Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Employees Of Furniture Brands International, Inc Tactical Asset Allocation Moderate | NA | 21.27% | 3.74% | 7.97% | 6.81% | 8.44% | 8.76% | 8.93% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Employees Of Furniture Brands International, Inc Tactical Asset Allocation 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 (%) | -1.01 | 21.27 | 3.74 | 7.97 | 6.81 | 8.44 | 8.76 | 8.93 | NA | 8.21 | 13.37 | -11.08 | 14.22 | 12.28 | 18.86 | -5.79 | 10.99 | 9.61 | -1.83 | 9.73 | 17.38 | 10.45 | 2.12 | 17.74 | 15.06 | 0.24 | 8.24 | 14.13 | 8.57 | 13.21 | 24.47 | 3.70 | -2.22 |
| Sharpe Ratio | NA | 0.36 | -0.02 | 0.35 | 0.46 | NA | NA | 0.75 | 0.07 | 0.19 | 1.12 | -0.86 | 1.36 | 0.61 | 2.53 | -0.74 | 2.41 | 1.08 | -0.21 | 1.31 | 2.23 | 1.30 | 0.14 | 1.44 | 1.52 | -0.12 | 0.51 | 1.29 | 0.93 | 1.60 | 3.43 | 0.47 | -0.62 |
| Standard Deviation(%) | NA | 8.51 | 10.75 | 13.01 | 10.74 | NA | NA | 9.69 | 6.89 | 8.62 | 8.12 | 14.41 | 10.41 | 19.72 | 6.89 | 9.61 | 4.30 | 8.70 | 8.73 | 7.39 | 7.78 | 8.01 | 15.19 | 12.23 | 9.82 | 5.74 | 10.26 | 8.40 | 6.86 | 7.65 | 6.93 | 5.52 | 7.29 |
| Draw Down(%) | NA | 5.38 | 15.00 | 23.08 | 23.08 | NA | NA | 23.08 | 0.49 | 5.38 | 7.66 | 16.23 | 4.22 | 23.08 | 3.04 | 13.29 | 2.03 | 6.16 | 8.91 | 4.68 | 5.21 | 5.87 | 13.68 | 8.43 | 4.95 | 5.43 | 7.27 | 9.59 | 5.30 | 7.42 | 2.85 | 3.26 | 9.38 |
| Yield(%) | NA | 2.88 | 2.65 | 2.45 | 2.29 | NA | NA | 0.00 | NA | 1.62 | 2.79 | 1.96 | 2.32 | 2.22 | 2.82 | 1.74 | 2.37 | 1.86 | 1.97 | 1.94 | 1.59 | 2.45 | 2.08 | 2.57 | 4.00 | 4.38 | 3.38 | 2.85 | 2.50 | 2.55 | 4.00 | 6.01 | 5.09 |
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 |
|---|---|---|---|---|
| Employees Of Furniture Brands International, Inc Tactical Asset Allocation Moderate |
1.91%
Mar 2017 - Mar 2020 |
2.71%
Mar 2015 - Mar 2020 |
5.78%
Oct 2013 - Oct 2023 |
7.18%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Employees Of Furniture Brands International, Inc Tactical Asset Allocation Moderate |
16.82%
Apr 2003 - Apr 2006 |
14.01%
Oct 2002 - Oct 2007 |
11.73%
Apr 2001 - Apr 2011 |
10.55%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart