Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| P SMA 200d QRAAX Total Return Bond As Cash Monthly | NA | 5.08% | 1.30% | -2.05% | 5.67% | 7.57% | NA | 7.92% |
Data as of 09/30/2016, AR inception is 01/02/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| P SMA 200d QRAAX Total Return Bond As Cash Monthly | 01/02/2001 | 12/30/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.43 | 5.08 | 1.30 | -2.05 | 5.67 | 7.57 | NA | 7.92 | 4.80 | -1.30 | -2.22 | -1.70 | -10.09 | 3.48 | 5.19 | 20.51 | 9.05 | 31.80 | -5.92 | 14.17 | 19.62 | 22.63 | 12.15 | 4.91 |
| Sharpe Ratio | NA | 0.72 | 0.06 | -0.36 | 0.36 | NA | NA | 0.40 | 0.70 | -0.40 | -0.45 | -0.42 | -1.00 | 0.18 | 0.32 | 1.22 | 0.34 | 1.97 | -0.59 | 0.53 | 0.77 | 0.93 | 0.63 | 0.30 |
| Standard Deviation(%) | NA | 6.55 | 5.14 | 6.30 | 13.65 | NA | NA | 16.13 | 6.56 | 3.33 | 5.01 | 4.17 | 10.13 | 18.96 | 15.71 | 16.77 | 23.74 | 14.61 | 15.69 | 22.82 | 24.37 | 23.65 | 17.53 | 8.78 |
| Draw Down(%) | NA | 6.12 | 9.34 | 18.97 | 26.91 | NA | NA | 26.91 | 6.12 | 3.62 | 9.07 | 7.00 | 16.86 | 19.76 | 22.10 | 10.09 | 26.83 | 8.24 | 14.20 | 17.06 | 19.89 | 20.62 | 11.82 | 8.51 |
| Yield(%) | NA | 13.58 | 4.53 | 2.72 | 3.06 | NA | NA | 4.28 | 13.57 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1.69 | 0.00 | 0.00 | 15.27 | 0.00 | 1.11 | 31.36 | 3.72 | 1.49 | 0.28 |
Data as of 09/30/2016, 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 QRAAX Total Return Bond As Cash Monthly |
-5.98%
Apr 2011 - Apr 2014 |
-4.64%
Apr 2011 - Apr 2016 |
2.75%
Sep 2005 - Sep 2015 |
7.38%
Oct 2001 - Oct 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| P SMA 200d QRAAX Total Return Bond As Cash Monthly |
27.59%
Aug 2002 - Aug 2005 |
22.00%
Jun 2003 - Jun 2008 |
14.76%
Apr 2001 - Apr 2011 |
7.90%
Jun 2001 - Jun 2016 |
Annualized Rolling Returns Comparison Chart