Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Another Modified Permanent Portfolio Tactical Asset Allocation Moderate | NA | 12.90% | 1.40% | 4.74% | 3.93% | 5.27% | 5.73% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Another Modified Permanent Portfolio 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 (%) | -1.09 | 12.90 | 1.40 | 4.74 | 3.93 | 5.27 | 5.73 | … | … | 0.35 | 5.06 | 8.30 | -9.39 | 11.71 | 8.79 | 9.84 | -6.70 | 7.73 | 6.48 | -1.46 | 3.96 | 12.56 | 3.06 | 5.63 | 12.88 | 13.96 | 5.08 | 7.99 | 7.46 | -0.23 | 8.97 | 1.03 | 8.12 | 6.81 |
| Sharpe Ratio | NA | -0.06 | -0.34 | 0.30 | 0.37 | NA | NA | … | … | 0.05 | -0.19 | 0.70 | -1.44 | 1.43 | 1.35 | 2.44 | -1.34 | 1.90 | 1.49 | -0.41 | 0.98 | 2.42 | 0.66 | 0.79 | 1.64 | 1.85 | 0.49 | 1.08 | 1.29 | -0.64 | 1.59 | 0.05 | 1.81 | 1.61 |
| Standard Deviation(%) | NA | 7.87 | 7.11 | 7.20 | 5.93 | NA | NA | … | … | 5.47 | 7.91 | 5.76 | 7.48 | 8.16 | 6.34 | 3.46 | 5.97 | 3.73 | 4.22 | 3.64 | 4.03 | 5.18 | 4.56 | 7.13 | 7.78 | 7.50 | 8.42 | 4.63 | 3.25 | 3.74 | 5.05 | 6.61 | 3.87 | 2.80 |
| Draw Down(%) | NA | 5.94 | 9.27 | 10.52 | 10.73 | NA | NA | … | … | 0.30 | 5.94 | 4.76 | 9.75 | 3.93 | 6.72 | 1.76 | 10.73 | 1.85 | 2.52 | 4.30 | 2.65 | 4.31 | 4.26 | 4.90 | 6.18 | 2.70 | 5.19 | 3.71 | 2.18 | 3.53 | 6.51 | 11.18 | 2.66 | 1.39 |
| Yield(%) | NA | 3.75 | 2.54 | 2.56 | 2.36 | NA | NA | … | … | NA | 1.57 | 3.32 | 1.73 | 1.47 | 2.06 | 3.81 | 1.80 | 0.51 | 3.13 | 2.55 | 2.31 | 3.56 | 5.63 | 3.60 | 6.40 | 6.79 | 4.50 | 4.50 | 3.78 | 4.00 | 4.15 | 5.42 | 4.99 | 5.39 |
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 |
|---|---|---|---|---|
| Another Modified Permanent Portfolio Tactical Asset Allocation Moderate |
1.02%
Apr 2021 – Apr 2024 |
1.86%
Dec 2013 – Dec 2018 |
3.15%
Oct 2013 – Oct 2023 |
5.03%
Dec 2009 – Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Another Modified Permanent Portfolio Tactical Asset Allocation Moderate |
12.22%
Aug 2008 – Aug 2011 |
10.60%
May 2006 – May 2011 |
8.10%
Jun 2004 – Jun 2014 |
6.83%
May 2006 – May 2021 |
Annualized Rolling Returns Comparison Chart