Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Talmud Strategy 3 Core Asset ETFs Asset Allocation Composite Moderate | NA | 19.50% | 3.37% | 6.76% | 5.99% | 7.22% | 7.11% | 7.23% |
Data as of 11/29/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Talmud Strategy 3 Core Asset ETFs Asset Allocation Composite Moderate | 12/31/2000 | 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 (%) | 1.32 | 19.50 | 3.37 | 6.76 | 5.99 | 7.22 | 7.11 | 7.23 | NA | 11.25 | 11.48 | -15.44 | 16.22 | 8.97 | 20.28 | -4.09 | 10.11 | 7.09 | -4.68 | 11.65 | 11.52 | 10.36 | 3.98 | 10.07 | 18.19 | -1.69 | 0.70 | 13.03 | 4.68 | 8.00 | 15.14 | 1.11 | 2.31 |
| Sharpe Ratio | NA | 0.62 | 0.02 | 0.48 | 0.49 | NA | NA | 0.70 | 0.21 | 0.58 | 0.94 | -1.57 | 2.03 | 0.77 | 2.94 | -0.61 | 2.35 | 1.13 | -0.66 | 1.90 | 1.54 | 1.44 | 0.28 | 1.08 | 1.80 | -0.55 | -0.21 | 1.53 | 0.40 | 1.05 | 2.20 | 0.01 | 0.01 |
| Standard Deviation(%) | NA | 8.02 | 8.74 | 9.23 | 8.13 | NA | NA | 7.89 | 8.25 | 8.09 | 7.72 | 10.70 | 7.96 | 11.35 | 6.42 | 8.86 | 4.04 | 6.12 | 7.17 | 6.13 | 7.47 | 7.15 | 13.94 | 9.21 | 10.06 | 4.75 | 10.86 | 6.37 | 6.25 | 6.74 | 6.58 | 0.01 | 0.05 |
| Draw Down(%) | NA | 4.64 | 16.01 | 17.86 | 17.86 | NA | NA | 17.86 | 1.86 | 4.62 | 6.59 | 16.20 | 3.96 | 13.67 | 2.33 | 10.97 | 1.89 | 5.01 | 8.19 | 3.69 | 6.77 | 5.09 | 11.68 | 6.76 | 3.97 | 6.10 | 7.78 | 3.99 | 4.21 | 5.08 | 2.52 | 0.00 | 0.00 |
| Yield(%) | NA | 3.29 | 2.48 | 2.21 | 1.79 | NA | NA | 1.69 | NA | 1.17 | 3.09 | 1.78 | 1.89 | 1.66 | 1.65 | 1.57 | 1.61 | 1.38 | 0.67 | 1.59 | 1.28 | 1.69 | 1.45 | 0.79 | 1.05 | 0.82 | 2.75 | 2.99 | 1.95 | 1.45 | 1.17 | 1.11 | 2.31 |
Data as of 11/29/2024, 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 |
|---|---|---|---|---|
| Talmud Strategy 3 Core Asset ETFs Asset Allocation Composite Moderate |
0.98%
Apr 2021 - Apr 2024 |
3.78%
Dec 2013 - Dec 2018 |
4.69%
Oct 2013 - Oct 2023 |
6.31%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Talmud Strategy 3 Core Asset ETFs Asset Allocation Composite Moderate |
15.06%
Dec 2018 - Dec 2021 |
12.09%
Jun 2009 - Jun 2014 |
8.90%
Apr 2003 - Apr 2013 |
7.91%
Jul 2006 - Jul 2021 |
Annualized Rolling Returns Comparison Chart