Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| spyplan Tactical Asset Allocation Moderate | NA | 27.94% | 7.52% | 10.45% | 7.63% | 7.98% | 7.69% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| spyplan 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 | Common | Inception | 2025 | 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 (%) | -1.30 | 27.94 | 7.52 | 10.45 | 7.63 | 7.98 | 7.69 | … | … | 0.44 | 19.40 | 18.73 | -12.43 | 18.74 | 9.62 | 18.52 | -4.64 | 12.73 | 4.58 | -2.44 | 9.06 | 19.67 | 8.94 | 0.15 | 3.52 | 12.59 | 0.93 | 4.98 | 10.68 | 5.16 | 7.26 | 14.00 | -6.85 | 2.31 |
| Sharpe Ratio | NA | 1.48 | 0.34 | 0.69 | 0.64 | NA | NA | … | … | 0.04 | 1.41 | 1.64 | -0.85 | 2.13 | 0.92 | 2.27 | -0.57 | 2.78 | 0.59 | -0.27 | 1.18 | 2.76 | 1.18 | 0.01 | 0.32 | 1.55 | 0.15 | 0.21 | 1.34 | 0.51 | 0.87 | 2.00 | -1.31 | 0.01 |
| Standard Deviation(%) | NA | 9.10 | 11.93 | 11.04 | 9.63 | NA | NA | … | … | 10.41 | 9.09 | 8.84 | 16.30 | 8.81 | 10.21 | 7.55 | 10.39 | 4.36 | 7.35 | 9.10 | 7.68 | 7.11 | 7.53 | 11.54 | 10.71 | 8.06 | 0.03 | 9.53 | 5.54 | 5.86 | 7.25 | 6.65 | 6.06 | 0.05 |
| Draw Down(%) | NA | 6.12 | 16.28 | 17.11 | 17.11 | NA | NA | … | … | 0.83 | 6.12 | 6.66 | 17.11 | 3.55 | 8.12 | 4.01 | 14.32 | 1.66 | 6.12 | 8.46 | 5.05 | 3.59 | 5.84 | 11.24 | 13.17 | 4.20 | 0.00 | 6.27 | 3.96 | 3.21 | 4.83 | 2.97 | 8.62 | 0.00 |
| Yield(%) | NA | 2.61 | 1.91 | 1.64 | 1.53 | NA | NA | … | … | NA | 0.87 | 2.60 | 1.35 | 1.02 | 0.91 | 1.91 | 1.50 | 0.52 | 1.74 | 1.70 | 1.42 | 1.43 | 1.38 | 0.97 | 1.26 | 1.11 | 0.93 | 2.09 | 2.38 | 2.07 | 1.62 | 1.27 | 1.07 | 2.31 |
Data as of 10/31/2024, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| spyplan Tactical Asset Allocation Moderate |
1.94%
Aug 2007 – Aug 2010 |
3.65%
Dec 2013 – Dec 2018 |
4.95%
Oct 2001 – Oct 2011 |
5.55%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| spyplan Tactical Asset Allocation Moderate |
15.55%
Dec 2018 – Dec 2021 |
10.92%
Nov 2019 – Nov 2024 |
9.18%
Dec 2011 – Dec 2021 |
8.24%
Jun 2009 – Jun 2024 |
Annualized Rolling Returns Comparison Chart