Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LAALX (Leuthold Asset Allocation Retail) | NA | 6.24% | 4.35% | 11.10% | NA | NA | NA | … | … |
Data as of 01/30/2014, Common starting date is 05/30/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LAALX (Leuthold Asset Allocation Retail) | 05/30/2006 | 01/30/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 6.24 | 4.35 | 11.10 | NA | NA | NA | … | … | 0.00 | 9.73 | 8.04 | -3.62 | 8.19 | 30.26 | -30.93 | 13.12 | 5.93 |
| Sharpe Ratio | NA | 0.77 | 0.45 | 0.84 | NA | NA | NA | … | … | 0.00 | 1.18 | 0.89 | -0.29 | 0.54 | 1.49 | -1.10 | 1.02 | 0.81 |
| Standard Deviation(%) | NA | 8.02 | 9.95 | 13.18 | NA | NA | NA | … | … | NA | 8.21 | 9.10 | 12.41 | 14.99 | 20.26 | 28.84 | 9.82 | 8.33 |
| Draw Down(%) | NA | 7.73 | 14.93 | 14.93 | NA | NA | NA | … | … | 0.00 | 7.73 | 9.44 | 14.93 | 12.63 | 18.57 | 43.40 | 6.64 | 5.99 |
| Yield(%) | 0.00 | 2.81 | 2.76 | 2.94 | 1.89 | 1.26 | 0.95 | … | … | 0.00 | 2.86 | 3.63 | 2.00 | 0.68 | 1.55 | 1.98 | 5.02 | 0.68 |
Data as of 01/30/2014, Common starting date is 05/30/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LAALX (Leuthold Asset Allocation Retail) |
-4.16%
Jun 2006 – Jun 2009 |
-0.08%
May 2007 – May 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LAALX (Leuthold Asset Allocation Retail) |
18.17%
Feb 2009 – Feb 2012 |
10.94%
Nov 2008 – Nov 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart