Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Chris Alex Green Tactical Asset Allocation Moderate | NA | 25.28% | 0.83% | 6.17% | 3.57% | 5.36% | 6.32% | 6.91% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Chris Alex Green 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 | Inception | YTD | 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 (%) | -1.34 | 25.28 | 0.83 | 6.17 | 3.57 | 5.36 | 6.32 | 6.91 | NA | 7.36 | 12.65 | -18.73 | 16.41 | 14.25 | 9.83 | -6.30 | 11.52 | 0.69 | -7.71 | 1.33 | 8.37 | 10.59 | 4.91 | 13.73 | 21.35 | -6.31 | 16.17 | 18.14 | 2.04 | 10.67 | 16.42 | 2.29 | 7.92 |
| Sharpe Ratio | NA | 0.20 | -0.30 | 0.26 | 0.18 | NA | NA | 0.62 | -0.03 | 0.08 | 0.76 | -1.23 | 1.78 | 1.57 | 1.63 | -1.06 | 2.32 | 0.08 | -1.04 | 0.23 | 1.17 | 2.49 | 0.51 | 0.97 | 2.45 | -1.26 | 1.10 | 1.80 | -0.02 | 1.12 | 2.64 | 0.23 | 1.76 |
| Standard Deviation(%) | NA | 9.35 | 12.60 | 11.35 | 9.14 | NA | NA | 8.53 | 8.97 | 9.45 | 11.02 | 16.36 | 9.18 | 8.93 | 5.17 | 7.19 | 4.70 | 6.00 | 7.45 | 5.74 | 7.15 | 4.24 | 9.49 | 14.05 | 8.68 | 5.75 | 11.96 | 8.28 | 7.20 | 8.66 | 5.96 | 5.24 | 3.19 |
| Draw Down(%) | NA | 6.11 | 20.97 | 23.00 | 23.00 | NA | NA | 23.00 | 0.91 | 5.91 | 10.68 | 22.95 | 4.82 | 11.03 | 2.76 | 12.58 | 2.21 | 5.57 | 12.97 | 5.63 | 8.49 | 2.57 | 8.71 | 10.03 | 4.39 | 9.58 | 8.56 | 6.94 | 5.22 | 12.07 | 2.57 | 8.32 | 1.81 |
| Yield(%) | NA | 3.71 | 3.92 | 3.23 | 2.77 | NA | NA | 3.28 | NA | 0.72 | 3.55 | 3.89 | 3.44 | 1.51 | 3.34 | 2.18 | 0.44 | 3.39 | 2.23 | 3.38 | 1.91 | 4.27 | 3.70 | 2.93 | 2.97 | 3.25 | 4.04 | 3.44 | 3.55 | 3.85 | 3.68 | 3.33 | 6.39 |
Data as of 10/31/2024, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Chris Alex Green Tactical Asset Allocation Moderate |
-2.03%
Nov 2013 - Nov 2016 |
-0.32%
Dec 2013 - Dec 2018 |
1.55%
Oct 2013 - Oct 2023 |
4.10%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Chris Alex Green Tactical Asset Allocation Moderate |
15.77%
Apr 2009 - Apr 2012 |
13.71%
Oct 2002 - Oct 2007 |
10.75%
Apr 2003 - Apr 2013 |
8.01%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart