Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Richard Ferri Personal Retirement Savings Lazy Portfolio Tactical Asset Allocation Moderate | NA | 14.41% | -2.50% | 5.06% | 2.85% | 4.66% | 6.31% | 6.32% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Richard Ferri Personal Retirement Savings Lazy Portfolio 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 (%) | -1.29 | 14.41 | -2.50 | 5.06 | 2.85 | 4.66 | 6.31 | 6.32 | NA | 3.14 | 6.62 | -17.45 | 18.93 | 16.32 | 6.52 | -6.76 | 10.14 | 4.53 | -9.49 | 0.96 | 13.54 | 10.67 | 2.67 | 10.65 | 22.99 | -5.03 | 16.17 | 15.25 | 10.47 | 8.20 | 13.33 | 0.84 | 2.00 |
| Sharpe Ratio | NA | -0.25 | -0.71 | 0.22 | 0.12 | NA | NA | 0.57 | 0.00 | -0.36 | 0.31 | -1.92 | 1.83 | 1.56 | 0.96 | -1.05 | 1.67 | 0.67 | -1.60 | 0.15 | 2.03 | 2.52 | 0.28 | 0.82 | 1.94 | -0.87 | 0.90 | 0.99 | 0.94 | 1.67 | 3.72 | -0.13 | -0.13 |
| Standard Deviation(%) | NA | 9.49 | 9.07 | 9.62 | 8.13 | NA | NA | 8.38 | 13.05 | 9.54 | 7.71 | 9.80 | 10.31 | 10.32 | 5.34 | 7.66 | 5.69 | 6.47 | 5.94 | 6.47 | 6.64 | 4.21 | 9.54 | 12.92 | 11.83 | 6.84 | 14.67 | 12.07 | 8.79 | 4.36 | 3.40 | 2.13 | 2.37 |
| Draw Down(%) | NA | 5.82 | 19.65 | 21.58 | 21.58 | NA | NA | 21.58 | 1.55 | 5.82 | 7.79 | 17.82 | 5.39 | 13.13 | 3.00 | 12.93 | 2.59 | 5.54 | 12.74 | 6.97 | 5.46 | 2.87 | 10.24 | 8.83 | 5.42 | 9.43 | 9.72 | 13.94 | 6.02 | 4.74 | 2.30 | 2.68 | 2.59 |
| Yield(%) | NA | 3.63 | 3.72 | 3.05 | 2.76 | NA | NA | 3.15 | NA | 0.76 | 3.78 | 3.19 | 3.55 | 1.96 | 2.64 | 2.41 | 0.79 | 4.23 | 2.23 | 2.75 | 3.40 | 7.03 | 2.65 | 3.75 | 4.00 | 3.08 | 2.70 | 1.93 | 3.09 | 3.84 | 3.23 | 1.48 | 4.01 |
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 |
|---|---|---|---|---|
| Richard Ferri Personal Retirement Savings Lazy Portfolio Tactical Asset Allocation Moderate |
-3.17%
Dec 2021 - Dec 2024 |
-0.52%
Mar 2015 - Mar 2020 |
1.64%
Oct 2013 - Oct 2023 |
4.27%
Dec 2009 - Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Richard Ferri Personal Retirement Savings Lazy Portfolio Tactical Asset Allocation Moderate |
17.70%
Oct 2004 - Oct 2007 |
14.06%
Apr 2005 - Apr 2010 |
10.68%
Apr 2003 - Apr 2013 |
8.24%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart