Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 08/31/2021.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| P Shiller Cyclically Adjusted PE 10 SO SU Tactical Strategic Switch Monthly 1.2x | NA | 24.84% | 10.60% | 9.51% | 8.31% | 8.46% | 10.08% | 10.21% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| P Shiller Cyclically Adjusted PE 10 SO SU Tactical Strategic Switch Monthly 1.2x | 12/31/1991 | 11/29/2021 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 08/31/2021.
AR inception is since 12/31/1991.
AR inception is since 12/31/1991.
| 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 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.23 | 24.84 | 10.60 | 9.51 | 8.31 | 8.46 | 10.08 | 10.21 | 16.31 | 15.91 | 13.99 | -14.58 | 21.02 | 0.55 | -7.74 | 6.31 | 22.85 | 11.04 | 9.46 | 28.61 | 24.19 | -21.87 | 8.49 | 22.46 | 6.81 | 21.10 | 30.67 | 3.73 | 8.31 | -1.09 | 27.23 | 12.04 | -3.04 | 15.56 | 19.55 | 3.97 | 10.71 | 4.47 | 0.00 |
| Sharpe Ratio | NA | 1.86 | 1.16 | 0.82 | 0.70 | NA | NA | 0.64 | 1.43 | 1.28 | 1.62 | -1.08 | 3.09 | 0.04 | -0.69 | 0.71 | 1.94 | 1.15 | 0.55 | 1.68 | 0.88 | -0.66 | 0.34 | 1.34 | 0.45 | 1.67 | 3.41 | 0.48 | 1.32 | -0.46 | 2.13 | 0.96 | -1.01 | 1.88 | 2.81 | 0.13 | 1.17 | 0.42 | NA |
| Standard Deviation(%) | NA | 11.26 | 10.83 | 10.87 | 10.62 | NA | NA | 13.04 | 11.38 | 12.22 | 7.75 | 14.68 | 6.59 | 9.75 | 11.30 | 8.84 | 11.78 | 9.57 | 17.30 | 16.93 | 27.44 | 34.67 | 16.21 | 14.37 | 10.23 | 12.05 | 8.79 | 5.52 | 4.52 | 11.16 | 11.25 | 9.06 | 6.48 | 6.41 | 5.58 | 7.60 | 7.36 | 4.91 | NA |
| Draw Down(%) | NA | 6.39 | 14.37 | 22.96 | 22.96 | NA | NA | 45.39 | 6.39 | 14.37 | 4.26 | 22.96 | 2.64 | 8.46 | 13.61 | 6.06 | 11.00 | 8.84 | 13.71 | 9.03 | 27.17 | 39.88 | 10.58 | 17.34 | 6.99 | 13.02 | 3.30 | 7.47 | 3.20 | 8.54 | 5.98 | 11.73 | 9.32 | 5.60 | 3.88 | 6.59 | 6.77 | 2.36 | 0.00 |
| Yield(%) | NA | 0.00 | 0.16 | 0.09 | 0.05 | NA | NA | 0.12 | 0.00 | 0.00 | 0.52 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.60 | 1.70 | 0.64 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| P Shiller Cyclically Adjusted PE 10 SO SU Tactical Strategic Switch Monthly 1.2x |
-7.38%
Feb 2006 - Feb 2009 |
-0.72%
May 2014 - May 2019 |
6.29%
Oct 2010 - Oct 2020 |
7.43%
Feb 2005 - Feb 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| P Shiller Cyclically Adjusted PE 10 SO SU Tactical Strategic Switch Monthly 1.2x |
30.00%
Feb 2009 - Feb 2012 |
24.27%
Feb 2009 - Feb 2014 |
14.15%
Apr 2003 - Apr 2013 |
12.89%
Oct 1998 - Oct 2013 |
Annualized Rolling Returns Comparison Chart