Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Conservative Tactical Asset Allocation Moderate | NA | 20.31% | 5.63% | 7.61% | 5.70% | 5.91% | 5.23% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Conservative 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 (%) | -1.33 | 20.31 | 5.63 | 7.61 | 5.70 | 5.91 | 5.23 | … | … | -0.64 | 8.27 | 3.12 | 0.06 | 15.67 | 7.85 | 13.98 | -6.17 | 6.87 | 8.53 | -2.44 | 3.94 | 13.88 | 2.22 | 4.28 | 4.38 | 7.57 | 1.44 | -0.81 | 11.60 | 0.64 | 1.59 | 1.50 | 2.11 | 2.31 |
| Sharpe Ratio | NA | 0.14 | -0.09 | 0.42 | 0.43 | NA | NA | … | … | -0.12 | 0.23 | -0.12 | -0.10 | 1.72 | 0.61 | 2.56 | -0.93 | 1.39 | 1.56 | -0.40 | 0.71 | 2.07 | 0.49 | 0.48 | 0.51 | 1.26 | 0.04 | -0.42 | 1.67 | -0.51 | 0.20 | 0.52 | 0.96 | 0.01 |
| Standard Deviation(%) | NA | 7.14 | 9.93 | 10.34 | 8.43 | NA | NA | … | … | 5.82 | 7.15 | 9.17 | 12.71 | 9.07 | 12.50 | 4.91 | 8.04 | 4.48 | 5.35 | 6.19 | 5.55 | 6.69 | 4.44 | 8.78 | 8.45 | 5.93 | 11.53 | 9.03 | 4.99 | 3.00 | 3.32 | 1.57 | 1.05 | 0.05 |
| Draw Down(%) | NA | 5.94 | 10.57 | 14.31 | 14.31 | NA | NA | … | … | 0.71 | 5.60 | 9.56 | 10.57 | 4.77 | 14.31 | 2.06 | 12.50 | 2.13 | 4.03 | 6.64 | 3.27 | 4.75 | 3.49 | 9.25 | 6.93 | 3.25 | 12.90 | 7.72 | 2.11 | 2.49 | 3.74 | 1.56 | 0.80 | 0.00 |
| Yield(%) | NA | 3.48 | 2.70 | 2.75 | 2.54 | NA | NA | … | … | NA | 1.19 | 3.15 | 2.15 | 2.85 | 2.36 | 3.08 | 2.06 | 0.36 | 4.29 | 2.12 | 2.55 | 3.15 | 2.88 | 2.60 | 2.98 | 2.70 | 3.56 | 3.10 | 3.36 | 3.61 | 2.74 | 2.21 | 1.25 | 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 |
|---|---|---|---|---|
| Conservative Tactical Asset Allocation Moderate |
1.11%
Jul 2001 – Jul 2004 |
1.80%
May 2001 – May 2006 |
3.23%
Jul 2001 – Jul 2011 |
3.64%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Conservative Tactical Asset Allocation Moderate |
12.45%
Dec 2018 – Dec 2021 |
8.28%
Nov 2019 – Nov 2024 |
6.27%
Nov 2012 – Nov 2022 |
5.99%
Sep 2009 – Sep 2024 |
Annualized Rolling Returns Comparison Chart