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 Credit Spread SMA30days 1day 1day GSPC | -1.03% | 13.32% | 5.10% | 4.45% | 0.18% | 1.35% | 1.54% | 3.47% |
Data as of 03/31/2025, AR inception is 01/01/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| P Market Timing with Credit Spread SMA30days 1day 1day GSPC | 01/01/1997 | 06/04/2025 |
| 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 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.70 | 13.32 | 5.10 | 4.45 | 0.18 | 1.35 | 1.54 | 3.47 | -1.03 | 21.65 | 19.56 | -28.28 | 10.83 | -17.81 | 7.34 | -8.98 | 6.44 | 1.72 | 0.99 | -0.48 | 11.14 | 10.70 | -14.29 | 15.06 | 10.01 | -20.70 | 10.47 | 10.38 | 1.67 | -3.49 | 10.81 | 12.20 | -3.84 | 30.53 | 22.18 | 3.42 | 4.19 |
| Sharpe Ratio | NA | -0.25 | 0.24 | -0.13 | -0.16 | NA | NA | 0.11 | -0.62 | 1.88 | 1.65 | -1.61 | 1.14 | -0.66 | 0.68 | -0.80 | 1.14 | 0.18 | 0.08 | -0.05 | 1.53 | 1.19 | -0.80 | 1.00 | 0.50 | -0.73 | 0.63 | 0.88 | -0.08 | -0.55 | 0.79 | 0.53 | -0.39 | 1.71 | 1.64 | 0.00 | 0.04 |
| Standard Deviation(%) | NA | 13.90 | 12.90 | 13.41 | 13.93 | NA | NA | 14.58 | 17.93 | 9.58 | 9.65 | 18.42 | 9.47 | 27.33 | 8.59 | 12.98 | 5.09 | 8.49 | 11.81 | 9.54 | 7.26 | 8.98 | 17.88 | 14.93 | 19.71 | 29.68 | 11.63 | 7.92 | 7.79 | 8.14 | 12.71 | 20.76 | 16.24 | 15.37 | 11.48 | 16.44 | 14.22 |
| Draw Down(%) | NA | 19.55 | 19.55 | 31.58 | 41.21 | NA | NA | 41.21 | 19.55 | 6.97 | 6.74 | 31.18 | 3.60 | 33.48 | 7.29 | 17.92 | 3.77 | 7.69 | 10.26 | 8.11 | 3.56 | 7.00 | 21.03 | 8.01 | 17.37 | 34.30 | 9.10 | 6.26 | 7.22 | 11.14 | 12.28 | 15.53 | 22.68 | 6.25 | 6.57 | 17.02 | 13.99 |
| Yield(%) | NA | 2.07 | 1.22 | 0.84 | 0.56 | NA | NA | 0.67 | NA | 0.63 | 2.37 | 0.48 | 0.01 | 0.08 | 0.82 | 0.62 | 0.33 | 0.11 | 0.01 | 0.01 | 0.02 | 0.02 | 0.01 | 0.04 | 0.04 | 0.34 | 1.47 | 1.13 | 0.71 | 0.35 | 0.27 | 0.40 | 0.86 | 2.06 | 1.86 | 1.49 | 1.54 |
Data as of 03/31/2025, AR inception is 01/01/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| P Market Timing with Credit Spread SMA30days 1day 1day GSPC |
-13.28%
Jun 2019 - Jun 2022 |
-8.87%
Apr 2018 - Apr 2023 |
-3.28%
Apr 2013 - Apr 2023 |
-2.06%
Apr 2008 - Apr 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| P Market Timing with Credit Spread SMA30days 1day 1day GSPC |
21.38%
Oct 1997 - Oct 2000 |
16.06%
Aug 1998 - Aug 2003 |
9.74%
Aug 1998 - Aug 2008 |
6.65%
Aug 1998 - Aug 2013 |
Annualized Rolling Returns Comparison Chart