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 Strategic Asset Allocation - Equal Weight Moderate | NA | 18.08% | 3.21% | 6.17% | 4.79% | 5.87% | 5.82% | 5.45% |
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 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 (%) | -1.17 | 18.08 | 3.21 | 6.17 | 4.79 | 5.87 | 5.82 | 5.45 | NA | 6.43 | 11.14 | -9.04 | 11.92 | 7.86 | 14.69 | -7.26 | 8.47 | 6.44 | -0.88 | 4.16 | 8.11 | 14.84 | -2.06 | 10.13 | 27.27 | -24.52 | 6.28 | 18.59 | 9.30 | 8.35 | 1.72 | 1.90 | 2.31 |
| Sharpe Ratio | NA | 0.02 | -0.15 | 0.24 | 0.30 | NA | NA | 0.34 | -0.05 | -0.02 | 0.91 | -0.91 | 1.42 | 0.39 | 2.34 | -1.02 | 1.80 | 0.77 | -0.11 | 0.66 | 0.94 | 1.76 | -0.13 | 0.73 | 1.23 | -1.00 | 0.26 | 1.68 | 0.91 | 0.98 | 0.40 | 0.52 | 0.01 |
| Standard Deviation(%) | NA | 7.13 | 8.96 | 11.82 | 9.79 | NA | NA | 11.37 | 5.03 | 7.17 | 7.58 | 11.51 | 8.36 | 19.68 | 5.67 | 8.38 | 4.35 | 8.15 | 8.57 | 6.27 | 8.60 | 8.40 | 16.13 | 13.78 | 22.06 | 25.39 | 12.80 | 9.12 | 7.84 | 7.57 | 2.59 | 1.51 | 0.05 |
| Draw Down(%) | NA | 4.45 | 15.13 | 23.07 | 23.07 | NA | NA | 41.68 | 0.45 | 4.45 | 5.75 | 15.71 | 3.40 | 23.07 | 3.53 | 13.12 | 1.78 | 5.78 | 8.76 | 5.12 | 10.27 | 6.69 | 14.93 | 9.73 | 18.81 | 38.29 | 7.75 | 8.66 | 4.64 | 6.87 | 2.92 | 1.35 | 0.00 |
| Yield(%) | NA | 4.53 | 3.38 | 3.09 | 2.52 | NA | NA | 2.52 | NA | 1.13 | 4.36 | 2.84 | 2.10 | 2.23 | 2.95 | 1.81 | 0.54 | 2.76 | 2.29 | 2.39 | 2.37 | 3.99 | 2.96 | 1.71 | 2.49 | 2.56 | 3.03 | 2.47 | 2.75 | 2.25 | 2.31 | 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 Strategic Asset Allocation - Equal Weight Moderate |
-8.41%
Feb 2006 - Feb 2009 |
-1.07%
Feb 2004 - Feb 2009 |
3.43%
Mar 2010 - Mar 2020 |
3.30%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Index Funds Advisors (IFA) ETF Equivalent Strategic Asset Allocation - Equal Weight Moderate |
19.85%
Feb 2009 - Feb 2012 |
15.37%
Feb 2009 - Feb 2014 |
8.93%
Feb 2009 - Feb 2019 |
7.81%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart