Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| THGWX (TOEWS TACTICAL GROWTH ALLOCATION FUND TOEWS TACTICAL GROWTH ALLOCATION FUND) | NA | 17.26% | 5.43% | 4.80% | 3.50% | NA | NA | 3.84% |
Data as of 10/22/2020, AR inception is 08/10/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| THGWX (TOEWS TACTICAL GROWTH ALLOCATION FUND TOEWS TACTICAL GROWTH ALLOCATION FUND) | 08/10/2010 | 10/22/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 17.26 | 5.43 | 4.80 | 3.50 | NA | NA | 3.84 | -0.37 | 11.30 | -7.53 | 13.97 | -1.68 | -6.87 | -0.60 | 21.09 | 12.11 | -15.85 | 6.97 |
| Sharpe Ratio | NA | 0.25 | 0.03 | 0.17 | 0.19 | NA | NA | 0.22 | -0.04 | 1.40 | -1.57 | 2.18 | -0.25 | -0.81 | -0.08 | 2.21 | 1.13 | -1.24 | 1.49 |
| Standard Deviation(%) | NA | 16.61 | 10.91 | 9.61 | 9.87 | NA | NA | 9.93 | 18.27 | 7.09 | 5.64 | 6.13 | 7.39 | 8.56 | 7.48 | 9.51 | 10.79 | 12.77 | 12.40 |
| Draw Down(%) | NA | 15.97 | 15.97 | 15.97 | 21.93 | NA | NA | 21.93 | 15.97 | 5.60 | 12.21 | 2.24 | 5.42 | 11.44 | 6.83 | 5.21 | 7.67 | 21.93 | 4.66 |
| Yield(%) | 0.00 | 14.57 | 5.26 | 3.65 | 2.95 | 2.03 | 1.52 | 3.05 | 12.34 | 1.86 | 1.09 | 0.34 | 0.00 | 1.40 | 1.19 | 1.02 | 0.05 | 8.57 | 0.75 |
Data as of 10/22/2020, AR inception is 08/10/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| THGWX (TOEWS TACTICAL GROWTH ALLOCATION FUND TOEWS TACTICAL GROWTH ALLOCATION FUND) |
-3.09%
Dec 2013 - Dec 2016 |
-0.83%
Dec 2013 - Dec 2018 |
3.79%
Sep 2010 - Sep 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| THGWX (TOEWS TACTICAL GROWTH ALLOCATION FUND TOEWS TACTICAL GROWTH ALLOCATION FUND) |
10.50%
Dec 2011 - Dec 2014 |
5.87%
Aug 2015 - Aug 2020 |
3.79%
Sep 2010 - Sep 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart