Performance Comparison
Portfolio Performance Comparison
| 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 | NA | 0.03% | 4.08% | 2.75% | 5.89% | 7.83% | 6.22% | 6.31% |
Data as of 08/31/2021, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| P Shiller Cyclically Adjusted PE 10 SO SU Stock Market Timing Strategy Weekly | 12/31/2000 | 11/04/2021 |
| 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 (%) | 0.00 | 0.03 | 4.08 | 2.75 | 5.89 | 7.83 | 6.22 | 6.31 | 0.02 | 1.40 | 10.62 | 1.35 | 0.63 | 0.21 | 0.03 | 0.02 | 28.30 | 15.99 | 1.89 | 15.06 | 47.31 | 0.93 | 3.02 | 3.30 | 2.19 | 0.95 | 0.69 | 1.11 | 2.31 |
| Sharpe Ratio | NA | 0.13 | 1.39 | 1.07 | 0.84 | NA | NA | 0.58 | 0.02 | 0.74 | 2.38 | 2.20 | 0.06 | 0.91 | -0.20 | 0.14 | 2.64 | 1.25 | 0.08 | 0.83 | 2.05 | 0.15 | 1.06 | 2.84 | 0.96 | 0.31 | 0.05 | 0.01 | 0.01 |
| Standard Deviation(%) | NA | 0.00 | 2.43 | 1.88 | 6.19 | NA | NA | 8.98 | 0.00 | 1.58 | 3.87 | 0.02 | 0.01 | 0.00 | 0.00 | 0.00 | 10.69 | 12.73 | 23.10 | 17.94 | 22.99 | 0.03 | 0.03 | 0.01 | 0.02 | 0.02 | 0.00 | 0.01 | 0.05 |
| Draw Down(%) | NA | 0.00 | 1.98 | 1.98 | 9.69 | NA | NA | 18.61 | 0.00 | 0.76 | 1.98 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 5.55 | 9.69 | 18.61 | 15.70 | 12.09 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Yield(%) | NA | 0.03 | 0.55 | 0.68 | 0.83 | NA | NA | 1.46 | 0.02 | 0.21 | 1.16 | 1.34 | 0.63 | 0.21 | 0.03 | 0.02 | 1.64 | 2.45 | 2.04 | 2.01 | 2.86 | 0.93 | 3.02 | 3.30 | 2.19 | 0.95 | 0.69 | 1.11 | 2.33 |
Data as of 08/31/2021, 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 |
|---|---|---|---|---|
| P Shiller Cyclically Adjusted PE 10 SO SU Stock Market Timing Strategy Weekly |
0.08%
Nov 2013 - Nov 2016 |
0.42%
Nov 2013 - Nov 2018 |
4.79%
Apr 2011 - Apr 2021 |
7.34%
Jul 2002 - Jul 2017 |
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 |
25.45%
Feb 2009 - Feb 2012 |
21.89%
Feb 2009 - Feb 2014 |
11.04%
Nov 2003 - Nov 2013 |
8.12%
Jan 2005 - Jan 2020 |
Annualized Rolling Returns Comparison Chart