Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 02/28/2025.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| STS Seasonal Timing Using VFINX Total Return Bond Fund As Cash | 1.42% | -6.14% | 6.26% | 8.73% | 8.62% | 11.38% | 9.88% | 9.62% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| STS Seasonal Timing Using VFINX Total Return Bond Fund As Cash | 01/02/2001 | 05/08/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 02/28/2025.
AR inception is since 01/02/2001.
AR inception is since 01/02/2001.
| 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 (%) | -0.95 | -6.14 | 6.26 | 8.73 | 8.62 | 11.38 | 9.88 | 9.62 | 1.42 | -1.45 | 21.86 | -9.40 | 19.25 | 5.94 | 32.26 | -0.62 | 17.30 | 5.73 | 3.75 | 9.29 | 22.61 | 20.78 | 7.37 | 23.29 | 15.64 | -10.89 | 11.80 | 11.00 | 1.45 | 14.71 | 20.29 | -5.91 | 6.44 |
| Sharpe Ratio | NA | -0.86 | 0.11 | 0.34 | 0.40 | NA | NA | 0.57 | -0.17 | -0.51 | 1.58 | -0.72 | 1.66 | 0.17 | 3.48 | -0.18 | 2.88 | 0.47 | 0.35 | 1.04 | 2.36 | 2.70 | 0.51 | 1.92 | 0.61 | -0.78 | 1.02 | 1.08 | -0.10 | 1.60 | 1.28 | -0.54 | 0.73 |
| Standard Deviation(%) | NA | 21.53 | 15.37 | 15.12 | 15.89 | NA | NA | 13.93 | 27.18 | 15.79 | 11.13 | 14.91 | 11.56 | 33.33 | 8.86 | 10.95 | 5.78 | 11.87 | 10.65 | 8.95 | 9.58 | 7.68 | 14.33 | 12.11 | 25.33 | 15.24 | 8.59 | 7.19 | 7.22 | 8.61 | 15.35 | 12.92 | 5.64 |
| Draw Down(%) | NA | 26.64 | 26.64 | 26.64 | 33.70 | NA | NA | 33.70 | 18.72 | 16.24 | 7.55 | 12.81 | 4.13 | 33.70 | 4.44 | 10.06 | 2.59 | 10.23 | 4.59 | 5.70 | 5.56 | 6.22 | 9.55 | 8.59 | 26.81 | 12.76 | 5.70 | 5.81 | 6.91 | 6.38 | 13.52 | 11.23 | 4.26 |
| Yield(%) | NA | 1.16 | 1.00 | 1.05 | 1.14 | NA | NA | 0.00 | NA | 0.32 | 1.29 | 0.69 | 1.09 | 1.21 | 1.20 | 0.41 | 1.45 | 1.65 | 1.06 | 1.45 | 1.59 | 1.26 | 1.02 | 0.92 | 1.82 | 0.44 | 0.85 | 0.95 | 0.91 | 1.18 | 1.22 | 0.74 | 0.38 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| STS Seasonal Timing Using VFINX Total Return Bond Fund As Cash |
-4.09%
Feb 2006 - Feb 2009 |
0.47%
Feb 2004 - Feb 2009 |
8.03%
Apr 2015 - Apr 2025 |
9.24%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| STS Seasonal Timing Using VFINX Total Return Bond Fund As Cash |
26.64%
Feb 2009 - Feb 2012 |
22.76%
Feb 2009 - Feb 2014 |
15.71%
Feb 2009 - Feb 2019 |
14.50%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart