Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
Talmud Strategy 3 Core Asset Index Mutual Funds Strategic Asset Allocation - Equal Weight Moderate | NA | 21.53% | 2.56% | 6.37% | 6.39% | 8.47% | 7.03% | 7.50% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
Talmud Strategy 3 Core Asset Index Mutual 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 (%) | -1.35 | 21.53 | 2.56 | 6.37 | 6.39 | 8.47 | 7.03 | 7.50 | NA | 8.34 | 13.84 | -15.13 | 18.63 | 7.35 | 21.45 | -4.22 | 7.31 | 7.73 | 1.03 | 13.87 | 10.20 | 12.10 | 6.77 | 16.61 | 21.37 | -21.26 | -1.05 | 16.14 | 6.13 | 14.15 | 21.28 | -1.95 | 4.88 |
Sharpe Ratio | NA | 0.32 | -0.16 | 0.25 | 0.38 | NA | NA | 0.45 | -0.03 | 0.22 | 1.00 | -1.10 | 2.20 | 0.31 | 2.93 | -0.60 | 1.11 | 0.96 | 0.11 | 2.10 | 1.26 | 1.58 | 0.45 | 1.19 | 0.76 | -0.73 | -0.35 | 1.82 | 0.50 | 1.68 | 2.88 | -0.31 | 0.31 |
Standard Deviation(%) | NA | 7.91 | 11.28 | 13.99 | 11.34 | NA | NA | 13.09 | 8.37 | 8.01 | 9.62 | 15.04 | 8.44 | 22.85 | 6.84 | 9.24 | 6.00 | 7.81 | 8.96 | 6.60 | 8.10 | 7.62 | 14.91 | 13.84 | 28.01 | 30.58 | 11.65 | 7.08 | 7.92 | 7.85 | 7.16 | 9.78 | 8.26 |
Draw Down(%) | NA | 4.34 | 17.75 | 26.41 | 26.41 | NA | NA | 41.93 | 0.79 | 4.34 | 8.17 | 19.40 | 4.18 | 26.41 | 2.28 | 10.56 | 3.62 | 5.84 | 8.59 | 3.69 | 8.04 | 5.37 | 11.74 | 9.49 | 22.18 | 37.51 | 9.07 | 4.37 | 5.67 | 8.51 | 4.70 | 12.84 | 8.35 |
Yield(%) | NA | 3.29 | 2.48 | 2.53 | 2.47 | NA | NA | 3.24 | NA | 0.93 | 3.41 | 1.78 | 1.64 | 2.44 | 2.99 | 1.93 | 0.64 | 3.46 | 3.11 | 2.61 | 2.41 | 3.13 | 3.06 | 3.38 | 4.15 | 3.83 | 3.78 | 3.72 | 4.13 | 4.02 | 4.43 | 4.53 | 5.06 |
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 |
---|---|---|---|---|
Talmud Strategy 3 Core Asset Index Mutual Funds Strategic Asset Allocation - Equal Weight Moderate |
-10.42%
Feb 2006 - Feb 2009 |
-2.63%
Feb 2004 - Feb 2009 |
5.48%
Oct 2013 - Oct 2023 |
5.65%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
Talmud Strategy 3 Core Asset Index Mutual Funds Strategic Asset Allocation - Equal Weight Moderate |
24.16%
Feb 2009 - Feb 2012 |
18.37%
Feb 2009 - Feb 2014 |
11.95%
Feb 2009 - Feb 2019 |
10.23%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart