Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Index Funds Advisors (IFA) ETF Equivalent Strategic Asset Allocation - Optimal Moderate | NA | 19.42% | 0.95% | 4.93% | 4.57% | 5.71% | 4.61% | 4.22% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Index Funds Advisors (IFA) ETF Equivalent 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 (%) | -1.02 | 19.42 | 0.95 | 4.93 | 4.57 | 5.71 | 4.61 | 4.22 | NA | 7.41 | 8.98 | -13.50 | 8.71 | 11.16 | 15.83 | -8.80 | 11.54 | 8.68 | -0.61 | 2.72 | 12.52 | 11.31 | -2.18 | 13.60 | 22.31 | -24.86 | 5.95 | 10.11 | 2.22 | 1.11 | 0.69 | 1.11 | 2.31 |
| Sharpe Ratio | NA | 0.09 | -0.37 | 0.12 | 0.28 | NA | NA | 0.25 | -0.10 | 0.12 | 0.57 | -1.17 | 0.96 | 0.56 | 2.43 | -1.11 | 2.66 | 1.05 | -0.07 | 0.40 | 1.62 | 1.42 | -0.15 | 1.06 | 1.03 | -0.99 | 0.25 | 1.06 | 0.15 | 0.39 | 0.05 | 0.01 | 0.01 |
| Standard Deviation(%) | NA | 7.05 | 9.65 | 12.17 | 10.07 | NA | NA | 10.95 | 6.66 | 7.08 | 8.27 | 12.68 | 9.09 | 19.42 | 5.93 | 9.15 | 4.10 | 8.09 | 8.63 | 6.71 | 7.71 | 7.93 | 14.51 | 12.69 | 21.57 | 26.01 | 11.70 | 6.48 | 0.36 | 0.43 | 0.00 | 0.01 | 0.05 |
| Draw Down(%) | NA | 3.85 | 19.43 | 22.68 | 22.68 | NA | NA | 42.15 | 0.79 | 3.82 | 9.25 | 19.91 | 5.11 | 22.68 | 3.66 | 15.50 | 1.79 | 5.86 | 9.21 | 5.08 | 6.64 | 6.38 | 13.67 | 9.64 | 20.74 | 35.80 | 7.03 | 5.23 | 0.11 | 0.44 | 0.00 | 0.00 | 0.00 |
| Yield(%) | NA | 3.81 | 2.90 | 2.66 | 2.46 | NA | NA | 2.37 | NA | 1.11 | 3.33 | 2.42 | 2.10 | 1.92 | 2.71 | 1.64 | 0.66 | 3.17 | 2.72 | 3.14 | 2.49 | 2.99 | 2.40 | 2.76 | 2.73 | 2.53 | 3.21 | 2.90 | 2.31 | 1.13 | 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 |
|---|---|---|---|---|
| Index Funds Advisors (IFA) ETF Equivalent Strategic Asset Allocation - Optimal Moderate |
-9.45%
Feb 2006 - Feb 2009 |
-5.09%
Feb 2004 - Feb 2009 |
1.77%
Sep 2001 - Sep 2011 |
3.12%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Index Funds Advisors (IFA) ETF Equivalent Strategic Asset Allocation - Optimal Moderate |
19.05%
Feb 2009 - Feb 2012 |
15.19%
Feb 2009 - Feb 2014 |
9.13%
Feb 2009 - Feb 2019 |
7.57%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart