 - Mar 2022 |
Annualized Rolling Returns Comparison Chart