Performance Comparison
Comparison Box

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 SMA 200 Days Total Return Bond As Cash And Strategic Switch Monthly 1x NA 25.79% 8.84% 12.34% 13.04% 12.26% 12.17% 12.27%
More Performance Analytics Comparison
Name Start Date End Date
P Shiller Cyclically Adjusted PE 10 SO SU SMA 200 Days Total Return Bond As Cash And Strategic Switch Monthly 1x 01/02/2001 11/29/2021
The return data shown below all delayed by 3 months. Their latest dates are all the same: 08/31/2021.
AR inception is since 01/02/2001.
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 (%) 0.84 25.79 8.84 12.34 13.04 12.26 12.17 12.27 20.65 15.24 12.21 -5.36 20.00 16.36 -3.11 13.51 32.18 15.82 -0.62 15.84 26.49 0.36 5.39 15.64 4.77 12.15 36.83 2.78 2.31
Sharpe Ratio NA 1.90 0.80 0.88 0.95 NA NA 0.79 1.55 0.87 1.01 -0.41 2.82 0.86 -0.23 1.18 2.90 1.24 -0.04 1.14 0.97 -0.04 0.15 1.23 0.25 1.04 3.19 0.31 0.01
Standard Deviation(%) NA 12.97 14.65 13.38 13.57 NA NA 13.93 13.34 17.26 10.70 16.34 6.87 18.68 13.75 11.39 11.07 12.74 17.27 13.85 27.21 15.84 16.02 10.04 10.29 10.82 11.33 5.43 0.05
Draw Down(%) NA 6.52 18.56 20.90 20.90 NA NA 28.70 6.52 18.56 7.73 20.90 3.03 11.14 12.05 7.30 5.60 9.60 17.48 12.09 27.17 13.13 9.88 7.47 7.01 7.47 4.41 7.08 0.00
Yield(%) NA 0.00 0.16 0.09 0.05 NA NA 0.12 0.00 0.00 0.51 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 1.13 0.83 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 SMA 200 Days Total Return Bond As Cash And Strategic Switch Monthly 1x -0.92%
Feb 2006 - Feb 2009 		2.64%
Feb 2004 - Feb 2009 		9.39%
Mar 2010 - Mar 2020 		10.18%
Mar 2005 - Mar 2020
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name 3 Year 5 Year 10 Year 15 Year
P Shiller Cyclically Adjusted PE 10 SO SU SMA 200 Days Total Return Bond As Cash And Strategic Switch Monthly 1x 24.70%
Feb 2009 - Feb 2012 		22.42%
Feb 2009 - Feb 2014 		14.77%
Feb 2009 - Feb 2019 		13.83%
Jan 2003 - Jan 2018
Annualized Rolling Returns Comparison Chart