Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Handel Architects 401k Tactical Asset Allocation Moderate | NA | 20.68% | 1.02% | 5.72% | 4.94% | 6.60% | 7.95% | 8.20% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Handel Architects 401k Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| 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 (%) | -0.78 | 20.68 | 1.02 | 5.72 | 4.94 | 6.60 | 7.95 | 8.20 | NA | 7.27 | 8.36 | -14.78 | 11.47 | 14.43 | 11.15 | -4.68 | 9.60 | 7.46 | -0.43 | 4.06 | 13.05 | 10.94 | -1.19 | 16.40 | 34.27 | -1.19 | 12.33 | 13.53 | 6.11 | 11.41 | 15.66 | 1.56 | 7.87 |
| Sharpe Ratio | NA | 0.10 | -0.37 | 0.21 | 0.33 | NA | NA | 0.75 | -0.04 | 0.08 | 0.45 | -1.22 | 1.06 | 1.51 | 1.70 | -0.76 | 1.31 | 1.21 | -0.06 | 0.62 | 1.82 | 1.99 | -0.11 | 1.09 | 2.95 | -0.44 | 0.76 | 1.14 | 0.70 | 1.63 | 2.90 | 0.11 | 1.74 |
| Standard Deviation(%) | NA | 8.02 | 10.41 | 10.31 | 8.78 | NA | NA | 8.55 | 7.82 | 8.09 | 9.23 | 13.23 | 10.79 | 9.39 | 5.73 | 7.85 | 6.86 | 6.00 | 7.94 | 6.55 | 7.15 | 5.47 | 11.05 | 14.93 | 11.59 | 4.82 | 12.28 | 9.03 | 5.62 | 6.42 | 5.16 | 3.95 | 3.19 |
| Draw Down(%) | NA | 6.56 | 17.31 | 18.93 | 18.93 | NA | NA | 18.93 | 0.82 | 6.54 | 8.52 | 18.93 | 6.60 | 7.47 | 3.25 | 12.21 | 5.99 | 6.08 | 9.33 | 6.59 | 6.25 | 4.92 | 11.79 | 11.71 | 4.70 | 6.61 | 10.16 | 11.54 | 4.56 | 6.30 | 2.88 | 4.83 | 2.05 |
| Yield(%) | NA | 2.88 | 6.11 | 6.06 | 5.29 | NA | NA | 4.96 | NA | 0.57 | 3.10 | 4.46 | 10.26 | 7.66 | 4.48 | 4.17 | 0.00 | 4.60 | 7.98 | 6.18 | 2.10 | 3.73 | 2.69 | 3.60 | 3.63 | 3.13 | 4.62 | 17.32 | 3.29 | 2.72 | 3.56 | 4.71 | 5.49 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Handel Architects 401k Tactical Asset Allocation Moderate |
-0.84%
Apr 2021 - Apr 2024 |
1.53%
Sep 2017 - Sep 2022 |
3.63%
Oct 2013 - Oct 2023 |
5.88%
Dec 2009 - Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Handel Architects 401k Tactical Asset Allocation Moderate |
19.96%
Jun 2008 - Jun 2011 |
15.68%
May 2006 - May 2011 |
11.97%
Apr 2001 - Apr 2011 |
10.20%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart