Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Index Funds Advisors (IFA) DFA Funds Strategic Asset Allocation - Equal Weight Moderate | NA | 19.41% | 4.37% | 6.67% | 4.63% | 5.58% | 6.04% | 7.02% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Index Funds Advisors (IFA) DFA Funds 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 (%) | -0.96 | 19.41 | 4.37 | 6.67 | 4.63 | 5.58 | 6.04 | 7.02 | NA | 6.94 | 10.52 | -7.15 | 12.22 | 8.11 | 12.15 | -8.84 | 8.08 | 5.75 | -0.34 | 3.96 | 9.83 | 12.55 | -5.95 | 13.71 | 29.84 | -25.46 | 7.48 | 17.59 | 12.77 | 16.71 | 36.07 | 0.14 | 0.18 |
| Sharpe Ratio | NA | 0.13 | -0.10 | 0.33 | 0.32 | NA | NA | 0.53 | 0.01 | 0.05 | 0.85 | -0.77 | 1.49 | 0.48 | 1.90 | -1.35 | 1.67 | 0.72 | -0.05 | 0.72 | 1.48 | 1.54 | -0.41 | 1.15 | 1.59 | -1.24 | 0.41 | 1.81 | 1.85 | 2.08 | 5.97 | -0.16 | -0.26 |
| Standard Deviation(%) | NA | 6.57 | 8.57 | 10.58 | 8.87 | NA | NA | 10.21 | 5.59 | 6.62 | 7.41 | 11.03 | 8.19 | 16.50 | 5.66 | 7.50 | 4.46 | 7.72 | 7.76 | 5.46 | 6.64 | 8.11 | 14.57 | 11.80 | 18.65 | 21.35 | 10.99 | 7.91 | 5.72 | 7.56 | 5.93 | 6.20 | 8.25 |
| Draw Down(%) | NA | 4.21 | 14.18 | 22.94 | 23.12 | NA | NA | 41.86 | 0.41 | 4.21 | 6.10 | 14.18 | 3.88 | 22.94 | 4.01 | 13.69 | 1.82 | 5.87 | 8.52 | 5.67 | 6.69 | 7.65 | 15.78 | 9.06 | 18.95 | 36.03 | 8.65 | 10.04 | 5.02 | 8.78 | 4.41 | 12.85 | 11.42 |
| Yield(%) | NA | 3.87 | 4.11 | 3.47 | 2.72 | NA | NA | 3.06 | NA | 0.26 | 4.40 | 3.00 | 4.90 | 1.28 | 3.94 | 2.33 | 0.26 | 1.96 | 3.11 | 2.44 | 2.47 | 4.18 | 3.35 | 2.39 | 4.38 | 4.09 | 3.66 | 3.24 | 4.18 | 1.96 | 2.52 | 2.16 | 3.85 |
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 |
|---|---|---|---|---|
| Index Funds Advisors (IFA) DFA Funds Strategic Asset Allocation - Equal Weight Moderate |
-7.91%
Feb 2006 - Feb 2009 |
-0.93%
Mar 2015 - Mar 2020 |
2.60%
Mar 2010 - Mar 2020 |
3.11%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Index Funds Advisors (IFA) DFA Funds Strategic Asset Allocation - Equal Weight Moderate |
24.68%
Mar 2003 - Mar 2006 |
19.46%
Oct 2002 - Oct 2007 |
10.80%
Mar 2003 - Mar 2013 |
8.77%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart