Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Advanced Global Asset Allocation Moderate | 2.30% | 9.73% | -1.70% | 5.54% | 5.66% | 8.08% | 9.30% | 10.71% |
Data as of 02/28/2025, AR inception is 01/02/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Advanced Global Asset Allocation Moderate | 01/02/2001 | 02/28/2025 |
| 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 (%) | 0.65 | 9.73 | -1.70 | 5.54 | 5.66 | 8.08 | 9.30 | 10.71 | 2.30 | 8.72 | -3.74 | -17.70 | 16.93 | 18.62 | 21.52 | -1.77 | 18.09 | 9.62 | -5.88 | 13.77 | 13.94 | 17.74 | 3.68 | 14.54 | 23.68 | -1.94 | 17.22 | 17.87 | 11.33 | 14.93 | 37.91 | 13.38 | 6.47 |
| Sharpe Ratio | NA | 0.48 | -0.62 | 0.29 | 0.45 | NA | NA | 1.01 | 0.25 | 0.31 | -0.69 | -1.88 | 1.95 | 1.27 | 3.06 | -0.34 | 3.74 | 1.43 | -0.78 | 2.16 | 1.85 | 2.37 | 0.23 | 1.22 | 1.97 | -0.35 | 1.06 | 1.46 | 1.26 | 1.47 | 6.33 | 2.87 | 0.75 |
| Standard Deviation(%) | NA | 6.90 | 9.51 | 10.50 | 9.05 | NA | NA | 9.31 | 7.21 | 6.86 | 11.52 | 10.18 | 8.68 | 14.52 | 6.57 | 9.04 | 4.67 | 6.60 | 7.61 | 6.37 | 7.53 | 7.46 | 15.95 | 11.89 | 11.95 | 8.11 | 13.40 | 9.98 | 7.29 | 9.53 | 5.88 | 4.28 | 5.56 |
| Draw Down(%) | NA | 5.56 | 25.30 | 29.14 | 29.14 | NA | NA | 29.14 | 2.05 | 4.52 | 15.33 | 18.57 | 5.07 | 13.71 | 2.26 | 9.88 | 1.45 | 4.72 | 12.69 | 3.98 | 8.37 | 4.40 | 12.96 | 9.97 | 5.12 | 8.23 | 9.87 | 13.70 | 5.51 | 13.85 | 2.30 | 2.13 | 4.86 |
| Yield(%) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
Data as of 02/28/2025, AR inception is 01/02/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Advanced Global Asset Allocation Moderate |
-4.85%
Dec 2021 - Dec 2024 |
2.84%
Sep 2018 - Sep 2023 |
5.29%
Oct 2013 - Oct 2023 |
7.95%
Dec 2009 - Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Advanced Global Asset Allocation Moderate |
22.74%
Jan 2003 - Jan 2006 |
21.24%
Oct 2002 - Oct 2007 |
15.78%
Apr 2001 - Apr 2011 |
13.54%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart