Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 03/31/2023.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ALLIED TPRO 401K PROFIT SHARING PLAN Tactical Asset Allocation Moderate | NA | -5.70% | 4.66% | 9.55% | 6.68% | 6.94% | 8.34% | 8.22% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ALLIED TPRO 401K PROFIT SHARING PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 05/30/2023 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 03/31/2023.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| 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 (%) | 2.96 | -5.70 | 4.66 | 9.55 | 6.68 | 6.94 | 8.34 | 8.22 | 6.49 | -15.37 | 9.89 | 22.42 | 23.25 | 3.81 | 11.73 | 4.35 | -7.90 | 3.55 | 15.50 | 8.63 | -0.91 | 7.70 | 21.62 | -0.94 | 9.53 | 13.51 | 6.76 | 13.95 | 20.63 | 3.03 | 9.17 |
| Sharpe Ratio | NA | -0.26 | 0.31 | 0.75 | 0.65 | NA | NA | 0.91 | 0.47 | -1.03 | 1.14 | 2.51 | 2.25 | 0.29 | 2.37 | 1.33 | -1.40 | 0.60 | 2.31 | 1.79 | -0.10 | 0.72 | 2.53 | -0.41 | 0.73 | 1.41 | 0.86 | 1.95 | 3.77 | 0.42 | 1.50 |
| Standard Deviation(%) | NA | 14.12 | 12.04 | 10.84 | 8.68 | NA | NA | 7.83 | 9.72 | 16.31 | 8.67 | 8.83 | 9.69 | 8.71 | 4.67 | 3.12 | 5.66 | 5.92 | 6.68 | 4.80 | 9.88 | 10.52 | 8.51 | 4.55 | 9.02 | 7.29 | 5.31 | 6.65 | 5.29 | 4.61 | 4.57 |
| Draw Down(%) | NA | 13.80 | 23.15 | 23.15 | 23.15 | NA | NA | 23.15 | 6.30 | 22.49 | 4.50 | 4.42 | 0.00 | 7.17 | 2.05 | 1.47 | 10.76 | 5.64 | 4.82 | 4.26 | 10.78 | 9.18 | 4.29 | 3.38 | 6.35 | 8.31 | 4.76 | 5.55 | 2.53 | 6.18 | 3.53 |
| Yield(%) | NA | 2.71 | 4.72 | 9.74 | 6.14 | NA | NA | 5.09 | 0.42 | 2.34 | 3.14 | 13.81 | 23.25 | 6.02 | 0.41 | 2.97 | 4.97 | 2.30 | 2.50 | 4.28 | 2.62 | 4.26 | 4.75 | 3.55 | 4.65 | 3.16 | 2.53 | 3.00 | 3.34 | 5.65 | 8.07 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ALLIED TPRO 401K PROFIT SHARING PLAN Tactical Asset Allocation Moderate |
-0.16%
Dec 2013 - Dec 2016 |
2.16%
Nov 2013 - Nov 2018 |
5.79%
Mar 2008 - Mar 2018 |
6.13%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ALLIED TPRO 401K PROFIT SHARING PLAN Tactical Asset Allocation Moderate |
20.72%
Oct 2018 - Oct 2021 |
14.03%
May 2016 - May 2021 |
10.76%
Apr 2001 - Apr 2011 |
8.90%
Aug 2006 - Aug 2021 |
Annualized Rolling Returns Comparison Chart