Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| RAZ2 Tactical Asset Allocation Moderate | NA | 11.35% | 1.49% | 6.71% | 4.55% | 5.00% | 6.89% | 7.62% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RAZ2 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 (%) | -0.84 | 11.35 | 1.49 | 6.71 | 4.55 | 5.00 | 6.89 | 7.62 | NA | 1.01 | 5.32 | -6.88 | 17.47 | 14.44 | 18.42 | -8.38 | 4.93 | 5.30 | -6.09 | 2.72 | 5.29 | 11.91 | -8.97 | 14.65 | 23.71 | -8.59 | 18.65 | 22.06 | 9.96 | 15.13 | 23.95 | 3.88 | 4.63 |
| Sharpe Ratio | NA | -0.58 | -0.45 | 0.30 | 0.26 | NA | NA | 0.65 | -0.06 | -0.61 | 0.13 | -0.86 | 1.65 | 0.95 | 2.49 | -1.19 | 0.76 | 0.78 | -0.81 | 0.49 | 0.86 | 2.32 | -0.73 | 1.09 | 2.24 | -0.94 | 1.22 | 1.76 | 0.87 | 1.50 | 4.15 | 0.74 | 0.58 |
| Standard Deviation(%) | NA | 9.17 | 8.96 | 10.76 | 9.08 | NA | NA | 9.08 | 12.89 | 9.20 | 7.98 | 9.58 | 10.59 | 14.97 | 6.84 | 8.15 | 5.64 | 6.54 | 7.56 | 5.52 | 6.08 | 5.10 | 12.38 | 13.39 | 10.56 | 10.16 | 12.87 | 10.69 | 9.00 | 9.46 | 5.60 | 3.77 | 4.02 |
| Draw Down(%) | NA | 5.89 | 15.35 | 18.79 | 18.79 | NA | NA | 18.79 | 1.53 | 5.50 | 5.91 | 13.31 | 6.03 | 18.79 | 2.52 | 13.96 | 2.81 | 6.89 | 12.70 | 5.72 | 5.84 | 3.54 | 15.78 | 8.53 | 6.06 | 17.29 | 9.42 | 9.48 | 6.48 | 12.88 | 2.90 | 4.87 | 2.80 |
| Yield(%) | NA | 3.62 | 6.02 | 4.91 | 3.83 | NA | NA | 3.98 | NA | 0.98 | 3.34 | 10.12 | 3.83 | 2.05 | 4.95 | 2.46 | 0.21 | 5.02 | 3.61 | 2.82 | 1.42 | 5.30 | 5.73 | 4.54 | 4.34 | 2.89 | 3.87 | 5.41 | 3.79 | 3.19 | 4.54 | 1.89 | 5.32 |
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 |
|---|---|---|---|---|
| RAZ2 Tactical Asset Allocation Moderate |
-0.64%
Jun 2014 - Jun 2017 |
-0.60%
Mar 2015 - Mar 2020 |
1.81%
Apr 2010 - Apr 2020 |
4.07%
May 2008 - May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RAZ2 Tactical Asset Allocation Moderate |
20.46%
Mar 2005 - Mar 2008 |
18.73%
Feb 2003 - Feb 2008 |
12.76%
Apr 2001 - Apr 2011 |
8.62%
Sep 2001 - Sep 2016 |
Annualized Rolling Returns Comparison Chart