Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| COMARCO, INC.SAVINGS AND RETIREMENT PLAN Tactical Asset Allocation Moderate | NA | 26.32% | 1.17% | 3.75% | 3.17% | 5.22% | 7.54% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| COMARCO, INC.SAVINGS AND RETIREMENT PLAN 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 (%) | -1.19 | 26.32 | 1.17 | 3.75 | 3.17 | 5.22 | 7.54 | … | … | -0.07 | 2.85 | 12.06 | -17.61 | 13.00 | 3.04 | 11.92 | -4.25 | 11.89 | 4.04 | -8.44 | 3.37 | 11.61 | 10.66 | -0.45 | 16.62 | 24.50 | -4.79 | 21.90 | 18.57 | 15.42 | 18.49 | 30.35 | 9.61 | 7.11 |
| Sharpe Ratio | NA | -0.32 | -0.41 | -0.05 | 0.07 | NA | NA | … | … | -0.02 | -0.37 | 0.69 | -1.21 | 1.24 | 0.26 | 2.07 | -0.75 | 1.96 | 0.63 | -1.17 | 0.53 | 1.83 | 2.02 | -0.04 | 1.16 | 2.22 | -0.90 | 1.52 | 1.68 | 2.04 | 2.16 | 6.01 | 1.66 | 0.86 |
| Standard Deviation(%) | NA | 9.94 | 12.57 | 11.82 | 9.50 | NA | NA | … | … | 6.81 | 10.03 | 11.27 | 15.75 | 10.51 | 10.62 | 5.07 | 7.44 | 5.75 | 6.07 | 7.26 | 6.38 | 6.31 | 5.25 | 10.85 | 14.22 | 11.00 | 6.33 | 12.41 | 9.10 | 6.48 | 8.12 | 4.94 | 5.11 | 5.61 |
| Draw Down(%) | NA | 10.13 | 21.93 | 23.37 | 23.37 | NA | NA | … | … | 0.61 | 10.13 | 11.81 | 23.37 | 4.63 | 19.44 | 2.94 | 11.13 | 4.54 | 5.37 | 14.21 | 7.08 | 6.57 | 4.50 | 10.93 | 9.83 | 4.67 | 8.68 | 10.08 | 11.71 | 4.70 | 9.20 | 2.07 | 4.34 | 4.69 |
| Yield(%) | NA | 4.89 | 5.15 | 4.58 | 3.77 | NA | NA | … | … | NA | 0.77 | 4.71 | 4.28 | 5.53 | 2.65 | 5.21 | 3.11 | 0.24 | 1.98 | 3.90 | 5.69 | 4.81 | 2.95 | 2.41 | 2.71 | 4.32 | 3.30 | 10.75 | 8.42 | 5.94 | 4.48 | 6.79 | 4.90 | 8.49 |
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 |
|---|---|---|---|---|
| COMARCO, INC.SAVINGS AND RETIREMENT PLAN Tactical Asset Allocation Moderate |
-2.49%
Sep 2019 – Sep 2022 |
-1.02%
Sep 2017 – Sep 2022 |
1.27%
Oct 2013 – Oct 2023 |
4.16%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| COMARCO, INC.SAVINGS AND RETIREMENT PLAN Tactical Asset Allocation Moderate |
23.50%
Mar 2003 – Mar 2006 |
21.92%
Oct 2002 – Oct 2007 |
15.95%
Apr 2001 – Apr 2011 |
11.52%
Jul 2002 – Jul 2017 |
Annualized Rolling Returns Comparison Chart