Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| 50 Stocks 50 Long Treasury Bonds | 0.87% | 5.87% | 5.12% | 3.52% | 6.12% | 8.19% | 7.14% | 8.55% |
Data as of 06/04/2025, AR inception is 12/15/1989
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| 50 Stocks 50 Long Treasury Bonds | 12/15/1989 | 06/04/2025 |
| 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 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.20 | 5.87 | 5.12 | 3.52 | 6.12 | 8.19 | 7.14 | 8.55 | 0.87 | 9.17 | 15.12 | -24.16 | 11.84 | 17.81 | 22.42 | -3.92 | 13.11 | 6.89 | 0.11 | 19.31 | 9.23 | 9.67 | 15.97 | 11.81 | 7.09 | -6.79 | 7.31 | 8.57 | 5.73 | 8.94 | 15.22 | -3.09 | -3.85 | 5.00 | 6.26 | 20.73 | 23.66 | 10.58 | 33.84 | -2.93 | 13.09 | 7.93 | 23.75 | 1.22 | 0.30 |
| Sharpe Ratio | NA | 0.22 | 0.13 | 0.13 | 0.46 | NA | NA | 0.69 | -0.03 | 0.59 | 1.04 | -1.58 | 1.35 | 1.28 | 3.26 | -0.61 | 2.66 | 0.96 | 0.01 | 3.60 | 1.28 | 1.83 | 2.09 | 1.54 | 0.52 | -0.54 | 0.55 | 0.83 | 0.55 | 1.16 | 1.73 | -0.45 | -0.60 | 0.07 | 0.25 | 1.73 | 1.81 | 0.70 | 4.34 | -0.69 | 1.67 | 0.70 | 2.10 | -0.39 | 0.01 |
| Standard Deviation(%) | NA | 11.74 | 12.60 | 11.71 | 10.28 | NA | NA | 9.46 | 14.55 | 9.34 | 11.04 | 16.24 | 8.75 | 13.71 | 6.43 | 8.65 | 4.68 | 6.97 | 8.39 | 5.36 | 7.16 | 5.25 | 7.63 | 7.63 | 13.56 | 14.36 | 7.59 | 6.20 | 6.36 | 6.85 | 8.39 | 9.50 | 10.54 | 11.23 | 11.58 | 9.95 | 11.03 | 9.91 | 6.89 | 8.64 | 6.52 | 7.75 | 9.43 | 10.99 | 7.72 |
| Draw Down(%) | NA | 11.37 | 15.68 | 28.05 | 28.05 | NA | NA | 28.05 | 9.84 | 5.44 | 12.42 | 27.75 | 5.39 | 15.19 | 2.77 | 9.35 | 2.32 | 6.63 | 7.38 | 2.57 | 6.32 | 2.66 | 3.91 | 3.62 | 16.73 | 18.59 | 4.04 | 4.51 | 4.35 | 6.73 | 8.07 | 12.40 | 13.40 | 6.93 | 8.02 | 7.78 | 7.30 | 6.56 | 2.68 | 9.38 | 3.95 | 4.16 | 3.75 | 11.52 | 0.67 |
| Yield(%) | NA | 3.02 | 2.15 | 3.20 | 2.93 | NA | NA | 4.25 | NA | 1.05 | 2.60 | 1.48 | 2.74 | 6.07 | 2.74 | 1.50 | 0.58 | 3.97 | 3.85 | 3.56 | 3.09 | 3.93 | 4.89 | 4.55 | 4.76 | 3.70 | 3.82 | 3.60 | 4.06 | 3.88 | 4.00 | 4.08 | 3.39 | 3.74 | 4.32 | 4.01 | 4.71 | 4.50 | 6.79 | 5.44 | 6.05 | 8.82 | 6.11 | 5.94 | 2.12 |
Data as of 06/04/2025, AR inception is 12/15/1989
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 50 Stocks 50 Long Treasury Bonds |
-3.33%
Oct 2020 - Oct 2023 |
0.83%
Feb 2004 - Feb 2009 |
2.73%
Feb 1999 - Feb 2009 |
6.18%
Jan 1999 - Jan 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 50 Stocks 50 Long Treasury Bonds |
22.32%
Dec 1994 - Dec 1997 |
18.61%
Dec 1994 - Dec 1999 |
14.84%
Aug 1990 - Aug 2000 |
11.02%
Sep 1990 - Sep 2005 |
Annualized Rolling Returns Comparison Chart