Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| checking Tactical Asset Allocation Moderate | NA | 15.46% | 0.17% | 5.36% | 4.15% | 4.99% | 5.81% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| checking 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 (%) | -1.26 | 15.46 | 0.17 | 5.36 | 4.15 | 4.99 | 5.81 | … | … | 0.10 | 0.62 | 8.62 | -11.68 | 7.17 | 18.07 | 7.45 | -4.25 | 13.73 | 5.53 | -7.04 | 4.49 | 9.70 | 3.26 | 3.35 | 9.59 | 22.43 | -21.14 | 18.77 | 15.75 | 10.18 | 15.96 | 38.99 | 7.76 | 8.09 |
| Sharpe Ratio | NA | -0.45 | -0.54 | 0.20 | 0.27 | NA | NA | … | … | 0.00 | -0.64 | 0.57 | -1.85 | 0.87 | 2.72 | 1.46 | -0.79 | 2.54 | 0.94 | -1.23 | 0.83 | 1.89 | 0.60 | 0.47 | 0.95 | 3.19 | -2.52 | 1.35 | 1.55 | 1.40 | 1.85 | 7.27 | 1.46 | 1.22 |
| Standard Deviation(%) | NA | 9.35 | 8.11 | 7.88 | 6.85 | NA | NA | … | … | 9.14 | 9.40 | 7.69 | 7.07 | 8.22 | 6.57 | 4.15 | 7.03 | 5.16 | 5.66 | 5.77 | 5.42 | 5.10 | 5.36 | 7.09 | 10.03 | 7.00 | 8.75 | 11.66 | 8.04 | 5.71 | 8.11 | 5.27 | 4.56 | 4.75 |
| Draw Down(%) | NA | 8.22 | 11.17 | 15.23 | 15.23 | NA | NA | … | … | 0.73 | 7.89 | 8.24 | 12.38 | 5.91 | 8.34 | 2.73 | 9.94 | 3.16 | 6.28 | 10.91 | 6.46 | 3.57 | 6.12 | 7.13 | 9.78 | 3.57 | 23.69 | 9.77 | 10.24 | 5.25 | 10.68 | 3.82 | 5.49 | 3.99 |
| Yield(%) | NA | 3.53 | 3.75 | 4.15 | 3.13 | NA | NA | … | … | NA | 0.81 | 3.39 | 5.18 | 2.06 | 5.64 | 4.10 | 2.15 | 0.40 | 4.18 | 1.89 | 2.45 | 2.79 | 4.13 | 4.48 | 3.27 | 3.14 | 6.68 | 10.96 | 8.37 | 6.40 | 4.45 | 5.18 | 3.60 | 8.39 |
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 |
|---|---|---|---|---|
| checking Tactical Asset Allocation Moderate |
-1.17%
Dec 2021 – Dec 2024 |
1.69%
Oct 2007 – Oct 2012 |
3.13%
Oct 2013 – Oct 2023 |
3.29%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| checking Tactical Asset Allocation Moderate |
21.78%
Jan 2003 – Jan 2006 |
20.73%
Oct 2002 – Oct 2007 |
12.18%
Apr 2001 – Apr 2011 |
8.99%
Oct 2002 – Oct 2017 |
Annualized Rolling Returns Comparison Chart