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) ETF Equivalent Tactical Asset Allocation Moderate | NA | 23.01% | 3.44% | 6.97% | 4.43% | 4.91% | 6.15% | 5.49% |
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) ETF Equivalent 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 (%) | -1.12 | 23.01 | 3.44 | 6.97 | 4.43 | 4.91 | 6.15 | 5.49 | NA | 10.49 | 11.39 | -12.61 | 16.10 | 10.24 | 4.93 | -5.41 | 8.01 | 8.28 | -4.34 | 1.40 | 12.78 | 3.61 | -1.72 | 8.34 | 14.87 | -2.31 | 15.15 | 19.73 | 7.75 | 1.77 | -0.10 | 1.90 | 2.31 |
| Sharpe Ratio | NA | 0.52 | -0.10 | 0.40 | 0.31 | NA | NA | 0.47 | -0.03 | 0.49 | 0.76 | -1.02 | 1.65 | 1.20 | 0.80 | -0.83 | 1.34 | 1.28 | -0.71 | 0.20 | 1.62 | 0.61 | -0.20 | 0.74 | 1.25 | -0.54 | 0.84 | 1.47 | 0.64 | 0.12 | -0.42 | 0.52 | 0.01 |
| Standard Deviation(%) | NA | 7.84 | 10.61 | 10.04 | 8.34 | NA | NA | 8.36 | 7.90 | 7.90 | 9.39 | 13.71 | 9.77 | 8.32 | 4.40 | 8.05 | 5.51 | 6.32 | 6.12 | 6.77 | 7.88 | 5.80 | 8.96 | 11.13 | 11.81 | 6.02 | 14.48 | 11.22 | 8.73 | 6.73 | 1.89 | 1.51 | 0.05 |
| Draw Down(%) | NA | 4.73 | 15.45 | 16.82 | 16.82 | NA | NA | 16.82 | 0.76 | 4.73 | 7.86 | 16.82 | 3.96 | 10.30 | 2.69 | 12.36 | 1.97 | 4.71 | 8.20 | 6.72 | 7.46 | 4.53 | 8.03 | 8.28 | 5.44 | 6.74 | 9.10 | 12.62 | 7.22 | 6.88 | 2.84 | 1.35 | 0.00 |
| Yield(%) | NA | 3.85 | 2.78 | 2.37 | 2.13 | NA | NA | 2.22 | NA | 1.27 | 3.65 | 1.91 | 1.58 | 1.77 | 2.03 | 1.81 | 0.42 | 3.18 | 1.69 | 2.34 | 1.89 | 3.20 | 1.94 | 3.20 | 2.70 | 2.74 | 2.54 | 1.71 | 2.47 | 2.06 | 1.28 | 1.47 | 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 |
|---|---|---|---|---|
| Index Funds Advisors (IFA) ETF Equivalent Tactical Asset Allocation Moderate |
-1.27%
Apr 2002 - Apr 2005 |
0.75%
Feb 2015 - Feb 2020 |
2.32%
Oct 2010 - Oct 2020 |
3.42%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Index Funds Advisors (IFA) ETF Equivalent Tactical Asset Allocation Moderate |
17.28%
Apr 2005 - Apr 2008 |
13.59%
Apr 2005 - Apr 2010 |
8.53%
Apr 2005 - Apr 2015 |
6.32%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart