Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| THE ALION SCIENCE AND TECHNOLOGY CORPORATION Tactical Asset Allocation Moderate | NA | 25.60% | 4.36% | 9.39% | 8.07% | 9.18% | 9.98% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| THE ALION SCIENCE AND TECHNOLOGY CORPORATION Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 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 (%) | -1.39 | 25.60 | 4.36 | 9.39 | 8.07 | 9.18 | 9.98 | … | … | 0.58 | 9.63 | 13.97 | -13.94 | 14.17 | 20.72 | 20.82 | -2.51 | 13.89 | 4.51 | -1.02 | 6.32 | 13.60 | 13.34 | 4.64 | 15.13 | 24.28 | 1.66 | 8.61 | 22.15 | 6.63 | 15.78 | 17.59 | 3.90 | 8.65 |
| Sharpe Ratio | NA | 0.41 | -0.05 | 0.46 | 0.55 | NA | NA | … | … | 0.06 | 0.30 | 1.18 | -1.17 | 1.57 | 1.09 | 3.03 | -0.40 | 3.03 | 0.55 | -0.12 | 0.81 | 1.78 | 1.71 | 0.31 | 1.24 | 2.13 | 0.13 | 0.53 | 2.24 | 0.63 | 1.88 | 2.74 | 0.50 | 1.17 |
| Standard Deviation(%) | NA | 10.09 | 10.70 | 12.49 | 10.33 | NA | NA | … | … | 8.03 | 10.15 | 8.21 | 13.14 | 9.03 | 18.79 | 6.42 | 9.45 | 4.38 | 7.85 | 8.81 | 7.76 | 7.62 | 7.77 | 14.65 | 12.13 | 11.33 | 5.77 | 10.52 | 8.44 | 7.05 | 7.90 | 6.17 | 5.60 | 5.43 |
| Draw Down(%) | NA | 6.72 | 18.39 | 20.36 | 20.36 | NA | NA | … | … | 0.68 | 6.72 | 6.08 | 20.27 | 4.70 | 20.23 | 3.35 | 11.88 | 1.64 | 6.31 | 9.95 | 5.99 | 7.93 | 5.50 | 12.90 | 8.35 | 4.71 | 5.01 | 7.10 | 6.73 | 4.64 | 10.38 | 3.43 | 4.01 | 4.10 |
| Yield(%) | NA | 5.09 | 5.04 | 5.25 | 4.86 | NA | NA | … | … | NA | 1.16 | 5.41 | 3.83 | 5.86 | 6.71 | 5.47 | 5.07 | 4.73 | 2.72 | 4.20 | 5.50 | 4.00 | 3.58 | 3.92 | 4.49 | 4.76 | 8.90 | 7.01 | 8.36 | 5.00 | 6.84 | 3.56 | 2.69 | 8.82 |
Data as of 10/31/2024, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| THE ALION SCIENCE AND TECHNOLOGY CORPORATION Tactical Asset Allocation Moderate |
2.45%
Dec 2021 – Dec 2024 |
3.88%
Mar 2015 – Mar 2020 |
6.35%
Oct 2013 – Oct 2023 |
8.01%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| THE ALION SCIENCE AND TECHNOLOGY CORPORATION Tactical Asset Allocation Moderate |
18.53%
Dec 2018 – Dec 2021 |
15.06%
Apr 2005 – Apr 2010 |
13.39%
Apr 2003 – Apr 2013 |
11.23%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart