Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Index Funds Advisors (IFA) DFA Funds Strategic Asset Allocation - Optimal Moderate | NA | 19.64% | 4.10% | 6.46% | 4.94% | 6.23% | 6.03% | 6.65% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Index Funds Advisors (IFA) DFA Funds 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 (%) | -0.91 | 19.64 | 4.10 | 6.46 | 4.94 | 6.23 | 6.03 | 6.65 | NA | 8.56 | 10.47 | -7.93 | 11.25 | 7.64 | 13.16 | -7.83 | 8.41 | 7.33 | 0.08 | 3.70 | 14.35 | 13.74 | -5.02 | 14.52 | 24.83 | -26.13 | 6.72 | 14.83 | 10.80 | 16.37 | 29.88 | -4.86 | 2.67 |
| Sharpe Ratio | NA | 2.54 | 0.76 | 0.59 | 0.42 | NA | NA | 0.37 | 0.33 | 0.29 | 0.84 | -0.80 | 1.36 | 0.44 | 1.84 | -1.15 | 1.71 | 0.87 | 0.01 | 0.63 | 2.15 | 1.71 | -0.35 | 1.20 | 1.35 | -1.28 | 0.38 | 1.54 | 1.47 | 2.04 | 4.29 | -0.75 | 0.04 |
| Standard Deviation(%) | NA | 150.30 | 87.32 | 68.08 | 48.39 | NA | NA | 32.35 | 1,065.97 | 6.81 | 7.40 | 11.64 | 8.25 | 17.01 | 6.40 | 7.97 | 4.54 | 8.18 | 7.79 | 5.89 | 6.66 | 8.03 | 14.54 | 12.04 | 18.31 | 21.11 | 9.72 | 7.51 | 5.89 | 7.58 | 6.80 | 7.95 | 8.35 |
| Draw Down(%) | NA | 4.35 | 15.64 | 22.79 | 22.79 | NA | NA | 42.62 | 0.09 | 4.35 | 6.02 | 15.64 | 4.01 | 22.79 | 4.06 | 13.48 | 2.26 | 6.20 | 8.20 | 5.54 | 5.98 | 7.08 | 15.63 | 10.13 | 20.31 | 34.91 | 7.75 | 10.17 | 4.78 | 8.07 | 6.04 | 16.31 | 12.40 |
| Yield(%) | NA | 4.06 | 3.93 | 3.16 | 2.76 | NA | NA | 3.20 | NA | 0.57 | 3.84 | 2.91 | 4.63 | 1.73 | 2.24 | 2.69 | 0.20 | 3.59 | 3.21 | 2.52 | 3.13 | 3.84 | 2.44 | 3.19 | 3.09 | 3.00 | 5.24 | 3.99 | 4.58 | 2.72 | 1.74 | 2.22 | 6.24 |
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 |
|---|---|---|---|---|
| Index Funds Advisors (IFA) DFA Funds Strategic Asset Allocation - Optimal Moderate |
-9.20%
Feb 2006 - Feb 2009 |
-0.70%
Feb 2004 - Feb 2009 |
3.64%
Mar 2010 - Mar 2020 |
3.34%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Index Funds Advisors (IFA) DFA Funds Strategic Asset Allocation - Optimal Moderate |
22.35%
Mar 2003 - Mar 2006 |
16.59%
Oct 2002 - Oct 2007 |
9.63%
Mar 2003 - Mar 2013 |
8.41%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart