Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| My 60 TAA Stocks 40 Total Return Bond Portfolio | NA | -1.02% | 7.10% | 4.73% | 6.25% | 7.72% | 9.12% | 9.06% |
Data as of 08/31/2023, AR inception is 01/02/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| My 60 TAA Stocks 40 Total Return Bond Portfolio | 01/02/2001 | 11/08/2023 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.24 | -1.02 | 7.10 | 4.73 | 6.25 | 7.72 | 9.12 | 9.06 | -1.37 | -3.76 | 17.47 | 10.98 | 6.67 | -5.53 | 8.15 | 22.27 | -3.11 | 3.25 | 13.12 | 11.44 | 1.98 | 14.11 | 24.09 | -0.52 | 19.78 | 14.96 | 9.63 | 10.87 | 20.05 | 4.55 | 4.60 |
| Sharpe Ratio | NA | -0.72 | 0.48 | 0.46 | 0.51 | NA | NA | 0.84 | -0.67 | -0.50 | 2.41 | 1.24 | 1.19 | -0.99 | 1.51 | 1.28 | -0.47 | 0.42 | 1.70 | 1.91 | 0.22 | 1.07 | 2.04 | -0.17 | 1.21 | 1.08 | 0.90 | 1.25 | 3.11 | 0.72 | 1.27 |
| Standard Deviation(%) | NA | 8.07 | 8.40 | 7.84 | 8.84 | NA | NA | 8.98 | 7.60 | 10.23 | 7.24 | 8.66 | 4.42 | 6.94 | 4.99 | 17.22 | 6.74 | 7.68 | 7.72 | 5.97 | 8.98 | 13.07 | 11.75 | 8.46 | 13.90 | 10.86 | 8.33 | 7.95 | 6.22 | 4.81 | 1.81 |
| Draw Down(%) | NA | 7.50 | 11.78 | 12.03 | 13.16 | NA | NA | 13.59 | 7.50 | 11.78 | 3.87 | 12.03 | 3.11 | 11.99 | 2.14 | 7.66 | 8.14 | 7.88 | 8.40 | 5.58 | 9.46 | 9.12 | 4.90 | 9.58 | 8.98 | 13.59 | 5.44 | 7.08 | 3.74 | 5.26 | 1.35 |
| Yield(%) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
Data as of 08/31/2023, AR inception is 01/02/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| My 60 TAA Stocks 40 Total Return Bond Portfolio |
0.53%
Oct 2017 - Oct 2020 |
3.81%
May 2014 - May 2019 |
5.29%
Oct 2013 - Oct 2023 |
7.07%
May 2008 - May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| My 60 TAA Stocks 40 Total Return Bond Portfolio |
17.80%
Apr 2005 - Apr 2008 |
16.08%
Apr 2005 - Apr 2010 |
12.94%
Apr 2003 - Apr 2013 |
11.36%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart