Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Modified Permanent Portlolio Tactical Asset Allocation Moderate | NA | 16.33% | 2.25% | 5.45% | 3.06% | 2.82% | 4.69% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Modified Permanent Portlolio 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 (%) | -0.97 | 16.33 | 2.25 | 5.45 | 3.06 | 2.82 | 4.69 | … | … | 0.12 | 5.78 | 9.86 | -10.18 | 11.32 | 7.86 | 4.26 | -3.30 | 11.12 | 1.05 | -6.31 | -0.37 | 4.38 | -2.17 | 0.47 | 5.26 | 17.29 | -1.75 | 15.12 | 14.44 | 10.48 | 3.49 | 1.19 | 2.27 | 2.31 |
| Sharpe Ratio | NA | 0.01 | -0.28 | 0.27 | 0.19 | NA | NA | … | … | 0.01 | -0.11 | 0.77 | -1.53 | 1.33 | 1.05 | 0.66 | -0.64 | 2.02 | 0.16 | -1.24 | -0.07 | 0.63 | -0.50 | 0.05 | 0.47 | 1.88 | -0.28 | 0.82 | 1.07 | 1.33 | 0.74 | 0.23 | 0.82 | 0.01 |
| Standard Deviation(%) | NA | 7.59 | 7.47 | 7.64 | 6.66 | NA | NA | … | … | 6.56 | 7.61 | 7.25 | 7.54 | 8.48 | 7.25 | 4.34 | 7.16 | 5.19 | 5.32 | 5.13 | 5.31 | 6.86 | 4.42 | 8.54 | 11.06 | 9.13 | 9.68 | 14.75 | 10.47 | 6.23 | 3.44 | 2.13 | 1.43 | 0.05 |
| Draw Down(%) | NA | 4.21 | 10.25 | 11.53 | 11.53 | NA | NA | … | … | 0.34 | 4.10 | 6.18 | 10.61 | 4.11 | 6.68 | 3.63 | 9.13 | 1.91 | 4.29 | 9.01 | 6.10 | 6.21 | 4.48 | 7.80 | 9.31 | 4.51 | 8.17 | 8.80 | 10.61 | 4.65 | 3.88 | 2.76 | 1.20 | 0.00 |
| Yield(%) | NA | 3.49 | 2.18 | 1.95 | 1.66 | NA | NA | … | … | NA | 0.98 | 3.01 | 1.90 | 0.77 | 1.37 | 2.37 | 1.27 | 0.80 | 1.99 | 1.32 | 0.80 | 0.58 | 1.19 | 0.50 | 1.57 | 2.42 | 1.59 | 2.05 | 2.39 | 2.23 | 2.02 | 2.53 | 1.37 | 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 |
|---|---|---|---|---|
| Modified Permanent Portlolio Tactical Asset Allocation Moderate |
-1.93%
Dec 2013 – Dec 2016 |
-1.57%
May 2011 – May 2016 |
0.40%
Apr 2010 – Apr 2020 |
2.24%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Modified Permanent Portlolio Tactical Asset Allocation Moderate |
15.55%
Oct 2004 – Oct 2007 |
12.27%
Apr 2005 – Apr 2010 |
7.18%
Apr 2001 – Apr 2011 |
4.97%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart