Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Kevin Test Tactical Asset Allocation Moderate | NA | 10.59% | 5.41% | 3.81% | 4.28% | 5.34% | 6.49% | … | … |
Data as of 08/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Kevin Test Tactical Asset Allocation Moderate | 12/31/2000 | 11/08/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | 2.45 | 10.59 | 5.41 | 3.81 | 4.28 | 5.34 | 6.49 | … | … | 10.81 | -16.76 | 18.00 | 14.79 | 6.14 | -5.47 | 12.26 | 8.19 | -10.60 | 1.65 | 9.77 | 9.07 | 12.98 | 4.05 | 5.00 | -6.16 | 19.32 | 21.09 | 11.51 | 5.95 | 4.58 | 2.04 | 2.31 |
| Sharpe Ratio | NA | 0.71 | 0.22 | 0.28 | 0.28 | NA | NA | … | … | 0.71 | -1.04 | 2.09 | 1.20 | 0.89 | -0.62 | 2.72 | 1.49 | -1.40 | 0.25 | 1.40 | 1.21 | 1.03 | 0.29 | 0.40 | -0.73 | 1.07 | 1.69 | 1.03 | 0.69 | 0.62 | 0.38 | 0.01 |
| Standard Deviation(%) | NA | 11.48 | 12.55 | 11.65 | 9.56 | NA | NA | … | … | 9.96 | 17.50 | 8.59 | 12.15 | 5.31 | 11.00 | 4.28 | 5.35 | 7.59 | 6.50 | 6.96 | 7.44 | 12.55 | 13.86 | 12.30 | 9.73 | 15.29 | 10.52 | 9.10 | 7.24 | 6.24 | 2.44 | 0.05 |
| Draw Down(%) | NA | 8.42 | 21.76 | 21.76 | 21.76 | NA | NA | … | … | 8.42 | 21.63 | 3.81 | 12.60 | 3.35 | 14.81 | 1.63 | 2.96 | 12.81 | 6.85 | 6.34 | 5.57 | 7.49 | 9.38 | 9.36 | 12.57 | 10.03 | 8.70 | 5.60 | 6.64 | 8.24 | 2.23 | 0.00 |
| Yield(%) | NA | 2.13 | 1.77 | 2.23 | 1.99 | NA | NA | … | … | 0.83 | 1.56 | 1.53 | 2.64 | 3.16 | 1.97 | 0.05 | 3.38 | 2.29 | 2.23 | 1.66 | 2.61 | 2.68 | 2.88 | 2.47 | 1.66 | 2.11 | 3.35 | 3.80 | 2.43 | 2.01 | 1.46 | 2.31 |
Data as of 08/31/2023, 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 |
|---|---|---|---|---|
| Kevin Test Tactical Asset Allocation Moderate |
-0.67%
Oct 2013 – Oct 2016 |
0.66%
Aug 2014 – Aug 2019 |
2.80%
Sep 2012 – Sep 2022 |
3.49%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Kevin Test Tactical Asset Allocation Moderate |
19.54%
Oct 2004 – Oct 2007 |
13.19%
Oct 2002 – Oct 2007 |
9.43%
Aug 2004 – Aug 2014 |
7.53%
Sep 2003 – Sep 2018 |
Annualized Rolling Returns Comparison Chart