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 Strategic Asset Allocation - Equal Weight Moderate | NA | 6.87% | 3.74% | 5.88% | 6.18% | 5.96% | 7.12% | 6.87% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | 1.22 | 6.87 | 3.74 | 5.88 | 6.18 | 5.96 | 7.12 | 6.87 | 7.09 | -11.36 | 8.14 | 15.71 | 18.10 | -6.39 | 16.83 | 9.29 | -4.28 | 5.30 | 7.22 | 12.24 | -3.28 | 13.11 | 33.56 | -28.61 | 16.83 | 14.64 | 11.56 | 12.58 | 27.31 | -6.17 | 0.14 |
| Sharpe Ratio | NA | 0.64 | 0.10 | 0.43 | 0.48 | NA | NA | 0.49 | 0.46 | -1.07 | 0.93 | 0.90 | 2.55 | -0.83 | 3.48 | 0.99 | -0.45 | 0.77 | 1.02 | 1.46 | -0.23 | 1.13 | 1.96 | -1.22 | 1.17 | 1.43 | 1.47 | 1.58 | 3.49 | -0.68 | -0.19 |
| Standard Deviation(%) | NA | 7.97 | 9.47 | 11.17 | 9.69 | NA | NA | 11.21 | 7.24 | 11.88 | 8.72 | 17.27 | 6.56 | 9.32 | 4.66 | 9.14 | 9.48 | 6.89 | 7.06 | 8.36 | 14.35 | 11.48 | 17.04 | 24.12 | 11.80 | 7.98 | 6.39 | 7.36 | 7.63 | 10.77 | 11.49 |
| Draw Down(%) | NA | 6.30 | 16.69 | 20.32 | 20.32 | NA | NA | 39.65 | 6.30 | 16.69 | 4.88 | 20.32 | 3.57 | 13.13 | 1.45 | 6.36 | 12.49 | 5.78 | 7.56 | 7.28 | 14.74 | 8.58 | 15.14 | 38.14 | 8.47 | 10.01 | 5.31 | 9.58 | 7.46 | 17.87 | 17.67 |
| Yield(%) | NA | 3.06 | 2.07 | 2.14 | 2.01 | NA | NA | 2.59 | 2.23 | 1.88 | 1.42 | 2.00 | 2.74 | 1.49 | 0.48 | 3.01 | 2.48 | 2.17 | 1.89 | 2.66 | 2.46 | 2.51 | 3.11 | 3.20 | 3.24 | 2.83 | 2.87 | 2.79 | 3.00 | 2.98 | 3.63 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-6.20%
Feb 2006 - Feb 2009 |
0.81%
Feb 2004 - Feb 2009 |
4.33%
Oct 2007 - Oct 2017 |
4.21%
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 Strategic Asset Allocation - Equal Weight Moderate |
20.59%
Feb 2009 - Feb 2012 |
17.64%
Oct 2002 - Oct 2007 |
10.16%
Mar 2003 - Mar 2013 |
8.94%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart