Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| RAZ Tactical Asset Allocation Moderate | NA | 5.42% | -0.91% | 4.89% | 3.87% | 5.25% | 7.00% | 7.74% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RAZ 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 (%) | -0.59 | 5.42 | -0.91 | 4.89 | 3.87 | 5.25 | 7.00 | 7.74 | NA | -1.48 | 2.66 | -8.28 | 16.93 | 14.99 | 18.38 | -7.38 | 5.06 | 5.30 | -6.09 | 2.22 | 5.71 | 11.43 | 0.01 | 17.06 | 24.69 | -12.49 | 23.45 | 22.28 | 10.09 | 13.63 | 23.63 | 2.08 | 5.42 |
| Sharpe Ratio | NA | -0.83 | -0.68 | 0.18 | 0.20 | NA | NA | 0.70 | -0.10 | -0.83 | -0.21 | -0.99 | 1.50 | 1.19 | 2.59 | -1.09 | 0.80 | 0.78 | -0.81 | 0.40 | 0.83 | 2.21 | 0.00 | 1.26 | 2.25 | -1.38 | 1.56 | 1.78 | 0.97 | 2.00 | 4.81 | 0.24 | 0.71 |
| Standard Deviation(%) | NA | 9.64 | 9.11 | 10.29 | 8.76 | NA | NA | 8.68 | 9.64 | 9.73 | 7.70 | 9.77 | 11.24 | 12.36 | 6.55 | 7.98 | 5.55 | 6.54 | 7.54 | 5.56 | 6.83 | 5.15 | 9.54 | 13.43 | 10.93 | 9.69 | 13.11 | 10.70 | 8.14 | 6.34 | 4.77 | 3.99 | 4.40 |
| Draw Down(%) | NA | 6.30 | 16.46 | 16.47 | 16.47 | NA | NA | 21.66 | 1.37 | 6.30 | 6.24 | 14.15 | 7.80 | 16.47 | 2.47 | 13.15 | 3.11 | 6.89 | 12.70 | 6.14 | 6.06 | 3.45 | 10.60 | 8.77 | 5.30 | 20.69 | 9.15 | 9.39 | 5.71 | 8.06 | 2.20 | 5.42 | 3.92 |
| Yield(%) | NA | 3.49 | 6.01 | 4.95 | 3.84 | NA | NA | 4.25 | NA | 1.00 | 3.21 | 10.38 | 3.68 | 2.08 | 5.22 | 2.32 | 0.21 | 5.02 | 3.61 | 2.82 | 1.26 | 5.35 | 6.50 | 4.48 | 6.06 | 3.65 | 4.37 | 4.29 | 4.32 | 4.98 | 5.07 | 2.05 | 5.84 |
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 |
|---|---|---|---|---|
| RAZ Tactical Asset Allocation Moderate |
-2.47%
Dec 2021 - Dec 2024 |
-0.33%
Dec 2013 - Dec 2018 |
3.05%
Apr 2010 - Apr 2020 |
4.69%
May 2008 - May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RAZ Tactical Asset Allocation Moderate |
22.12%
Apr 2005 - Apr 2008 |
19.74%
Feb 2003 - Feb 2008 |
13.01%
Apr 2001 - Apr 2011 |
9.38%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart