Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Professor Siegel`s Lazy WisdomTree ETFs Portfolio Strategic Asset Allocation - Optimal Moderate | NA | 7.44% | 4.73% | 6.38% | 3.85% | 3.54% | NA | 3.33% |
Data as of 02/28/2018, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Professor Siegel`s Lazy WisdomTree ETFs Portfolio Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 04/30/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.16 | 7.44 | 4.73 | 6.38 | 3.85 | 3.54 | NA | 3.33 | -1.06 | 10.13 | 8.67 | -2.03 | 4.21 | 15.73 | 8.19 | 2.75 | 6.95 | 15.27 | -26.87 | 3.53 | 10.95 | 2.19 | 0.95 | 0.69 | 1.11 | 2.31 |
| Sharpe Ratio | NA | 0.95 | 0.57 | 0.73 | 0.29 | NA | NA | 0.24 | -0.19 | 2.67 | 1.04 | -0.24 | 0.69 | 2.40 | 1.12 | 0.20 | 0.64 | 0.81 | -1.15 | 0.05 | 2.08 | 0.96 | 0.00 | 0.00 | 1.18 | 0.01 |
| Standard Deviation(%) | NA | 5.06 | 7.15 | 6.89 | 12.18 | NA | NA | 9.75 | 7.44 | 3.56 | 8.17 | 8.64 | 6.05 | 6.55 | 7.24 | 13.32 | 10.80 | 18.85 | 24.07 | 9.75 | 3.68 | 0.02 | 0.02 | 0.00 | 0.01 | 0.05 |
| Draw Down(%) | NA | 5.34 | 10.63 | 10.63 | 40.53 | NA | NA | 43.24 | 5.34 | 1.22 | 5.98 | 8.32 | 4.90 | 4.65 | 5.47 | 10.38 | 9.29 | 21.12 | 36.55 | 7.31 | 1.97 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Yield(%) | NA | 0.36 | 1.97 | 1.89 | 2.02 | NA | NA | 1.92 | 0.14 | 0.66 | 3.97 | 1.74 | 1.96 | 1.74 | 2.39 | 2.10 | 2.01 | 2.11 | 1.98 | 2.34 | 2.27 | 2.19 | 0.95 | 0.69 | 1.11 | 2.31 |
Data as of 02/28/2018, 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 |
|---|---|---|---|---|
| Professor Siegel`s Lazy WisdomTree ETFs Portfolio Strategic Asset Allocation - Optimal Moderate |
-10.72%
Feb 2006 - Feb 2009 |
-5.92%
Feb 2004 - Feb 2009 |
0.61%
Sep 2001 - Sep 2011 |
2.33%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Professor Siegel`s Lazy WisdomTree ETFs Portfolio Strategic Asset Allocation - Optimal Moderate |
15.47%
Feb 2009 - Feb 2012 |
13.31%
Feb 2009 - Feb 2014 |
4.10%
Jan 2008 - Jan 2018 |
3.72%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart