Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PORTFOLIO SOLUTIONS LLC Strategic Asset Allocation - Equal Weight Moderate | NA | 17.70% | 3.36% | 5.29% | 4.18% | 5.19% | 5.66% | 6.58% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PORTFOLIO SOLUTIONS LLC Strategic Asset Allocation - Equal Weight 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 (%) | -0.63 | 17.70 | 3.36 | 5.29 | 4.18 | 5.19 | 5.66 | 6.58 | NA | 6.81 | 11.61 | -8.00 | 8.04 | 5.71 | 12.83 | -9.00 | 12.34 | 8.06 | -2.87 | 1.97 | 12.32 | 11.27 | -7.09 | 13.19 | 30.34 | -26.33 | 8.77 | 17.12 | 12.07 | 16.68 | 29.41 | -0.67 | 3.36 |
| Sharpe Ratio | NA | 0.11 | -0.11 | 0.19 | 0.27 | NA | NA | 0.47 | -0.02 | 0.03 | 0.93 | -0.80 | 0.95 | 0.32 | 1.63 | -1.17 | 2.54 | 0.85 | -0.34 | 0.30 | 1.64 | 1.28 | -0.49 | 1.07 | 1.75 | -1.19 | 0.55 | 1.69 | 1.73 | 2.17 | 4.50 | -0.21 | 0.13 |
| Standard Deviation(%) | NA | 7.60 | 9.30 | 11.16 | 9.64 | NA | NA | 10.67 | 4.57 | 7.65 | 7.87 | 11.80 | 8.48 | 17.07 | 7.01 | 8.82 | 4.62 | 9.27 | 8.61 | 6.52 | 7.47 | 8.74 | 14.56 | 12.21 | 17.28 | 22.87 | 10.45 | 8.20 | 5.71 | 7.24 | 6.39 | 8.43 | 8.06 |
| Draw Down(%) | NA | 4.80 | 15.83 | 23.25 | 23.45 | NA | NA | 40.05 | 0.53 | 4.80 | 7.75 | 15.83 | 4.61 | 23.25 | 4.33 | 14.85 | 1.59 | 6.38 | 11.73 | 6.37 | 7.95 | 8.98 | 15.60 | 9.81 | 16.19 | 35.43 | 8.31 | 11.04 | 3.99 | 6.96 | 5.32 | 15.04 | 11.22 |
| Yield(%) | NA | 3.46 | 2.75 | 2.36 | 2.05 | NA | NA | 2.21 | NA | 0.87 | 3.38 | 1.90 | 2.46 | 1.53 | 1.93 | 1.55 | 0.39 | 2.62 | 2.12 | 2.05 | 1.75 | 1.92 | 2.18 | 2.35 | 2.01 | 1.71 | 2.97 | 4.24 | 3.09 | 3.12 | 1.83 | 1.20 | 1.59 |
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 |
|---|---|---|---|---|
| PORTFOLIO SOLUTIONS LLC Strategic Asset Allocation - Equal Weight Moderate |
-7.31%
Feb 2006 - Feb 2009 |
-0.11%
Mar 2015 - Mar 2020 |
2.84%
Mar 2010 - Mar 2020 |
2.67%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PORTFOLIO SOLUTIONS LLC Strategic Asset Allocation - Equal Weight Moderate |
22.70%
Mar 2003 - Mar 2006 |
18.13%
Oct 2002 - Oct 2007 |
9.87%
Mar 2003 - Mar 2013 |
8.51%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart