Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| alex Tactical Asset Allocation Moderate | NA | 24.06% | 1.40% | 5.82% | 4.87% | 5.93% | 5.66% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| alex 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 (%) | -1.27 | 24.06 | 1.40 | 5.82 | 4.87 | 5.93 | 5.66 | … | … | -0.28 | 6.80 | 8.78 | -16.93 | 18.55 | 11.30 | 9.59 | -3.60 | 9.69 | 6.10 | -2.57 | 8.28 | 3.97 | 3.96 | 10.15 | 10.25 | 7.34 | 4.78 | 3.52 | 9.13 | 1.67 | 7.75 | 10.67 | 1.86 | 6.15 |
| Sharpe Ratio | NA | 0.07 | -0.37 | 0.22 | 0.30 | NA | NA | … | … | -0.06 | 0.02 | 0.44 | -1.31 | 2.30 | 1.01 | 1.88 | -0.71 | 2.44 | 1.10 | -0.48 | 2.10 | 0.82 | 0.94 | 1.07 | 1.20 | 1.15 | 0.58 | 0.07 | 1.27 | -0.10 | 1.18 | 2.22 | 0.10 | 0.51 |
| Standard Deviation(%) | NA | 9.37 | 11.37 | 10.74 | 8.46 | NA | NA | … | … | 6.00 | 9.44 | 10.29 | 13.99 | 8.06 | 10.95 | 4.35 | 6.96 | 3.72 | 5.37 | 5.38 | 3.93 | 4.79 | 4.17 | 9.49 | 8.44 | 6.32 | 6.71 | 7.85 | 4.61 | 5.18 | 5.76 | 4.50 | 7.71 | 7.47 |
| Draw Down(%) | NA | 6.88 | 20.23 | 22.02 | 22.02 | NA | NA | … | … | 0.86 | 6.88 | 11.21 | 22.02 | 4.10 | 13.29 | 2.56 | 8.30 | 2.18 | 3.83 | 6.39 | 2.56 | 5.04 | 2.72 | 8.76 | 5.73 | 3.86 | 4.37 | 5.38 | 2.50 | 3.56 | 7.30 | 1.96 | 11.27 | 8.68 |
| Yield(%) | NA | 2.48 | 3.04 | 2.62 | 2.20 | NA | NA | … | … | NA | 0.59 | 2.40 | 3.29 | 3.25 | 1.78 | 2.47 | 1.37 | 0.29 | 2.81 | 1.82 | 2.72 | 1.54 | 2.73 | 2.92 | 3.15 | 3.69 | 4.12 | 2.93 | 3.29 | 3.52 | 2.11 | 1.71 | 2.01 | 2.53 |
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 |
|---|---|---|---|---|
| alex Tactical Asset Allocation Moderate |
-1.18%
Dec 2021 – Dec 2024 |
2.02%
Sep 2018 – Sep 2023 |
3.32%
Oct 2013 – Oct 2023 |
4.81%
Oct 2008 – Oct 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| alex Tactical Asset Allocation Moderate |
13.08%
Dec 2018 – Dec 2021 |
8.86%
Dec 2016 – Dec 2021 |
7.45%
Apr 2003 – Apr 2013 |
6.62%
Dec 2006 – Dec 2021 |
Annualized Rolling Returns Comparison Chart