Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| alex Strategic Asset Allocation – Optimal Moderate | NA | 25.69% | 3.86% | 8.37% | 7.42% | 8.66% | 7.23% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| alex Strategic Asset Allocation – Optimal 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 (%) | -0.88 | 25.69 | 3.86 | 8.37 | 7.42 | 8.66 | 7.23 | … | … | -0.16 | 11.61 | 16.29 | -15.56 | 17.07 | 13.91 | 19.54 | -3.04 | 9.75 | 9.54 | -1.24 | 12.29 | 8.71 | 7.08 | 9.18 | 14.83 | 19.36 | -19.51 | 6.28 | 10.85 | 4.00 | 8.44 | 26.95 | -19.79 | -22.62 |
| Sharpe Ratio | NA | 0.64 | -0.04 | 0.42 | 0.54 | NA | NA | … | … | -0.03 | 0.62 | 1.26 | -1.18 | 2.25 | 0.73 | 2.94 | -0.51 | 1.67 | 1.32 | -0.16 | 2.27 | 1.23 | 1.18 | 0.90 | 1.56 | 1.17 | -0.94 | 0.37 | 1.10 | 0.29 | 0.97 | 1.93 | -0.95 | -0.84 |
| Standard Deviation(%) | NA | 8.06 | 11.03 | 12.46 | 10.16 | NA | NA | … | … | 7.70 | 8.10 | 9.54 | 14.42 | 7.57 | 18.76 | 6.17 | 8.61 | 5.45 | 7.05 | 8.08 | 5.41 | 7.07 | 5.94 | 10.13 | 9.47 | 16.49 | 21.77 | 8.92 | 6.92 | 6.36 | 7.70 | 13.61 | 21.94 | 29.69 |
| Draw Down(%) | NA | 4.30 | 19.18 | 20.32 | 20.32 | NA | NA | … | … | 0.72 | 4.30 | 8.68 | 19.94 | 3.46 | 20.32 | 3.08 | 10.01 | 4.21 | 3.87 | 8.21 | 3.26 | 6.44 | 4.23 | 7.61 | 6.13 | 18.28 | 30.95 | 4.77 | 4.77 | 4.43 | 6.81 | 6.93 | 31.52 | 37.15 |
| Yield(%) | NA | 3.31 | 2.75 | 2.45 | 2.21 | NA | NA | … | … | NA | 1.12 | 2.86 | 2.36 | 2.61 | 1.78 | 1.56 | 1.56 | 0.54 | 4.04 | 1.87 | 2.47 | 2.59 | 2.83 | 3.09 | 3.13 | 3.02 | 3.27 | 2.53 | 2.74 | 2.94 | 1.87 | 0.55 | 0.60 | 0.95 |
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 Strategic Asset Allocation – Optimal Moderate |
-7.34%
Feb 2006 – Feb 2009 |
-1.82%
Feb 2004 – Feb 2009 |
3.42%
Feb 2001 – Feb 2011 |
4.47%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| alex Strategic Asset Allocation – Optimal Moderate |
21.52%
Feb 2009 – Feb 2012 |
15.85%
Feb 2009 – Feb 2014 |
10.80%
Feb 2009 – Feb 2019 |
9.92%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart