Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| P Composite Momentum Scoring Global Risk Assets | -1.43% | 3.54% | 0.61% | 11.60% | 7.59% | 10.11% | 12.80% | 13.50% |
Data as of 03/31/2025, AR inception is 12/31/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| P Composite Momentum Scoring Global Risk Assets | 12/31/1996 | 06/13/2025 |
| 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 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.44 | 3.54 | 0.61 | 11.60 | 7.59 | 10.11 | 12.80 | 13.50 | -1.43 | 10.75 | 17.35 | -24.72 | 26.06 | 9.01 | 28.27 | -4.05 | 24.66 | 11.35 | -5.46 | 16.16 | 19.81 | 16.55 | 2.12 | 27.08 | 28.27 | 0.93 | 26.76 | 25.31 | 17.23 | 19.21 | 45.28 | 0.10 | -1.62 | -3.67 | 39.32 | 14.76 | 21.60 | 0.00 |
| Sharpe Ratio | NA | 0.47 | 0.47 | 0.56 | 0.46 | NA | NA | 0.79 | 0.30 | 0.62 | 1.16 | -1.18 | 1.92 | 0.29 | 2.63 | -0.37 | 3.40 | 0.84 | -0.36 | 1.57 | 1.74 | 1.32 | 0.08 | 1.28 | 1.50 | -1.11 | 1.12 | 1.39 | 1.29 | 1.27 | 5.34 | -0.37 | -0.72 | -0.56 | 2.75 | 0.66 | 1.47 | NA |
| Standard Deviation(%) | NA | 14.88 | 14.70 | 15.59 | 16.45 | NA | NA | 15.23 | 17.62 | 11.46 | 11.78 | 22.07 | 13.59 | 30.12 | 10.20 | 14.78 | 7.06 | 13.32 | 15.19 | 10.26 | 11.33 | 12.52 | 26.25 | 21.09 | 18.78 | 0.03 | 21.05 | 15.76 | 11.62 | 14.39 | 8.34 | 2.82 | 5.69 | 14.11 | 13.05 | 16.99 | 12.17 | NA |
| Draw Down(%) | NA | 16.65 | 19.50 | 30.87 | 34.04 | NA | NA | 34.04 | 14.46 | 6.54 | 10.85 | 30.86 | 7.16 | 34.04 | 4.19 | 16.51 | 2.38 | 10.27 | 19.43 | 6.48 | 10.55 | 8.62 | 20.02 | 13.93 | 8.77 | 0.00 | 14.95 | 20.62 | 8.57 | 19.63 | 3.05 | 3.31 | 6.49 | 12.52 | 8.67 | 20.48 | 8.58 | 0.00 |
| Yield(%) | NA | 1.51 | 2.01 | 2.08 | 2.43 | NA | NA | 0.00 | 0.16 | 1.71 | 2.60 | 1.90 | 1.97 | 1.96 | 3.31 | 2.69 | 3.05 | 3.14 | 2.75 | 3.86 | 2.78 | 2.84 | 2.41 | 2.40 | 2.71 | 0.93 | 3.73 | 3.65 | 4.64 | 3.83 | 6.06 | 2.89 | 1.74 | 3.12 | 2.99 | 1.99 | 1.32 | 0.00 |
Data as of 03/31/2025, AR inception is 12/31/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| P Composite Momentum Scoring Global Risk Assets |
-1.74%
Dec 1999 - Dec 2002 |
3.71%
Mar 2015 - Mar 2020 |
7.59%
Mar 2015 - Mar 2025 |
9.70%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| P Composite Momentum Scoring Global Risk Assets |
32.01%
Apr 2003 - Apr 2006 |
28.04%
Oct 2002 - Oct 2007 |
21.35%
Apr 2003 - Apr 2013 |
18.23%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart