Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Value VTV and Momentum MTUM | 7.40% | 18.05% | 13.51% | 13.93% | 12.07% | NA | NA | 13.09% |
Data as of 06/04/2025, AR inception is 04/19/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Value VTV and Momentum MTUM | 04/19/2013 | 06/04/2025 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.20 | 18.05 | 13.51 | 13.93 | 12.07 | NA | NA | 13.09 | 7.40 | 24.55 | 8.41 | -10.70 | 20.01 | 16.54 | 25.98 | -3.41 | 26.95 | 10.92 | 3.96 | 13.93 | 19.08 |
| Sharpe Ratio | NA | 0.76 | 0.63 | 0.70 | 0.59 | NA | NA | 0.69 | 0.24 | 1.56 | 0.40 | -0.58 | 1.30 | 0.48 | 2.11 | -0.26 | 3.65 | 0.86 | 0.26 | 1.14 | 1.78 |
| Standard Deviation(%) | NA | 19.51 | 16.24 | 17.05 | 18.09 | NA | NA | 17.15 | 25.08 | 13.41 | 11.92 | 21.02 | 15.33 | 34.25 | 11.61 | 18.11 | 7.20 | 12.40 | 15.34 | 12.24 | 10.70 |
| Draw Down(%) | NA | 17.88 | 17.88 | 22.90 | 35.19 | NA | NA | 35.19 | 17.88 | 8.75 | 9.11 | 21.66 | 7.57 | 35.19 | 5.73 | 19.37 | 2.10 | 10.20 | 11.40 | 8.06 | 5.60 |
| Yield(%) | NA | 1.88 | 1.85 | 2.10 | 2.04 | NA | NA | 1.99 | NA | 0.75 | 1.33 | 1.90 | 2.30 | 2.14 | 2.01 | 1.89 | 2.03 | 2.17 | 1.88 | 1.84 | 1.60 |
Data as of 06/04/2025, AR inception is 04/19/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Value VTV and Momentum MTUM |
4.56%
Apr 2021 - Apr 2024 |
5.98%
Sep 2018 - Sep 2023 |
9.87%
Oct 2013 - Oct 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Value VTV and Momentum MTUM |
20.78%
Dec 2018 - Dec 2021 |
17.91%
Oct 2016 - Oct 2021 |
12.46%
Jan 2015 - Jan 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart