Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 08/31/2021.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| P Shiller Cyclically Adjusted PE 10 SO SU Stock Market Timing Strategy Weekly Total Return Bond Funds As Cash | NA | 7.81% | 8.25% | 6.38% | 9.02% | 10.46% | 10.65% | 10.81% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| P Shiller Cyclically Adjusted PE 10 SO SU Stock Market Timing Strategy Weekly Total Return Bond Funds As Cash | 07/01/2001 | 11/04/2021 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 08/31/2021.
AR inception is since 07/01/2001.
AR inception is since 07/01/2001.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.33 | 7.81 | 8.25 | 6.38 | 9.02 | 10.46 | 10.65 | 10.81 | 3.61 | 10.21 | 10.46 | -0.83 | 8.56 | 7.47 | -1.34 | 5.25 | 28.98 | 15.99 | 1.89 | 15.06 | 49.95 | -1.67 | 8.69 | 11.00 | 4.01 | 7.60 | 28.84 | 8.25 | 4.93 |
| Sharpe Ratio | NA | 2.03 | 1.79 | 1.60 | 1.21 | NA | NA | 0.99 | 0.99 | 1.91 | 2.38 | -1.22 | 3.20 | 2.02 | -0.42 | 1.74 | 2.70 | 1.25 | 0.08 | 0.83 | 2.16 | -0.36 | 1.30 | 2.23 | 0.59 | 0.94 | 5.30 | 1.73 | 0.76 |
| Standard Deviation(%) | NA | 3.50 | 4.20 | 3.61 | 6.79 | NA | NA | 9.82 | 3.63 | 5.22 | 3.81 | 1.75 | 2.48 | 3.59 | 3.29 | 3.01 | 10.73 | 12.73 | 23.10 | 17.94 | 23.10 | 7.13 | 4.37 | 3.46 | 3.12 | 7.07 | 5.31 | 4.12 | 5.37 |
| Draw Down(%) | NA | 2.22 | 7.82 | 7.82 | 9.69 | NA | NA | 18.61 | 2.22 | 7.82 | 2.37 | 1.75 | 0.93 | 3.38 | 3.64 | 3.49 | 5.55 | 9.69 | 18.61 | 15.70 | 12.57 | 7.29 | 3.09 | 2.91 | 2.81 | 7.56 | 6.18 | 5.11 | 4.14 |
| Yield(%) | NA | 0.00 | 0.00 | 0.00 | 0.47 | NA | NA | 0.55 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1.63 | 2.45 | 2.04 | 2.01 | 2.91 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| P Shiller Cyclically Adjusted PE 10 SO SU Stock Market Timing Strategy Weekly Total Return Bond Funds As Cash |
3.08%
Jun 2014 - Jun 2017 |
3.35%
Feb 2014 - Feb 2019 |
7.76%
Apr 2011 - Apr 2021 |
9.97%
Feb 2004 - Feb 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| P Shiller Cyclically Adjusted PE 10 SO SU Stock Market Timing Strategy Weekly Total Return Bond Funds As Cash |
25.45%
Feb 2009 - Feb 2012 |
22.58%
Feb 2009 - Feb 2014 |
14.37%
Jun 2004 - Jun 2014 |
12.37%
Jul 2002 - Jul 2017 |
Annualized Rolling Returns Comparison Chart