Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| WARREN INVESTMENTS Tactical Asset Allocation Moderate | NA | 15.22% | 2.75% | 5.52% | 3.68% | 5.38% | 5.09% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WARREN INVESTMENTS 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 (%) | -0.34 | 15.22 | 2.75 | 5.52 | 3.68 | 5.38 | 5.09 | … | … | -0.42 | 4.44 | 9.29 | -10.20 | 15.26 | 6.20 | 8.46 | -5.43 | 10.55 | 1.69 | -4.93 | 7.35 | 9.47 | 4.94 | 4.84 | 12.62 | 27.38 | -13.03 | 7.61 | 3.30 | 1.92 | 6.04 | 0.69 | 1.11 | 2.31 |
| Sharpe Ratio | NA | -0.31 | -0.33 | 0.26 | 0.20 | NA | NA | … | … | -0.07 | -0.27 | 0.66 | -1.38 | 1.77 | 0.63 | 1.57 | -0.97 | 1.90 | 0.22 | -0.73 | 1.21 | 1.27 | 0.90 | 0.52 | 0.90 | 2.11 | -1.30 | 0.31 | 2.84 | -0.03 | 1.24 | 0.05 | 0.01 | 0.01 |
| Standard Deviation(%) | NA | 7.82 | 7.93 | 8.43 | 7.36 | NA | NA | … | … | 7.14 | 7.84 | 7.63 | 8.39 | 8.59 | 9.50 | 4.48 | 6.96 | 5.21 | 6.61 | 6.84 | 6.04 | 7.44 | 5.44 | 9.27 | 13.97 | 12.96 | 10.74 | 14.77 | 0.01 | 9.12 | 4.10 | 0.00 | 0.01 | 0.05 |
| Draw Down(%) | NA | 7.10 | 11.87 | 12.03 | 12.03 | NA | NA | … | … | 0.91 | 7.10 | 6.01 | 12.03 | 4.27 | 10.88 | 2.86 | 10.73 | 2.82 | 7.02 | 10.01 | 5.16 | 6.74 | 4.34 | 8.89 | 8.90 | 5.60 | 22.60 | 7.82 | 0.00 | 6.91 | 2.49 | 0.00 | 0.00 | 0.00 |
| Yield(%) | NA | 3.89 | 2.50 | 2.60 | 2.57 | NA | NA | … | … | NA | 1.14 | 3.49 | 1.48 | 1.78 | 2.38 | 3.56 | 2.01 | 0.84 | 3.70 | 2.95 | 3.13 | 1.82 | 2.74 | 2.71 | 4.26 | 3.97 | 2.86 | 3.14 | 3.30 | 2.62 | 2.24 | 0.69 | 1.11 | 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 |
|---|---|---|---|---|
| WARREN INVESTMENTS Tactical Asset Allocation Moderate |
-2.61%
Oct 2005 – Oct 2008 |
-0.10%
Oct 2003 – Oct 2008 |
2.97%
Oct 2013 – Oct 2023 |
4.25%
Jul 2005 – Jul 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WARREN INVESTMENTS Tactical Asset Allocation Moderate |
16.24%
Oct 2008 – Oct 2011 |
12.22%
Oct 2008 – Oct 2013 |
7.20%
Oct 2008 – Oct 2018 |
6.16%
Mar 2009 – Mar 2024 |
Annualized Rolling Returns Comparison Chart