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 SAA Six Core | NA | 8.05% | 11.08% | 9.61% | 10.33% | 12.16% | 11.68% | 11.83% |
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 SAA Six Core | 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 | 8.05 | 11.08 | 9.61 | 10.33 | 12.16 | 11.68 | 11.83 | 3.91 | 9.82 | 19.42 | 3.31 | 7.16 | 27.49 | -1.29 | 5.77 | 15.90 | 16.56 | -4.46 | 16.93 | 65.14 | -1.57 | 8.71 | 7.85 | -0.90 | 7.48 | 28.84 | 12.13 | 4.58 |
| Sharpe Ratio | NA | 2.44 | 2.33 | 2.02 | 1.17 | NA | NA | 0.95 | 1.31 | 1.79 | 3.80 | 0.39 | 2.88 | 2.06 | -0.39 | 1.84 | 1.38 | 1.19 | -0.18 | 0.82 | 2.36 | -0.35 | 1.31 | 1.40 | -0.99 | 0.93 | 5.30 | 3.32 | 0.73 |
| Standard Deviation(%) | NA | 2.92 | 4.43 | 4.48 | 8.47 | NA | NA | 11.35 | 2.98 | 5.35 | 4.74 | 5.12 | 2.27 | 13.22 | 3.34 | 3.13 | 11.48 | 13.84 | 25.15 | 20.52 | 27.60 | 7.13 | 4.37 | 3.26 | 3.09 | 7.02 | 5.31 | 3.32 | 5.12 |
| Draw Down(%) | NA | 2.22 | 7.84 | 7.84 | 12.03 | NA | NA | 22.97 | 2.22 | 7.84 | 2.37 | 2.63 | 1.22 | 2.29 | 3.61 | 3.01 | 9.36 | 12.03 | 22.97 | 14.88 | 10.69 | 7.25 | 3.09 | 2.91 | 2.89 | 7.57 | 6.18 | 2.44 | 4.13 |
| Yield(%) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
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 SAA Six Core |
4.42%
Jan 2004 - Jan 2007 |
3.69%
Feb 2004 - Feb 2009 |
8.85%
Apr 2011 - Apr 2021 |
10.49%
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 SAA Six Core |
27.29%
Feb 2009 - Feb 2012 |
20.89%
Feb 2009 - Feb 2014 |
14.05%
Feb 2009 - Feb 2019 |
12.72%
Mar 2002 - Mar 2017 |
Annualized Rolling Returns Comparison Chart