Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Richard Ferri Personal Retirement Savings Lazy Portfolio Strategic Asset Allocation - Optimal Moderate | NA | 21.27% | -0.14% | 5.00% | 4.53% | 6.04% | 5.39% | 6.45% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Richard Ferri Personal Retirement Savings Lazy Portfolio 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 | 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 (%) | -0.89 | 21.27 | -0.14 | 5.00 | 4.53 | 6.04 | 5.39 | 6.45 | NA | 6.38 | 10.20 | -15.24 | 9.43 | 13.06 | 18.05 | -8.99 | 8.87 | 10.08 | -2.07 | 3.98 | 10.17 | 12.66 | -1.02 | 15.47 | 26.67 | -25.53 | 6.70 | 11.33 | 3.32 | 14.75 | 31.59 | -0.61 | 5.31 |
| Sharpe Ratio | NA | 0.04 | -0.37 | 0.13 | 0.16 | NA | NA | 0.33 | -0.05 | -0.02 | 0.62 | -1.18 | 1.10 | 0.63 | 2.49 | -0.23 | 1.65 | 1.08 | -0.24 | 0.60 | 1.24 | 1.57 | -0.07 | 1.26 | 1.31 | -1.05 | 0.33 | 0.94 | 0.14 | 1.56 | 3.75 | -0.13 | 0.41 |
| Standard Deviation(%) | NA | 8.58 | 11.00 | 13.09 | 17.68 | NA | NA | 14.93 | 7.78 | 8.62 | 9.59 | 14.03 | 8.53 | 20.47 | 6.69 | 45.27 | 5.00 | 9.15 | 8.58 | 6.59 | 8.16 | 8.02 | 14.74 | 12.19 | 20.26 | 25.29 | 11.27 | 8.55 | 8.15 | 8.86 | 8.23 | 12.83 | 7.38 |
| Draw Down(%) | NA | 4.63 | 20.99 | 23.45 | 38.87 | NA | NA | 41.32 | 0.98 | 4.63 | 10.88 | 21.50 | 4.32 | 23.45 | 3.44 | 34.94 | 2.28 | 6.07 | 10.25 | 5.30 | 8.05 | 6.42 | 13.40 | 8.55 | 19.07 | 38.10 | 6.77 | 7.15 | 6.45 | 7.38 | 5.31 | 17.08 | 9.18 |
| Yield(%) | NA | 3.45 | 3.91 | 3.42 | 3.01 | NA | NA | 2.88 | NA | 1.02 | 3.03 | 2.88 | 5.40 | 2.25 | 2.77 | 2.00 | 0.65 | 3.90 | 2.49 | 4.37 | 4.02 | 5.63 | 2.93 | 3.20 | 2.99 | 3.93 | 3.62 | 2.04 | 2.11 | 1.72 | 1.62 | 0.39 | 1.19 |
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 |
|---|---|---|---|---|
| Richard Ferri Personal Retirement Savings Lazy Portfolio Strategic Asset Allocation - Optimal Moderate |
-10.06%
Feb 2006 - Feb 2009 |
-2.78%
Feb 2004 - Feb 2009 |
3.00%
Oct 2013 - Oct 2023 |
3.57%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Richard Ferri Personal Retirement Savings Lazy Portfolio Strategic Asset Allocation - Optimal Moderate |
21.43%
Feb 2009 - Feb 2012 |
15.92%
Feb 2009 - Feb 2014 |
9.49%
Feb 2009 - Feb 2019 |
8.00%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart