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 - Optimal Moderate | NA | 19.92% | 2.48% | 4.65% | 4.66% | 6.40% | 6.08% | 6.70% |
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 - 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 (%) | -0.53 | 19.92 | 2.48 | 4.65 | 4.66 | 6.40 | 6.08 | 6.70 | NA | 6.29 | 13.53 | -11.32 | 11.04 | 1.95 | 15.96 | -7.55 | 12.68 | 9.04 | -1.07 | 5.22 | 14.13 | 13.59 | -1.15 | 13.15 | 26.99 | -23.71 | 6.10 | 14.20 | 7.88 | 14.98 | 27.12 | -5.94 | 5.87 |
| Sharpe Ratio | NA | 0.05 | -0.17 | 0.11 | 0.29 | NA | NA | 0.47 | 0.00 | -0.04 | 1.10 | -0.97 | 1.33 | 0.08 | 2.06 | -1.03 | 2.66 | 0.99 | -0.13 | 0.82 | 1.89 | 1.60 | -0.08 | 1.10 | 1.58 | -1.12 | 0.31 | 1.49 | 0.93 | 1.91 | 3.56 | -0.69 | 0.81 |
| Standard Deviation(%) | NA | 7.85 | 10.08 | 12.82 | 10.55 | NA | NA | 10.89 | 5.74 | 7.91 | 8.44 | 13.07 | 8.31 | 21.14 | 7.06 | 8.62 | 4.53 | 8.95 | 8.26 | 6.31 | 7.44 | 8.46 | 14.60 | 11.86 | 17.03 | 22.06 | 10.18 | 7.32 | 6.14 | 7.36 | 7.42 | 10.27 | 4.37 |
| Draw Down(%) | NA | 4.38 | 19.22 | 26.37 | 26.37 | NA | NA | 38.21 | 0.61 | 4.38 | 9.26 | 19.52 | 4.09 | 26.37 | 4.28 | 13.28 | 1.60 | 6.20 | 8.88 | 5.28 | 7.34 | 7.57 | 13.31 | 9.70 | 16.99 | 33.76 | 7.52 | 7.59 | 4.26 | 6.76 | 6.02 | 17.16 | 2.83 |
| Yield(%) | NA | 3.22 | 2.63 | 2.45 | 2.32 | NA | NA | 2.67 | NA | 0.97 | 2.71 | 2.07 | 2.55 | 1.85 | 2.34 | 2.13 | 0.56 | 3.40 | 2.51 | 2.68 | 2.76 | 2.95 | 2.83 | 2.63 | 3.12 | 2.76 | 3.65 | 4.17 | 3.72 | 3.32 | 2.25 | 1.21 | 2.33 |
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 - Optimal Moderate |
-7.63%
Feb 2006 - Feb 2009 |
-0.47%
Feb 2004 - Feb 2009 |
3.50%
Oct 2013 - Oct 2023 |
3.74%
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 - Optimal Moderate |
20.03%
Feb 2009 - Feb 2012 |
15.99%
Feb 2009 - Feb 2014 |
10.17%
Feb 2009 - Feb 2019 |
8.83%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart