Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| RBT 7Twelve Tactical Asset Allocation Moderate | NA | 11.52% | 0.84% | 6.31% | 4.86% | 6.00% | 7.74% | 7.80% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RBT 7Twelve 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 (%) | -1.04 | 11.52 | 0.84 | 6.31 | 4.86 | 6.00 | 7.74 | 7.80 | NA | 4.49 | 2.73 | -9.30 | 17.66 | 14.55 | 12.24 | -7.03 | 10.01 | 8.64 | -4.83 | 5.06 | 7.88 | 11.20 | -0.07 | 13.14 | 27.41 | -7.24 | 19.44 | 20.82 | 11.48 | 4.18 | 5.73 | 9.90 | 8.33 |
| Sharpe Ratio | NA | -0.14 | -0.49 | 0.35 | 0.36 | NA | NA | 0.71 | 0.03 | -0.25 | -0.20 | -1.09 | 1.93 | 1.60 | 2.20 | -1.02 | 1.70 | 1.17 | -0.74 | 0.77 | 1.04 | 1.97 | -0.01 | 0.97 | 2.51 | -0.90 | 1.07 | 1.66 | 1.10 | 0.45 | 1.01 | 1.73 | 0.99 |
| Standard Deviation(%) | NA | 8.50 | 8.71 | 8.87 | 7.82 | NA | NA | 8.62 | 7.76 | 8.55 | 7.77 | 9.76 | 9.15 | 8.95 | 4.93 | 8.22 | 5.53 | 7.19 | 6.58 | 6.51 | 7.53 | 5.65 | 10.25 | 13.48 | 10.86 | 9.11 | 15.33 | 10.55 | 8.44 | 7.12 | 4.98 | 5.07 | 6.08 |
| Draw Down(%) | NA | 4.87 | 17.09 | 17.09 | 17.09 | NA | NA | 17.09 | 0.54 | 4.87 | 7.98 | 15.55 | 4.70 | 13.80 | 2.83 | 13.95 | 2.23 | 6.57 | 10.54 | 6.07 | 7.31 | 3.94 | 10.51 | 8.63 | 5.10 | 11.83 | 9.90 | 8.98 | 5.90 | 8.97 | 4.84 | 3.77 | 4.36 |
| Yield(%) | NA | 4.59 | 3.45 | 3.19 | 2.90 | NA | NA | 3.68 | NA | 1.26 | 3.76 | 2.65 | 3.09 | 2.76 | 3.41 | 1.35 | 0.78 | 4.14 | 3.06 | 3.79 | 1.73 | 4.45 | 4.31 | 4.18 | 3.27 | 2.36 | 2.73 | 3.34 | 4.48 | 6.35 | 5.52 | 5.01 | 6.88 |
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 |
|---|---|---|---|---|
| RBT 7Twelve Tactical Asset Allocation Moderate |
-0.89%
Dec 2021 - Dec 2024 |
1.14%
Mar 2015 - Mar 2020 |
4.01%
Mar 2010 - Mar 2020 |
5.46%
Dec 2009 - Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RBT 7Twelve Tactical Asset Allocation Moderate |
20.21%
Oct 2004 - Oct 2007 |
16.22%
Apr 2005 - Apr 2010 |
11.79%
Jun 2004 - Jun 2014 |
9.02%
Jul 2001 - Jul 2016 |
Annualized Rolling Returns Comparison Chart