Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Mirco Prova Tactical Asset Allocation Moderate | NA | 14.05% | 1.13% | 6.42% | 3.45% | 4.94% | 6.31% | 6.55% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Mirco Prova 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 (%) | -0.88 | 14.05 | 1.13 | 6.42 | 3.45 | 4.94 | 6.31 | 6.55 | NA | 3.57 | 3.80 | -9.13 | 13.99 | 16.27 | 4.31 | -8.70 | 9.22 | 3.99 | -4.31 | 2.41 | 10.12 | 3.04 | 12.18 | 11.53 | 2.39 | 3.47 | 16.82 | 12.27 | 15.65 | 6.83 | 18.05 | 2.66 | 2.31 |
| Sharpe Ratio | NA | -0.30 | -0.42 | 0.26 | 0.14 | NA | NA | 0.53 | -0.03 | -0.40 | -0.05 | -0.79 | 1.44 | 1.50 | 0.54 | -1.10 | 1.33 | 0.50 | -0.66 | 0.34 | 1.25 | 0.43 | 1.10 | 0.89 | 0.17 | 0.27 | 1.05 | 0.85 | 1.66 | 0.66 | 2.00 | 0.31 | 0.01 |
| Standard Deviation(%) | NA | 7.48 | 10.16 | 10.19 | 8.80 | NA | NA | 9.18 | 3.67 | 7.49 | 8.80 | 13.36 | 9.72 | 10.72 | 5.33 | 9.09 | 6.45 | 7.62 | 6.62 | 6.99 | 8.09 | 6.93 | 11.02 | 12.87 | 13.43 | 9.39 | 13.21 | 10.55 | 8.11 | 8.87 | 8.69 | 4.98 | 0.05 |
| Draw Down(%) | NA | 5.79 | 16.72 | 16.72 | 19.32 | NA | NA | 19.32 | 0.49 | 5.79 | 7.63 | 16.72 | 5.69 | 11.72 | 3.41 | 16.32 | 2.78 | 8.59 | 9.31 | 7.60 | 8.23 | 5.62 | 7.76 | 8.87 | 9.13 | 9.56 | 10.50 | 11.34 | 5.69 | 10.54 | 7.21 | 4.00 | 0.00 |
| Yield(%) | NA | 3.67 | 3.27 | 2.54 | 2.08 | NA | NA | 2.55 | NA | 0.73 | 3.43 | 3.37 | 2.64 | 1.20 | 1.89 | 1.44 | 0.12 | 2.58 | 1.82 | 2.52 | 1.92 | 3.38 | 2.86 | 3.92 | 3.12 | 2.61 | 3.21 | 2.42 | 2.74 | 2.28 | 4.06 | 2.02 | 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 |
|---|---|---|---|---|
| Mirco Prova Tactical Asset Allocation Moderate |
-2.02%
Jul 2016 - Jul 2019 |
-0.75%
Aug 2014 - Aug 2019 |
2.39%
Jun 2014 - Jun 2024 |
3.86%
May 2008 - May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Mirco Prova Tactical Asset Allocation Moderate |
16.44%
Oct 2004 - Oct 2007 |
14.50%
Mar 2003 - Mar 2008 |
10.42%
Apr 2003 - Apr 2013 |
8.53%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart