Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| sinceow test for create model portfolio Tactical Asset Allocation Moderate | NA | 1.38% | 2.10% | 2.90% | 4.06% | 4.42% | 6.23% | 6.24% |
Data as of 08/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| sinceow test for create model portfolio Tactical Asset Allocation Moderate | 12/31/2000 | 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 (%) | 1.12 | 1.38 | 2.10 | 2.90 | 4.06 | 4.42 | 6.23 | 6.24 | 6.34 | -14.72 | 8.57 | 13.04 | 9.05 | -5.10 | 14.90 | 7.60 | -5.13 | 3.96 | 4.44 | 0.30 | -0.51 | 5.63 | 21.20 | -2.23 | 15.96 | 14.38 | 10.71 | 11.85 | 17.77 | 0.02 | 5.75 |
| Sharpe Ratio | NA | 0.02 | -0.07 | 0.25 | 0.38 | NA | NA | 0.68 | 0.37 | -1.38 | 1.03 | 1.50 | 1.57 | -0.80 | 3.23 | 1.44 | -0.97 | 0.85 | 0.73 | 0.05 | -0.05 | 0.56 | 2.44 | -0.60 | 1.14 | 1.35 | 1.36 | 1.60 | 3.47 | -0.20 | 1.03 |
| Standard Deviation(%) | NA | 6.86 | 9.17 | 8.35 | 7.12 | NA | NA | 7.29 | 6.98 | 11.64 | 8.27 | 8.52 | 4.87 | 7.99 | 4.42 | 5.14 | 5.34 | 4.62 | 6.06 | 4.98 | 10.10 | 9.93 | 8.65 | 5.28 | 11.35 | 8.25 | 6.26 | 6.82 | 4.93 | 5.38 | 3.34 |
| Draw Down(%) | NA | 6.03 | 15.56 | 15.56 | 15.56 | NA | NA | 15.56 | 6.03 | 15.56 | 4.31 | 8.53 | 3.53 | 11.80 | 1.70 | 3.40 | 8.34 | 5.23 | 6.72 | 6.17 | 10.47 | 10.36 | 4.20 | 5.54 | 8.04 | 10.76 | 5.68 | 8.69 | 2.62 | 7.70 | 2.31 |
| Yield(%) | NA | 3.00 | 2.01 | 2.14 | 2.06 | NA | NA | 2.60 | 2.18 | 1.78 | 1.48 | 2.08 | 2.67 | 1.64 | 0.24 | 3.11 | 2.07 | 2.86 | 1.57 | 2.32 | 2.05 | 2.56 | 3.07 | 2.45 | 2.98 | 2.79 | 2.64 | 2.65 | 3.54 | 3.47 | 5.10 |
Data as of 08/31/2023, 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 |
|---|---|---|---|---|
| sinceow test for create model portfolio Tactical Asset Allocation Moderate |
0.09%
Apr 2011 - Apr 2014 |
0.24%
Apr 2011 - Apr 2016 |
2.77%
Mar 2010 - Mar 2020 |
3.59%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| sinceow test for create model portfolio Tactical Asset Allocation Moderate |
17.60%
Oct 2004 - Oct 2007 |
15.20%
Oct 2002 - Oct 2007 |
10.23%
Apr 2001 - Apr 2011 |
8.08%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart