Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| P Market Timing Rule with Put/Call Ratio SMA30days 5days 5days GSPC | -4.59% | 7.02% | 7.40% | 16.77% | 10.50% | 9.06% | 9.01% | 9.09% |
Data as of 03/31/2025, AR inception is 01/01/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| P Market Timing Rule with Put/Call Ratio SMA30days 5days 5days GSPC | 01/01/2004 | 06/04/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.70 | 7.02 | 7.40 | 16.77 | 10.50 | 9.06 | 9.01 | 9.09 | -4.59 | 23.31 | 24.23 | -19.44 | 26.89 | 16.26 | 28.88 | -6.24 | 19.42 | 9.54 | -0.73 | 9.63 | 6.83 | 4.17 | 7.99 | 5.15 | 25.29 | 10.80 | -1.28 | 7.40 | -1.15 | 13.15 |
| Sharpe Ratio | NA | 0.49 | 0.56 | 0.67 | 0.53 | NA | NA | 0.51 | 0.01 | 1.56 | 1.57 | -0.86 | 2.06 | 0.49 | 2.19 | -0.45 | 2.81 | 0.72 | -0.05 | 0.96 | 0.77 | 0.41 | 0.45 | 0.44 | 1.84 | 0.34 | -0.39 | 0.62 | -0.46 | 1.61 |
| Standard Deviation(%) | NA | 19.64 | 17.76 | 17.79 | 18.03 | NA | NA | 15.81 | 25.76 | 12.63 | 13.08 | 24.19 | 13.07 | 32.39 | 12.49 | 17.05 | 6.69 | 12.98 | 15.43 | 10.05 | 8.84 | 9.96 | 17.58 | 11.40 | 13.70 | 29.25 | 11.46 | 6.38 | 7.46 | 7.55 |
| Draw Down(%) | NA | 18.90 | 18.90 | 25.43 | 33.92 | NA | NA | 33.92 | 18.90 | 8.49 | 10.28 | 25.43 | 5.21 | 33.92 | 6.84 | 19.78 | 2.80 | 10.51 | 12.35 | 7.40 | 4.77 | 7.37 | 13.86 | 9.05 | 7.64 | 15.39 | 9.18 | 5.47 | 7.21 | 4.14 |
| Yield(%) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
Data as of 03/31/2025, AR inception is 01/01/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| P Market Timing Rule with Put/Call Ratio SMA30days 5days 5days GSPC |
-0.10%
Sep 2005 - Sep 2008 |
3.68%
Feb 2011 - Feb 2016 |
5.40%
Mar 2010 - Mar 2020 |
6.55%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| P Market Timing Rule with Put/Call Ratio SMA30days 5days 5days GSPC |
23.88%
Dec 2018 - Dec 2021 |
16.77%
Mar 2020 - Mar 2025 |
11.72%
Jan 2015 - Jan 2025 |
10.79%
Jul 2008 - Jul 2023 |
Annualized Rolling Returns Comparison Chart