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 - Optimal Moderate | NA | 7.37% | 3.27% | 6.04% | 7.15% | 6.94% | 7.12% | 6.49% |
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 - Optimal 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 (%) | 2.06 | 7.37 | 3.27 | 6.04 | 7.15 | 6.94 | 7.12 | 6.49 | 7.68 | -16.03 | 12.75 | 14.60 | 20.56 | -4.02 | 13.36 | 8.80 | -0.58 | 9.22 | 13.35 | 11.65 | 2.21 | 12.46 | 23.54 | -24.04 | 9.71 | 12.68 | 6.76 | 9.82 | 21.09 | -8.68 | -1.48 |
| Sharpe Ratio | NA | 0.62 | 0.05 | 0.39 | 0.55 | NA | NA | 0.47 | 0.47 | -1.23 | 1.66 | 0.77 | 2.86 | -0.56 | 3.36 | 1.10 | -0.07 | 1.48 | 1.97 | 1.59 | 0.17 | 1.21 | 1.45 | -1.09 | 0.68 | 1.40 | 0.75 | 1.36 | 2.36 | -0.77 | -0.32 |
| Standard Deviation(%) | NA | 9.64 | 10.45 | 12.18 | 10.00 | NA | NA | 10.98 | 8.43 | 14.20 | 7.68 | 18.64 | 6.69 | 9.53 | 3.79 | 7.83 | 8.71 | 6.23 | 6.77 | 7.28 | 12.84 | 10.25 | 16.22 | 22.88 | 9.83 | 6.74 | 6.09 | 6.54 | 8.65 | 12.76 | 11.79 |
| Draw Down(%) | NA | 7.95 | 21.08 | 21.23 | 21.23 | NA | NA | 36.71 | 7.95 | 21.00 | 3.44 | 21.23 | 3.15 | 11.29 | 1.38 | 5.49 | 8.80 | 4.34 | 5.73 | 5.64 | 10.86 | 7.86 | 16.67 | 33.40 | 5.78 | 6.42 | 4.58 | 6.54 | 7.39 | 18.13 | 16.86 |
| Yield(%) | NA | 2.30 | 1.94 | 2.05 | 2.00 | NA | NA | 2.63 | 1.67 | 1.82 | 1.73 | 1.93 | 2.56 | 1.73 | 0.48 | 2.78 | 2.48 | 2.47 | 2.39 | 2.71 | 2.63 | 2.66 | 3.15 | 3.13 | 3.25 | 3.12 | 2.91 | 3.01 | 2.97 | 3.04 | 3.30 |
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 - Optimal Moderate |
-6.67%
Feb 2006 - Feb 2009 |
-1.03%
Feb 2004 - Feb 2009 |
5.57%
Feb 2001 - Feb 2011 |
5.33%
Sep 2007 - Sep 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 - Optimal Moderate |
19.36%
Feb 2009 - Feb 2012 |
15.28%
Feb 2009 - Feb 2014 |
10.74%
Feb 2009 - Feb 2019 |
8.41%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart