Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| P SMA 200d VFINX Total Return Bond As Cash Monthly | -4.31% | 8.00% | 5.90% | 12.65% | 8.52% | 10.51% | 10.93% | 10.92% |
Data as of 03/31/2025, AR inception is 01/02/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| P SMA 200d VFINX Total Return Bond As Cash Monthly | 01/02/2001 | 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 (%) | -2.69 | 8.00 | 5.90 | 12.65 | 8.52 | 10.51 | 10.93 | 10.92 | -4.31 | 24.84 | 14.91 | -19.87 | 28.53 | 15.63 | 12.85 | -6.30 | 21.66 | 12.80 | -3.59 | 13.52 | 32.17 | 15.82 | -0.62 | 19.43 | 31.54 | -1.67 | 5.39 | 15.64 | 4.77 | 12.15 | 36.83 | -1.69 | 2.31 |
| Sharpe Ratio | NA | 0.38 | 0.66 | 0.87 | 0.59 | NA | NA | 0.80 | -0.06 | 1.68 | 0.94 | -1.79 | 2.18 | 0.90 | 1.06 | -0.47 | 3.15 | 1.32 | -0.27 | 1.19 | 2.90 | 1.24 | -0.04 | 1.39 | 2.26 | -0.37 | 0.14 | 1.22 | 0.24 | 1.03 | 3.19 | -0.47 | -2.43 |
| Standard Deviation(%) | NA | 13.33 | 11.61 | 12.93 | 12.71 | NA | NA | 12.10 | 12.29 | 12.66 | 11.94 | 11.89 | 13.08 | 17.18 | 10.70 | 16.22 | 6.68 | 9.54 | 13.58 | 11.39 | 11.07 | 12.74 | 17.27 | 13.90 | 13.94 | 7.13 | 16.02 | 10.04 | 10.29 | 10.82 | 11.33 | 6.07 | 0.05 |
| Draw Down(%) | NA | 10.05 | 10.05 | 21.62 | 21.62 | NA | NA | 21.62 | 10.05 | 8.45 | 9.97 | 21.56 | 5.14 | 18.54 | 7.47 | 20.89 | 2.60 | 5.53 | 12.05 | 7.30 | 5.59 | 9.60 | 17.48 | 12.09 | 6.93 | 7.29 | 9.88 | 7.47 | 7.01 | 7.47 | 4.41 | 10.05 | 0.00 |
| Yield(%) | NA | 2.30 | 1.10 | 1.22 | 1.49 | NA | NA | 1.52 | NA | 0.65 | 1.68 | 0.00 | 1.48 | 1.28 | 1.52 | 1.80 | 2.01 | 1.64 | 1.47 | 1.98 | 2.20 | 2.31 | 0.89 | 0.92 | 2.02 | 0.00 | 1.93 | 1.85 | 1.80 | 1.52 | 1.50 | 0.28 | 2.31 |
Data as of 03/31/2025, AR inception is 01/02/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| P SMA 200d VFINX Total Return Bond As Cash Monthly |
3.02%
Mar 2017 - Mar 2020 |
4.35%
Jan 2018 - Jan 2023 |
7.82%
Nov 2013 - Nov 2023 |
10.31%
Feb 2008 - Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| P SMA 200d VFINX Total Return Bond As Cash Monthly |
20.46%
Nov 2011 - Nov 2014 |
19.04%
Dec 2008 - Dec 2013 |
14.78%
Sep 2008 - Sep 2018 |
13.96%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart