Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Bond Clone Strategic Asset Allocation - Optimal Moderate | NA | 8.45% | -1.43% | 0.08% | 1.00% | 1.22% | 1.92% | 1.90% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Bond Clone 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 (%) | -0.23 | 8.45 | -1.43 | 0.08 | 1.00 | 1.22 | 1.92 | 1.90 | NA | 2.85 | 6.86 | -14.68 | 2.36 | 2.54 | 7.64 | -5.53 | 0.72 | 8.41 | -0.49 | 3.76 | -2.41 | 2.25 | 1.04 | 4.13 | 1.35 | 6.88 | 8.67 | 1.42 | 2.43 | 0.97 | 0.69 | 1.11 | 2.31 |
| Sharpe Ratio | NA | -1.02 | -0.95 | -0.48 | -0.15 | NA | NA | 0.12 | 0.05 | -1.16 | 0.52 | -1.84 | 0.91 | 0.33 | 2.37 | -1.53 | 0.04 | 1.01 | -0.16 | 1.75 | -0.85 | 0.65 | 0.23 | 0.96 | 0.34 | 1.15 | 1.77 | -0.62 | 0.07 | 0.01 | 0.05 | 0.01 | 0.01 |
| Standard Deviation(%) | NA | 3.21 | 6.13 | 5.82 | 5.27 | NA | NA | 4.17 | 1.77 | 3.22 | 5.04 | 8.73 | 2.56 | 7.11 | 2.63 | 4.48 | 2.02 | 8.09 | 3.33 | 2.14 | 2.86 | 3.35 | 4.48 | 4.23 | 3.70 | 5.17 | 3.21 | 3.00 | 3.79 | 1.99 | 0.00 | 0.01 | 0.05 |
| Draw Down(%) | NA | 2.57 | 17.68 | 18.62 | 18.62 | NA | NA | 18.62 | 0.12 | 2.57 | 4.07 | 18.51 | 1.53 | 12.08 | 1.57 | 8.01 | 1.90 | 5.87 | 3.55 | 1.47 | 4.64 | 4.34 | 7.03 | 4.24 | 2.30 | 2.77 | 1.47 | 2.77 | 2.88 | 2.41 | 0.00 | 0.00 | 0.00 |
| Yield(%) | NA | 3.36 | 3.13 | 2.71 | 2.14 | NA | NA | 2.54 | NA | 1.25 | 3.06 | 3.02 | 2.34 | 1.34 | 3.09 | 1.61 | 0.37 | 2.31 | 1.52 | 1.93 | 1.53 | 2.25 | 3.13 | 3.27 | 2.80 | 4.23 | 4.53 | 4.34 | 4.38 | 2.00 | 0.69 | 1.11 | 2.31 |
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 |
|---|---|---|---|---|
| Bond Clone Strategic Asset Allocation - Optimal Moderate |
-4.41%
Feb 2020 - Feb 2023 |
-2.53%
Oct 2017 - Oct 2022 |
-0.30%
Oct 2012 - Oct 2022 |
0.85%
Feb 2008 - Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Bond Clone Strategic Asset Allocation - Optimal Moderate |
6.70%
Jun 2007 - Jun 2010 |
5.51%
Jul 2006 - Jul 2011 |
4.00%
Jun 2006 - Jun 2016 |
2.96%
Jul 2001 - Jul 2016 |
Annualized Rolling Returns Comparison Chart