Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Doug Ramsey All Asset No Authority (AANA) Lazy Portfolio | 6.15% | 12.06% | 5.50% | 8.89% | 6.84% | 7.64% | NA | 6.96% |
Data as of 06/04/2025, AR inception is 02/03/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Doug Ramsey All Asset No Authority (AANA) Lazy Portfolio | 02/03/2006 | 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 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.45 | 12.06 | 5.50 | 8.89 | 6.84 | 7.64 | NA | 6.96 | 6.15 | 9.47 | 10.97 | -13.37 | 17.31 | 11.73 | 21.58 | -6.87 | 13.60 | 10.71 | -6.29 | 5.22 | 5.16 | 11.44 | 4.58 | 18.97 | 24.19 | -23.15 | 11.73 | 12.25 |
| Sharpe Ratio | NA | 0.77 | 0.18 | 0.58 | 0.47 | NA | NA | 0.43 | 0.36 | 0.62 | 0.71 | -0.94 | 1.75 | 0.56 | 2.98 | -0.92 | 2.52 | 1.15 | -0.66 | 0.77 | 0.56 | 1.25 | 0.30 | 1.29 | 1.03 | -0.93 | 0.72 | 0.90 |
| Standard Deviation(%) | NA | 11.47 | 12.16 | 11.88 | 11.55 | NA | NA | 13.40 | 13.54 | 9.50 | 10.35 | 15.82 | 9.87 | 20.36 | 6.76 | 8.99 | 5.14 | 9.11 | 9.51 | 6.71 | 9.20 | 9.09 | 14.93 | 14.66 | 23.37 | 25.94 | 11.83 | 10.14 |
| Draw Down(%) | NA | 10.60 | 15.72 | 19.68 | 25.06 | NA | NA | 41.96 | 10.60 | 4.82 | 9.06 | 19.58 | 5.62 | 25.06 | 2.67 | 12.35 | 3.22 | 6.08 | 11.07 | 6.39 | 8.14 | 6.95 | 11.48 | 9.65 | 19.87 | 39.94 | 6.95 | 10.19 |
| Yield(%) | NA | 2.77 | 2.09 | 2.24 | 2.21 | NA | NA | 0.00 | NA | 1.34 | 2.71 | 1.51 | 1.94 | 2.76 | 2.35 | 2.02 | 1.98 | 2.42 | 2.10 | 2.51 | 2.11 | 2.47 | 2.52 | 2.28 | 2.91 | 2.28 | 2.72 | 2.52 |
Data as of 06/04/2025, AR inception is 02/03/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Doug Ramsey All Asset No Authority (AANA) Lazy Portfolio |
-5.57%
Mar 2006 - Mar 2009 |
2.09%
Mar 2015 - Mar 2020 |
4.65%
Oct 2013 - Oct 2023 |
5.09%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Doug Ramsey All Asset No Authority (AANA) Lazy Portfolio |
24.82%
Feb 2009 - Feb 2012 |
17.22%
Feb 2009 - Feb 2014 |
10.33%
Feb 2009 - Feb 2019 |
9.27%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart