Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| sudeep Tactical Asset Allocation Moderate | NA | 25.43% | 6.91% | 11.33% | 8.90% | 10.12% | 8.62% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| sudeep 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 (%) | -1.10 | 25.43 | 6.91 | 11.33 | 8.90 | 10.12 | 8.62 | … | … | 0.47 | 18.13 | 23.56 | -15.41 | 21.92 | 12.50 | 13.35 | 2.62 | 18.22 | 5.33 | -2.84 | 14.44 | 20.84 | 5.87 | 19.03 | -0.50 | 0.25 | 2.31 | 10.86 | 8.17 | 3.44 | 2.74 | 5.03 | -1.38 | 2.31 |
| Sharpe Ratio | NA | 1.29 | 0.34 | 0.72 | 0.70 | NA | NA | … | … | 0.04 | 1.18 | 2.19 | -1.05 | 1.85 | 1.08 | 1.72 | 0.10 | 2.45 | 0.87 | -0.25 | 2.07 | 2.86 | 0.67 | 1.59 | -0.06 | 0.02 | 0.17 | 0.92 | 0.72 | 0.23 | 0.24 | 0.57 | -0.65 | 0.01 |
| Standard Deviation(%) | NA | 9.79 | 12.00 | 11.85 | 10.73 | NA | NA | … | … | 11.67 | 9.78 | 8.82 | 16.04 | 11.83 | 11.32 | 6.93 | 13.56 | 7.19 | 5.87 | 11.63 | 6.98 | 7.27 | 8.63 | 11.94 | 9.89 | 7.57 | 8.11 | 8.54 | 6.83 | 5.43 | 7.60 | 7.57 | 3.85 | 0.05 |
| Draw Down(%) | NA | 7.01 | 16.99 | 18.38 | 18.38 | NA | NA | … | … | 0.97 | 7.01 | 5.74 | 18.29 | 6.46 | 10.67 | 4.89 | 9.50 | 4.62 | 2.94 | 12.18 | 4.75 | 3.66 | 6.20 | 6.59 | 8.76 | 9.02 | 6.44 | 4.68 | 6.27 | 4.58 | 5.93 | 9.03 | 4.00 | 0.00 |
| Yield(%) | NA | 2.43 | 1.72 | 1.47 | 1.27 | NA | NA | … | … | NA | 0.75 | 2.68 | 1.10 | 1.22 | 0.57 | 1.38 | 0.92 | 0.55 | 1.54 | 0.96 | 1.38 | 1.04 | 1.66 | 1.54 | 1.33 | 1.08 | 0.97 | 2.67 | 2.04 | 2.78 | 1.91 | 2.05 | 1.36 | 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 |
|---|---|---|---|---|
| sudeep Tactical Asset Allocation Moderate |
0.34%
Jan 2008 – Jan 2011 |
1.94%
Jul 2001 – Jul 2006 |
3.38%
Jun 2001 – Jun 2011 |
5.65%
Apr 2001 – Apr 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| sudeep Tactical Asset Allocation Moderate |
16.95%
Jun 2011 – Jun 2014 |
13.53%
Dec 2016 – Dec 2021 |
11.90%
Jul 2011 – Jul 2021 |
10.14%
Oct 2009 – Oct 2024 |
Annualized Rolling Returns Comparison Chart