Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Dimensional Fund Advisors (DFA) Strategic Asset Allocation - Optimal Moderate | NA | 33.93% | 7.06% | 6.00% | 5.71% | 5.16% | 7.19% | 7.13% |
Data as of 03/31/2021, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Dimensional Fund Advisors (DFA) Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 06/23/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.17 | 33.93 | 7.06 | 6.00 | 5.71 | 5.16 | 7.19 | 7.13 | 7.30 | 9.94 | 15.35 | -7.63 | 6.82 | 5.63 | -1.11 | 5.23 | 13.38 | 12.83 | -0.74 | 12.73 | 25.88 | -28.02 | 5.76 | 16.46 | 11.35 | 18.17 | 29.63 | -1.44 | 3.78 |
| Sharpe Ratio | NA | 2.58 | 0.64 | 0.59 | 0.63 | NA | NA | 0.57 | 0.87 | 0.60 | 2.19 | -1.15 | 1.20 | 0.70 | -0.14 | 0.86 | 1.90 | 1.68 | -0.05 | 1.03 | 1.20 | -1.20 | 0.27 | 1.83 | 1.57 | 2.35 | 4.61 | -0.33 | 0.19 |
| Standard Deviation(%) | NA | 8.71 | 11.05 | 9.48 | 9.27 | NA | NA | 11.05 | 8.36 | 16.13 | 6.37 | 7.81 | 5.15 | 7.70 | 8.12 | 6.08 | 7.02 | 7.59 | 14.29 | 12.31 | 21.51 | 24.14 | 10.10 | 7.21 | 5.84 | 7.34 | 6.28 | 7.66 | 7.85 |
| Draw Down(%) | NA | 4.40 | 22.75 | 22.75 | 22.75 | NA | NA | 44.90 | 3.06 | 22.75 | 3.40 | 13.43 | 2.83 | 6.19 | 8.59 | 5.82 | 6.76 | 5.93 | 14.30 | 10.32 | 21.16 | 38.98 | 7.54 | 8.85 | 4.10 | 8.15 | 5.42 | 15.77 | 11.07 |
| Yield(%) | NA | 2.51 | 2.33 | 1.99 | 2.32 | NA | NA | 3.08 | 0.14 | 2.46 | 2.45 | 2.10 | 0.39 | 3.03 | 2.52 | 3.62 | 2.38 | 3.36 | 1.91 | 2.54 | 2.68 | 2.86 | 4.96 | 4.29 | 3.87 | 4.24 | 2.93 | 4.03 | 4.80 |
Data as of 03/31/2021, 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 |
|---|---|---|---|---|
| Dimensional Fund Advisors (DFA) Strategic Asset Allocation - Optimal Moderate |
-10.25%
Feb 2006 - Feb 2009 |
-1.03%
Feb 2004 - Feb 2009 |
3.62%
May 2007 - May 2017 |
4.31%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Dimensional Fund Advisors (DFA) Strategic Asset Allocation - Optimal Moderate |
22.84%
Mar 2003 - Mar 2006 |
17.84%
Oct 2002 - Oct 2007 |
9.95%
Mar 2003 - Mar 2013 |
8.35%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart