Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| test_eqyun_plan_testmpiqe Tactical Asset Allocation Moderate | NA | 2.58% | 0.60% | 1.45% | 3.36% | 4.90% | 6.79% | 6.91% |
Data as of 08/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| test_eqyun_plan_testmpiqe Tactical Asset Allocation Moderate | 12/31/2000 | 11/08/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 (%) | 0.38 | 2.58 | 0.60 | 1.45 | 3.36 | 4.90 | 6.79 | 6.91 | 2.12 | -7.48 | -2.06 | 11.33 | 3.44 | 0.51 | 16.95 | 7.00 | -5.39 | 3.80 | 6.84 | 1.16 | 5.93 | 7.08 | 22.55 | -0.91 | 17.09 | 15.72 | 11.24 | 12.92 | 20.46 | 1.03 | 6.36 |
| Sharpe Ratio | NA | -0.38 | -0.31 | 0.00 | 0.31 | NA | NA | 0.79 | -0.21 | -1.17 | -0.21 | 1.31 | 0.38 | -0.11 | 3.76 | 1.33 | -1.02 | 0.82 | 1.36 | 0.21 | 0.86 | 0.74 | 2.51 | -0.27 | 1.24 | 1.60 | 1.55 | 1.74 | 3.66 | -0.01 | 0.87 |
| Standard Deviation(%) | NA | 7.27 | 8.45 | 7.82 | 6.77 | NA | NA | 7.03 | 7.53 | 7.55 | 9.98 | 8.45 | 5.40 | 7.32 | 4.34 | 5.10 | 5.33 | 4.62 | 5.00 | 5.29 | 6.90 | 9.47 | 8.93 | 6.82 | 11.35 | 7.80 | 5.86 | 6.86 | 5.40 | 5.99 | 4.65 |
| Draw Down(%) | NA | 6.69 | 16.88 | 16.88 | 16.88 | NA | NA | 16.88 | 6.69 | 10.10 | 8.80 | 9.26 | 5.52 | 7.98 | 1.24 | 3.95 | 8.35 | 5.23 | 3.26 | 6.27 | 4.14 | 8.28 | 4.16 | 8.71 | 7.79 | 9.42 | 5.14 | 8.70 | 2.51 | 7.73 | 3.44 |
| Yield(%) | NA | 3.40 | 2.12 | 2.29 | 2.24 | NA | NA | 2.99 | 2.22 | 2.10 | 1.38 | 2.32 | 2.95 | 1.54 | 2.16 | 2.50 | 1.87 | 2.86 | 1.26 | 2.75 | 2.79 | 2.84 | 3.82 | 3.81 | 3.17 | 2.83 | 2.82 | 2.80 | 4.21 | 4.49 | 6.22 |
Data as of 08/31/2023, 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 |
|---|---|---|---|---|
| test_eqyun_plan_testmpiqe Tactical Asset Allocation Moderate |
-0.39%
Oct 2020 - Oct 2023 |
0.89%
Feb 2018 - Feb 2023 |
2.67%
Oct 2013 - Oct 2023 |
4.25%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| test_eqyun_plan_testmpiqe Tactical Asset Allocation Moderate |
18.65%
Oct 2004 - Oct 2007 |
16.71%
Oct 2002 - Oct 2007 |
11.54%
Apr 2001 - Apr 2011 |
9.52%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart