Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ARDEA Strategic Asset Allocation - Optimal Moderate | NA | 24.98% | 2.76% | 6.87% | 5.89% | 7.64% | 7.04% | 7.11% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ARDEA Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 01/08/2025 |
| 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 (%) | -0.87 | 24.98 | 2.76 | 6.87 | 5.89 | 7.64 | 7.04 | 7.11 | NA | 9.06 | 14.62 | -13.96 | 6.24 | 16.84 | 18.84 | -7.04 | 12.87 | 2.50 | 2.02 | 3.41 | 15.85 | 13.90 | -0.48 | 17.91 | 24.56 | -24.12 | 12.25 | 10.60 | 5.61 | 15.18 | 21.73 | -7.09 | 5.48 |
| Sharpe Ratio | NA | 0.51 | -0.12 | 0.28 | 0.40 | NA | NA | 0.47 | 0.03 | 0.31 | 1.18 | -1.09 | 0.62 | 0.98 | 2.58 | -0.82 | 2.39 | 0.28 | 0.25 | 0.47 | 2.19 | 1.68 | -0.03 | 1.37 | 1.30 | -1.13 | 0.85 | 0.87 | 0.49 | 1.66 | 1.90 | -0.63 | 0.28 |
| Standard Deviation(%) | NA | 7.79 | 10.66 | 12.08 | 10.17 | NA | NA | 11.54 | 6.45 | 7.93 | 8.80 | 14.13 | 10.10 | 16.92 | 6.76 | 10.17 | 5.12 | 8.35 | 7.83 | 7.14 | 7.21 | 8.22 | 15.68 | 13.04 | 18.83 | 22.16 | 10.92 | 8.40 | 7.03 | 8.59 | 11.05 | 13.08 | 11.13 |
| Draw Down(%) | NA | 4.84 | 21.32 | 23.32 | 23.32 | NA | NA | 39.72 | 0.54 | 4.76 | 7.81 | 21.80 | 7.42 | 22.90 | 3.04 | 14.15 | 2.37 | 7.17 | 7.36 | 6.33 | 7.08 | 7.04 | 15.58 | 10.71 | 19.72 | 36.05 | 8.45 | 9.71 | 5.52 | 8.46 | 7.32 | 19.95 | 12.31 |
| Yield(%) | NA | 4.49 | 4.72 | 4.41 | 3.88 | NA | NA | 4.64 | NA | 1.04 | 4.57 | 4.41 | 4.09 | 4.73 | 3.24 | 3.64 | 0.57 | 3.79 | 4.23 | 5.06 | 9.26 | 3.12 | 3.04 | 3.90 | 2.87 | 3.69 | 9.26 | 9.89 | 5.48 | 7.62 | 0.97 | 1.54 | 6.76 |
Data as of 10/31/2024, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ARDEA Strategic Asset Allocation - Optimal Moderate |
-7.63%
Feb 2006 - Feb 2009 |
-0.58%
Feb 2004 - Feb 2009 |
4.16%
Oct 2013 - Oct 2023 |
4.50%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ARDEA Strategic Asset Allocation - Optimal Moderate |
21.57%
Feb 2009 - Feb 2012 |
18.02%
Feb 2009 - Feb 2014 |
10.55%
Feb 2009 - Feb 2019 |
9.30%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart