Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| P Diversified Timing Asset Allocation Portfolio With Total Return Bonds | -0.27% | 6.16% | 0.88% | 6.02% | 4.78% | 6.00% | 7.15% | 7.65% |
Data as of 01/07/2025, AR inception is 06/30/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| P Diversified Timing Asset Allocation Portfolio With Total Return Bonds | 06/30/2004 | 01/07/2025 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.27 | 6.16 | 0.88 | 6.02 | 4.78 | 6.00 | 7.15 | 7.65 | -0.27 | 5.51 | 3.76 | -7.79 | 19.73 | 11.34 | 9.02 | -1.96 | 11.26 | 8.02 | -5.88 | 10.81 | 6.26 | 8.44 | 1.75 | 16.11 | 25.34 | -7.34 | 7.77 | 13.66 | 11.36 | 12.56 |
| Sharpe Ratio | NA | 0.07 | -0.39 | 0.40 | 0.41 | NA | NA | 0.71 | -0.04 | -0.13 | -0.06 | -1.06 | 1.95 | 1.17 | 1.28 | -0.49 | 2.00 | 1.07 | -0.84 | 1.99 | 0.84 | 1.35 | 0.14 | 1.28 | 1.97 | -0.82 | 0.52 | 1.20 | 1.17 | 1.80 |
| Standard Deviation(%) | NA | 8.63 | 8.31 | 8.96 | 7.82 | NA | NA | 8.67 | 7.34 | 8.65 | 7.68 | 8.64 | 10.11 | 9.47 | 5.93 | 6.67 | 5.33 | 7.29 | 7.04 | 5.43 | 7.41 | 6.21 | 11.91 | 12.53 | 12.84 | 10.10 | 9.14 | 8.65 | 7.83 | 6.63 |
| Draw Down(%) | NA | 5.67 | 10.89 | 11.80 | 11.80 | NA | NA | 17.83 | 0.65 | 5.42 | 8.31 | 9.30 | 5.83 | 11.80 | 2.78 | 6.24 | 2.64 | 5.37 | 10.61 | 3.29 | 8.92 | 4.75 | 12.02 | 9.30 | 4.70 | 17.83 | 7.38 | 8.11 | 4.68 | 2.63 |
| Yield(%) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
Data as of 01/07/2025, AR inception is 06/30/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| P Diversified Timing Asset Allocation Portfolio With Total Return Bonds |
0.31%
Dec 2021 - Dec 2024 |
2.61%
Mar 2015 - Mar 2020 |
4.99%
Oct 2010 - Oct 2020 |
6.17%
Dec 2009 - Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| P Diversified Timing Asset Allocation Portfolio With Total Return Bonds |
15.77%
Feb 2009 - Feb 2012 |
12.20%
Jun 2009 - Jun 2014 |
9.92%
Aug 2004 - Aug 2014 |
7.94%
May 2006 - May 2021 |
Annualized Rolling Returns Comparison Chart