Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 01/08/2025.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Tactical Stock Balanced Portfolio | 0.47% | 14.83% | 6.50% | 9.94% | 9.52% | 10.98% | 10.94% | 10.67% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Tactical Stock Balanced Portfolio | 01/02/2001 | 01/08/2025 |
The return data shown below all have the same latest date: 01/08/2025.
AR inception is since 01/02/2001.
AR inception is since 01/02/2001.
| 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 (%) | 0.63 | 14.83 | 6.50 | 9.94 | 9.52 | 10.98 | 10.94 | 10.67 | 0.47 | 14.14 | 18.93 | -12.99 | 20.92 | 12.61 | 22.02 | -3.39 | 17.73 | 10.52 | 0.46 | 11.02 | 23.37 | 15.92 | 3.34 | 19.59 | 28.75 | -1.67 | 6.38 | 14.25 | 4.54 | 9.80 | 34.43 | -3.95 | 2.29 |
| Sharpe Ratio | NA | 0.82 | 0.19 | 0.51 | 0.65 | NA | NA | 0.88 | 0.04 | 0.75 | 1.50 | -0.89 | 2.17 | 0.55 | 2.41 | -0.39 | 3.59 | 1.12 | 0.04 | 1.29 | 2.80 | 1.70 | 0.20 | 1.65 | 2.92 | -0.36 | 0.29 | 1.46 | 0.32 | 1.06 | 4.15 | -0.82 | 0.00 |
| Standard Deviation(%) | NA | 10.06 | 12.39 | 14.61 | 12.28 | NA | NA | 10.69 | 11.03 | 10.05 | 9.81 | 16.22 | 9.61 | 22.63 | 8.56 | 11.94 | 4.77 | 9.20 | 10.99 | 8.51 | 8.33 | 9.35 | 16.46 | 11.80 | 9.83 | 7.13 | 11.54 | 7.52 | 7.41 | 8.36 | 8.14 | 6.16 | 4.94 |
| Draw Down(%) | NA | 6.05 | 16.52 | 25.12 | 25.12 | NA | NA | 25.12 | 0.90 | 6.05 | 8.23 | 17.70 | 4.06 | 25.12 | 4.37 | 13.89 | 1.56 | 6.64 | 8.84 | 5.33 | 5.39 | 7.33 | 13.28 | 9.44 | 4.04 | 7.29 | 7.23 | 5.71 | 5.43 | 6.20 | 4.73 | 8.65 | 4.78 |
| 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 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Tactical Stock Balanced Portfolio |
4.62%
Mar 2017 - Mar 2020 |
5.73%
Mar 2015 - Mar 2020 |
8.51%
Oct 2013 - Oct 2023 |
10.10%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Tactical Stock Balanced Portfolio |
19.23%
Mar 2009 - Mar 2012 |
17.90%
Feb 2009 - Feb 2014 |
13.46%
Sep 2008 - Sep 2018 |
12.87%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart