Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Alexander Green`s Gone Fishin Portfolio Strategic Asset Allocation - Optimal Moderate | NA | 20.97% | 1.70% | 6.11% | 5.25% | 6.50% | 6.28% | 6.65% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Alexander Green`s Gone Fishin Portfolio Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 01/08/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| 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 (%) | -0.82 | 20.97 | 1.70 | 6.11 | 5.25 | 6.50 | 6.28 | 6.65 | NA | 7.36 | 13.25 | -14.56 | 10.34 | 12.34 | 17.26 | -6.37 | 11.65 | 7.84 | -2.55 | 4.18 | 9.82 | 12.35 | -1.31 | 14.86 | 28.74 | -25.34 | 7.82 | 12.91 | 10.62 | 14.09 | 27.03 | -3.66 | -0.46 |
| Sharpe Ratio | NA | 0.25 | -0.23 | 0.22 | 0.36 | NA | NA | 0.46 | 0.00 | 0.10 | 1.09 | -1.18 | 1.31 | 0.64 | 2.49 | -0.94 | 2.55 | 0.89 | -0.30 | 0.68 | 1.31 | 1.55 | -0.09 | 1.29 | 1.53 | -1.10 | 0.47 | 1.19 | 1.28 | 1.70 | 3.50 | -0.49 | -0.27 |
| Standard Deviation(%) | NA | 7.56 | 10.12 | 12.07 | 9.99 | NA | NA | 11.09 | 5.56 | 7.66 | 8.23 | 13.47 | 7.84 | 18.89 | 6.36 | 8.14 | 4.32 | 8.59 | 8.59 | 6.16 | 7.50 | 7.91 | 14.32 | 11.47 | 18.75 | 23.97 | 10.34 | 8.08 | 6.61 | 7.71 | 7.53 | 9.71 | 10.07 |
| Draw Down(%) | NA | 3.96 | 19.74 | 23.42 | 23.42 | NA | NA | 39.80 | 0.41 | 3.96 | 8.01 | 20.43 | 4.07 | 23.42 | 3.43 | 11.89 | 1.62 | 6.76 | 10.50 | 5.37 | 7.83 | 6.71 | 13.17 | 8.64 | 17.21 | 37.74 | 6.34 | 8.97 | 4.61 | 8.95 | 4.95 | 15.20 | 13.10 |
| Yield(%) | NA | 3.35 | 3.01 | 2.74 | 2.36 | NA | NA | 2.74 | NA | 0.95 | 2.88 | 2.70 | 2.64 | 1.90 | 2.84 | 2.15 | 0.36 | 3.08 | 2.07 | 2.36 | 2.30 | 2.89 | 2.70 | 2.63 | 3.04 | 3.19 | 3.41 | 3.00 | 3.11 | 3.01 | 3.25 | 2.89 | 3.66 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Alexander Green`s Gone Fishin Portfolio Strategic Asset Allocation - Optimal Moderate |
-8.38%
Feb 2006 - Feb 2009 |
-0.54%
Feb 2004 - Feb 2009 |
3.78%
Oct 2013 - Oct 2023 |
3.89%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Alexander Green`s Gone Fishin Portfolio Strategic Asset Allocation - Optimal Moderate |
21.17%
Feb 2009 - Feb 2012 |
15.74%
Oct 2002 - Oct 2007 |
9.79%
Mar 2003 - Mar 2013 |
8.36%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart