Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| P Momentum Scoring Style ETFs and Treasuries | -7.96% | -0.63% | 1.43% | 9.28% | 5.78% | 7.06% | 8.27% | 8.34% |
Data as of 03/31/2025, AR inception is 01/01/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| P Momentum Scoring Style ETFs and Treasuries | 01/01/2001 | 06/27/2025 |
| 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 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -3.62 | -0.63 | 1.43 | 9.28 | 5.78 | 7.06 | 8.27 | 8.34 | -7.96 | 17.77 | 14.63 | -19.80 | 12.56 | 34.35 | 8.09 | -4.61 | 12.18 | 11.75 | -10.96 | 8.61 | 38.86 | 10.19 | -1.37 | 6.08 | 17.82 | 4.47 | 4.97 | 14.00 | 10.51 | 17.15 | 35.87 | -9.47 | -3.34 |
| Sharpe Ratio | NA | -0.37 | 0.18 | 0.42 | 0.30 | NA | NA | 0.47 | -0.38 | 0.85 | 0.91 | -1.52 | 0.60 | 1.79 | 0.60 | -0.34 | 1.03 | 0.85 | -0.81 | 0.68 | 2.82 | 1.07 | -0.07 | 0.29 | 1.03 | 0.37 | 0.12 | 0.75 | 0.69 | 1.05 | 2.11 | -0.80 | -0.58 |
| Standard Deviation(%) | NA | 17.78 | 14.13 | 16.70 | 15.50 | NA | NA | 15.05 | 15.84 | 16.62 | 12.01 | 13.96 | 20.99 | 19.09 | 11.03 | 17.54 | 11.18 | 13.64 | 13.60 | 12.65 | 13.76 | 9.46 | 20.88 | 20.90 | 17.19 | 9.34 | 15.74 | 14.09 | 11.98 | 15.39 | 16.70 | 13.28 | 10.03 |
| Draw Down(%) | NA | 16.94 | 16.94 | 24.71 | 24.71 | NA | NA | 24.71 | 15.46 | 13.30 | 10.32 | 21.30 | 11.91 | 13.15 | 7.92 | 22.90 | 5.27 | 8.99 | 14.24 | 8.27 | 5.73 | 6.75 | 21.26 | 22.20 | 8.47 | 12.08 | 10.99 | 12.73 | 7.38 | 11.04 | 7.59 | 19.67 | 14.91 |
| Yield(%) | NA | 0.97 | 1.35 | 1.22 | 1.24 | NA | NA | 0.00 | 0.22 | 0.90 | 1.45 | 1.74 | 1.02 | 0.91 | 1.21 | 1.43 | 1.11 | 1.50 | 1.18 | 1.50 | 1.50 | 2.17 | 1.08 | 1.04 | 1.97 | 3.03 | 1.72 | 1.72 | 1.68 | 1.67 | 1.12 | 0.92 | 2.20 |
Data as of 03/31/2025, AR inception is 01/01/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| P Momentum Scoring Style ETFs and Treasuries |
-0.78%
Apr 2021 - Apr 2024 |
1.67%
Feb 2015 - Feb 2020 |
5.24%
Oct 2013 - Oct 2023 |
6.79%
Apr 2010 - Apr 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| P Momentum Scoring Style ETFs and Treasuries |
24.64%
Apr 2003 - Apr 2006 |
17.36%
Oct 2002 - Oct 2007 |
13.03%
Apr 2003 - Apr 2013 |
11.82%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart