Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| P Market Timing with Long Term Interest Rate SMA30days 5days 5days VFINX | NA | 7.85% | 7.70% | 8.12% | 9.43% | 10.19% | 10.34% | 9.34% |
Data as of 01/31/2023, AR inception is 04/01/1987
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| P Market Timing with Long Term Interest Rate SMA30days 5days 5days VFINX | 04/01/1987 | 04/26/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.50 | 7.85 | 7.70 | 8.12 | 9.43 | 10.19 | 10.34 | 9.34 | 7.40 | 5.95 | 12.07 | -0.03 | 26.87 | -4.20 | 11.38 | 7.27 | 5.58 | 17.14 | 12.81 | 15.20 | -5.74 | 2.71 | 13.52 | 33.91 | -2.48 | 17.73 | 9.68 | 10.18 | 28.15 | -12.45 | -14.96 | 8.09 | -3.02 | 27.97 | 15.53 | 10.37 | 34.98 | 0.80 | 3.72 | 3.97 | 12.77 | 7.08 | 21.52 | 11.16 | 0.74 |
| Sharpe Ratio | NA | 1.09 | 1.30 | 0.52 | 0.64 | NA | NA | 0.51 | 0.55 | 0.44 | 1.55 | -0.01 | 2.23 | -0.46 | 2.58 | 0.67 | 0.47 | 1.77 | 1.98 | 1.49 | -0.27 | 0.16 | 0.86 | 1.23 | -0.39 | 1.91 | 1.09 | 1.01 | 2.08 | -0.56 | -0.92 | 0.23 | -0.74 | 1.36 | 0.81 | 0.82 | 4.12 | -0.50 | 0.23 | 0.21 | 0.77 | 0.17 | 1.38 | 0.51 | -0.16 |
| Standard Deviation(%) | NA | 10.92 | 9.76 | 16.96 | 13.68 | NA | NA | 13.98 | 10.56 | 10.35 | 7.78 | 31.79 | 11.40 | 11.90 | 4.16 | 10.60 | 11.90 | 9.67 | 6.46 | 10.19 | 21.37 | 16.10 | 15.60 | 26.84 | 14.17 | 7.57 | 6.88 | 9.14 | 13.20 | 24.15 | 18.86 | 17.63 | 8.39 | 18.18 | 14.82 | 8.39 | 7.56 | 4.33 | 7.07 | 7.55 | 11.78 | 10.73 | 11.42 | 12.61 | 14.30 |
| Draw Down(%) | NA | 8.98 | 8.98 | 33.82 | 33.82 | NA | NA | 38.74 | 3.17 | 7.32 | 3.99 | 33.82 | 5.99 | 15.65 | 1.57 | 5.76 | 11.26 | 5.60 | 3.24 | 8.84 | 17.94 | 14.62 | 13.78 | 10.98 | 9.00 | 4.95 | 3.32 | 8.02 | 8.11 | 28.50 | 30.86 | 11.13 | 12.01 | 13.04 | 10.79 | 6.75 | 2.50 | 5.25 | 4.48 | 5.12 | 8.58 | 10.87 | 7.59 | 7.00 | 14.20 |
| Yield(%) | NA | 0.90 | 0.69 | 0.81 | 0.51 | NA | NA | 1.35 | 0.39 | 0.47 | 0.68 | 0.79 | 1.15 | 0.50 | 0.00 | 0.49 | 0.00 | 0.60 | 0.00 | 0.51 | 1.86 | 0.97 | 1.17 | 2.15 | 1.38 | 0.45 | 0.57 | 1.91 | 1.37 | 1.13 | 0.74 | 0.81 | 0.28 | 1.92 | 2.03 | 0.00 | 3.13 | 1.97 | 1.67 | 2.55 | 2.40 | 2.78 | 5.60 | 2.14 | 1.89 |
Data as of 01/31/2023, AR inception is 04/01/1987
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| P Market Timing with Long Term Interest Rate SMA30days 5days 5days VFINX |
-9.00%
Sep 1999 - Sep 2002 |
-1.52%
Sep 1997 - Sep 2002 |
4.62%
Feb 1998 - Feb 2008 |
6.13%
Jan 1999 - Jan 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| P Market Timing with Long Term Interest Rate SMA30days 5days 5days VFINX |
21.31%
Jul 1994 - Jul 1997 |
18.36%
Jun 1994 - Jun 1999 |
13.52%
Jan 1989 - Jan 1999 |
11.87%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart