Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BEllis Tactical Asset Allocation Moderate | NA | -0.42% | 10.15% | 5.26% | -3.39% | -0.06% | 2.94% | … | … |
Data as of 08/31/2022, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BEllis Tactical Asset Allocation Moderate | 12/31/2000 | 11/21/2022 |
| 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 (%) | -2.45 | -0.42 | 10.15 | 5.26 | -3.39 | -0.06 | 2.94 | … | … | -7.94 | 16.86 | 15.08 | 6.01 | -7.98 | 7.89 | -23.82 | -42.78 | 2.71 | 9.98 | 11.90 | -1.86 | 10.02 | 18.36 | -6.22 | 20.45 | 21.18 | 8.93 | 7.26 | 15.20 | 1.11 | 2.31 |
| Sharpe Ratio | NA | -0.53 | 0.70 | 0.30 | -0.01 | NA | NA | … | … | -0.66 | 1.83 | 1.30 | 0.89 | -1.18 | 1.33 | -0.02 | -0.57 | 0.39 | 1.30 | 1.91 | -0.21 | 0.71 | 1.46 | -0.70 | 1.19 | 1.71 | 0.76 | 0.90 | 2.14 | 0.01 | 0.01 |
| Standard Deviation(%) | NA | 13.50 | 11.30 | 9.72 | 380.35 | NA | NA | … | … | 13.62 | 9.20 | 11.41 | 5.18 | 7.87 | 5.48 | 1,199.48 | 74.94 | 6.84 | 7.66 | 6.19 | 8.93 | 13.98 | 12.53 | 10.17 | 14.62 | 10.46 | 8.86 | 7.04 | 6.79 | 0.01 | 0.05 |
| Draw Down(%) | NA | 17.33 | 17.33 | 19.37 | 99.67 | NA | NA | … | … | 17.33 | 4.90 | 14.86 | 3.31 | 14.06 | 2.64 | 99.41 | 45.58 | 6.87 | 7.82 | 4.58 | 9.20 | 9.95 | 5.85 | 12.23 | 9.90 | 8.69 | 5.78 | 6.26 | 2.74 | 0.00 | 0.00 |
| Yield(%) | NA | 3.41 | 2.45 | 2.06 | 2.05 | NA | NA | … | … | 2.76 | 2.53 | 1.48 | 2.05 | 1.44 | 0.91 | 1.68 | 1.77 | 3.22 | 1.54 | 3.35 | 1.10 | 2.20 | 1.98 | 1.88 | 1.99 | 3.28 | 3.10 | 1.56 | 0.81 | 1.11 | 2.31 |
Data as of 08/31/2022, 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 |
|---|---|---|---|---|
| BEllis Tactical Asset Allocation Moderate |
-84.31%
Jan 2013 – Jan 2016 |
-66.54%
Jan 2011 – Jan 2016 |
-39.01%
Jan 2006 – Jan 2016 |
-1.22%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BEllis Tactical Asset Allocation Moderate |
402.46%
Jan 2016 – Jan 2019 |
174.62%
Jan 2016 – Jan 2021 |
10.75%
Apr 2003 – Apr 2013 |
4.70%
Jul 2001 – Jul 2016 |
Annualized Rolling Returns Comparison Chart