Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Dimensional Fund Advisors (DFA) Tactical Asset Allocation Moderate | NA | 8.22% | 10.66% | 6.19% | 5.88% | 6.80% | 8.93% | … | … |
Data as of 02/28/2022, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Dimensional Fund Advisors (DFA) Tactical Asset Allocation Moderate | 12/31/2000 | 05/06/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.78 | 8.22 | 10.66 | 6.19 | 5.88 | 6.80 | 8.93 | … | … | -7.10 | 23.46 | 6.23 | 12.39 | -8.65 | 10.40 | 8.66 | -3.54 | 4.43 | 8.05 | 9.76 | 3.01 | 9.82 | 18.16 | -2.46 | 16.50 | 18.48 | 12.73 | 16.10 | 21.81 | 6.38 | 7.83 |
| Sharpe Ratio | NA | 0.17 | 0.95 | 0.61 | 0.70 | NA | NA | … | … | -0.62 | 2.25 | 0.64 | 2.06 | -1.38 | 1.77 | 1.37 | -0.50 | 0.84 | 0.96 | 1.79 | 0.24 | 0.70 | 1.61 | -0.53 | 1.19 | 1.78 | 1.58 | 1.83 | 3.96 | 0.95 | 1.29 |
| Standard Deviation(%) | NA | 10.57 | 9.42 | 8.27 | 7.48 | NA | NA | … | … | 11.61 | 10.41 | 9.36 | 5.32 | 7.22 | 5.53 | 6.19 | 7.20 | 5.25 | 8.38 | 5.44 | 12.57 | 13.82 | 11.22 | 6.34 | 11.35 | 8.56 | 6.68 | 8.29 | 5.33 | 5.56 | 4.28 |
| Draw Down(%) | NA | 7.33 | 15.36 | 15.36 | 15.36 | NA | NA | … | … | 7.33 | 4.87 | 15.36 | 2.51 | 14.20 | 2.75 | 4.71 | 10.14 | 5.27 | 9.24 | 4.01 | 11.98 | 10.61 | 6.42 | 9.57 | 9.32 | 11.93 | 5.33 | 11.33 | 2.75 | 7.00 | 2.52 |
| Yield(%) | NA | 5.83 | 4.70 | 3.46 | 3.25 | NA | NA | … | … | 0.31 | 6.57 | 2.51 | 5.74 | 2.74 | 0.23 | 2.32 | 2.03 | 3.66 | 2.79 | 4.82 | 3.25 | 1.59 | 2.41 | 3.04 | 5.64 | 5.87 | 4.18 | 4.93 | 3.78 | 4.53 | 5.34 |
Data as of 02/28/2022, 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 |
|---|---|---|---|---|
| Dimensional Fund Advisors (DFA) Tactical Asset Allocation Moderate |
-1.01%
Oct 2017 – Oct 2020 |
1.01%
Mar 2015 – Mar 2020 |
3.69%
Oct 2010 – Oct 2020 |
6.48%
Apr 2007 – Apr 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Dimensional Fund Advisors (DFA) Tactical Asset Allocation Moderate |
20.32%
Oct 2004 – Oct 2007 |
18.34%
Oct 2002 – Oct 2007 |
12.93%
Apr 2001 – Apr 2011 |
10.16%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart