Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Plan A Tactical Asset Allocation Moderate | NA | 22.45% | 0.91% | 6.09% | 5.03% | 6.31% | 5.99% | 6.14% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Plan A 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 (%) | -1.51 | 22.45 | 0.91 | 6.09 | 5.03 | 6.31 | 5.99 | 6.14 | NA | 6.06 | 8.59 | -16.62 | 20.16 | 13.19 | 14.37 | -5.03 | 4.72 | 5.81 | 0.02 | 8.62 | 5.22 | 4.35 | 7.37 | 13.79 | 11.63 | -0.17 | 5.80 | 8.22 | 1.98 | 8.10 | 15.20 | 1.11 | 2.31 |
| Sharpe Ratio | NA | -0.12 | -0.39 | 0.25 | 0.32 | NA | NA | 0.57 | -0.09 | -0.06 | 0.38 | -1.21 | 2.26 | 1.18 | 2.77 | -0.97 | 1.37 | 1.21 | 0.00 | 2.26 | 1.02 | 0.90 | 0.88 | 1.05 | 1.29 | -0.17 | 0.34 | 0.78 | -0.02 | 0.90 | 2.14 | 0.01 | 0.01 |
| Standard Deviation(%) | NA | 9.44 | 12.13 | 11.37 | 8.77 | NA | NA | 7.87 | 10.11 | 9.51 | 11.51 | 14.84 | 8.91 | 11.02 | 4.68 | 6.52 | 2.98 | 4.62 | 5.42 | 3.81 | 5.09 | 4.77 | 8.33 | 13.05 | 8.94 | 6.43 | 8.13 | 6.33 | 8.84 | 7.96 | 6.79 | 0.01 | 0.05 |
| Draw Down(%) | NA | 6.63 | 19.86 | 21.14 | 21.14 | NA | NA | 21.14 | 1.31 | 6.63 | 12.00 | 21.14 | 4.89 | 11.19 | 1.88 | 9.18 | 1.79 | 3.28 | 5.59 | 2.20 | 5.31 | 3.66 | 7.45 | 9.40 | 4.64 | 5.53 | 4.95 | 5.23 | 6.88 | 5.73 | 2.74 | 0.00 | 0.00 |
| Yield(%) | NA | 4.61 | 3.29 | 2.96 | 2.63 | NA | NA | 2.38 | NA | 1.51 | 4.28 | 2.33 | 2.31 | 1.93 | 3.15 | 2.36 | 0.48 | 3.22 | 2.29 | 3.25 | 1.31 | 2.11 | 2.36 | 3.49 | 3.36 | 1.96 | 2.36 | 2.02 | 2.30 | 2.16 | 0.81 | 1.11 | 2.31 |
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 |
|---|---|---|---|---|
| Plan A Tactical Asset Allocation Moderate |
-1.34%
Dec 2021 - Dec 2024 |
2.71%
Dec 2013 - Dec 2018 |
3.62%
Oct 2013 - Oct 2023 |
5.21%
Oct 2008 - Oct 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Plan A Tactical Asset Allocation Moderate |
15.86%
Dec 2018 - Dec 2021 |
9.46%
Jun 2009 - Jun 2014 |
8.11%
Apr 2003 - Apr 2013 |
7.15%
Aug 2006 - Aug 2021 |
Annualized Rolling Returns Comparison Chart