Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DEMerrill Tactical Asset Allocation Moderate | NA | 19.89% | 3.09% | 8.70% | 6.91% | 8.19% | 8.85% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DEMerrill 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 (%) | -1.04 | 19.89 | 3.09 | 8.70 | 6.91 | 8.19 | 8.85 | … | … | 0.19 | 3.51 | 14.42 | -13.56 | 24.66 | 12.19 | 18.63 | -8.05 | 8.14 | 13.49 | -3.93 | 6.27 | 14.21 | 13.12 | 3.71 | 13.74 | 18.99 | 2.07 | 8.67 | 20.49 | 4.72 | 13.65 | 12.89 | -4.57 | -8.03 |
| Sharpe Ratio | NA | -0.19 | -0.22 | 0.36 | 0.40 | NA | NA | … | … | 0.02 | -0.32 | 1.12 | -1.06 | 2.28 | 0.55 | 2.67 | -1.06 | 1.44 | 1.48 | -0.45 | 0.85 | 1.95 | 1.69 | 0.25 | 1.11 | 1.59 | 0.17 | 0.54 | 2.11 | 0.36 | 1.61 | 1.96 | -1.10 | -1.38 |
| Standard Deviation(%) | NA | 9.35 | 11.09 | 13.87 | 11.25 | NA | NA | … | … | 6.02 | 9.49 | 9.04 | 14.13 | 10.82 | 21.69 | 6.45 | 8.80 | 5.21 | 9.01 | 8.74 | 7.40 | 7.26 | 7.75 | 14.91 | 12.36 | 11.87 | 6.91 | 10.42 | 8.15 | 7.17 | 7.92 | 6.23 | 5.15 | 7.49 |
| Draw Down(%) | NA | 5.72 | 18.72 | 25.50 | 25.50 | NA | NA | … | … | 0.38 | 5.72 | 7.80 | 20.42 | 4.86 | 25.50 | 3.04 | 13.83 | 3.17 | 5.77 | 11.03 | 6.72 | 6.88 | 5.58 | 11.70 | 8.74 | 5.45 | 5.38 | 6.95 | 6.30 | 4.73 | 10.13 | 5.08 | 5.98 | 13.08 |
| Yield(%) | NA | 2.73 | 3.26 | 2.95 | 2.82 | NA | NA | … | … | NA | 1.72 | 2.64 | 2.70 | 3.99 | 2.27 | 2.92 | 2.37 | 2.27 | 3.47 | 2.43 | 2.35 | 2.18 | 3.20 | 3.82 | 3.37 | 4.77 | 5.31 | 3.60 | 4.34 | 3.88 | 3.77 | 3.27 | 0.27 | 1.54 |
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 |
|---|---|---|---|---|
| DEMerrill Tactical Asset Allocation Moderate |
-0.83%
Mar 2017 – Mar 2020 |
0.88%
Mar 2015 – Mar 2020 |
5.26%
Mar 2010 – Mar 2020 |
7.15%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DEMerrill Tactical Asset Allocation Moderate |
18.38%
Dec 2018 – Dec 2021 |
13.92%
Jun 2009 – Jun 2014 |
12.02%
Apr 2003 – Apr 2013 |
10.08%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart