Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| P Relative Strength Trend Following Six Assets | 6.26% | 18.17% | 5.99% | 11.10% | 5.56% | 7.34% | 8.28% | 10.25% |
Data as of 03/31/2025, AR inception is 06/28/1991
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| P Relative Strength Trend Following Six Assets | 06/28/1991 | 06/27/2025 |
| 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 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.20 | 18.17 | 5.99 | 11.10 | 5.56 | 7.34 | 8.28 | 10.25 | 6.26 | 17.63 | 0.60 | -10.88 | 22.70 | 15.35 | 9.39 | -9.37 | 23.00 | -2.30 | -8.91 | 10.18 | 23.74 | 11.05 | 0.72 | 15.20 | 12.13 | -2.12 | 8.50 | 22.27 | 7.81 | 18.65 | 30.69 | 3.36 | 6.78 | -3.18 | 29.44 | 15.15 | 23.48 | 15.44 | 19.57 | 3.58 | 9.44 | 4.33 | 5.91 |
| Sharpe Ratio | NA | 1.73 | 0.76 | 0.86 | 0.49 | NA | NA | 0.79 | 1.09 | 1.30 | -0.31 | -1.24 | 1.85 | 1.26 | 1.02 | -0.87 | 3.46 | -0.25 | -0.82 | 1.12 | 2.02 | 1.15 | 0.05 | 0.93 | 0.78 | -0.33 | 0.33 | 1.31 | 0.54 | 1.47 | 3.40 | 0.40 | 0.96 | -0.65 | 2.34 | 1.23 | 1.92 | 1.84 | 2.79 | 0.07 | 0.97 | 0.35 | 0.79 |
| Standard Deviation(%) | NA | 11.74 | 10.02 | 11.01 | 10.50 | NA | NA | 10.58 | 12.23 | 10.79 | 9.78 | 9.94 | 12.23 | 12.02 | 7.79 | 12.41 | 6.45 | 9.89 | 10.93 | 9.09 | 11.73 | 9.58 | 15.21 | 16.27 | 15.35 | 9.26 | 16.21 | 14.35 | 10.25 | 12.05 | 8.82 | 5.58 | 4.52 | 11.34 | 11.16 | 9.46 | 10.32 | 6.41 | 5.59 | 7.78 | 7.49 | 5.17 | 5.20 |
| Draw Down(%) | NA | 5.75 | 11.68 | 15.88 | 18.27 | NA | NA | 19.97 | 5.75 | 5.17 | 11.68 | 12.21 | 6.39 | 14.37 | 4.26 | 18.27 | 2.64 | 8.97 | 14.44 | 6.17 | 11.00 | 8.84 | 13.71 | 10.34 | 7.06 | 12.45 | 10.58 | 17.34 | 7.12 | 13.02 | 3.30 | 7.50 | 3.34 | 9.83 | 5.98 | 11.75 | 8.16 | 5.60 | 3.88 | 6.59 | 6.78 | 2.48 | 2.41 |
| Yield(%) | NA | 1.45 | 1.82 | 1.96 | 2.07 | NA | NA | 0.00 | 0.27 | 1.60 | 1.91 | 1.81 | 2.48 | 1.83 | 2.33 | 2.33 | 2.72 | 2.09 | 2.15 | 3.98 | 2.80 | 3.65 | 1.57 | 2.82 | 4.18 | 2.95 | 2.48 | 2.13 | 2.38 | 2.68 | 5.58 | 4.33 | 6.84 | 3.35 | 2.29 | 5.22 | 2.50 | 2.92 | 3.81 | 2.02 | 3.21 | 5.64 | 2.63 |
Data as of 03/31/2025, AR inception is 06/28/1991
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| P Relative Strength Trend Following Six Assets |
-0.65%
Dec 2013 - Dec 2016 |
0.29%
Mar 2015 - Mar 2020 |
4.05%
Nov 2013 - Nov 2023 |
6.27%
Feb 2008 - Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| P Relative Strength Trend Following Six Assets |
23.67%
Apr 2003 - Apr 2006 |
20.50%
Dec 1994 - Dec 1999 |
15.46%
Dec 1994 - Dec 2004 |
13.95%
Oct 1992 - Oct 2007 |
Annualized Rolling Returns Comparison Chart