Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FOR ANNUAL REPORTS OF EMPLOYEE STOCK PURCHASE,SAVINGS AND SIMILAR PLANS PURSUANT TO SECTION 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 Tactical Asset Allocation Moderate | NA | 33.01% | 11.67% | 10.83% | 6.30% | 6.86% | 7.67% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FOR ANNUAL REPORTS OF EMPLOYEE STOCK PURCHASE,SAVINGS AND SIMILAR PLANS PURSUANT TO SECTION 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 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 (%) | -0.32 | 33.01 | 11.67 | 10.83 | 6.30 | 6.86 | 7.67 | … | … | 0.91 | 21.14 | 26.31 | -8.38 | 3.17 | 14.46 | 11.25 | -2.31 | 4.97 | -1.02 | -1.66 | 1.56 | 14.96 | 9.46 | 2.25 | 9.02 | 17.07 | 0.36 | 14.75 | 11.78 | 7.31 | 8.22 | 18.77 | 3.82 | 8.65 |
| Sharpe Ratio | NA | 2.58 | 1.00 | 0.93 | 0.64 | NA | NA | … | … | 0.19 | 2.33 | 3.44 | -0.77 | 0.34 | 1.72 | 2.29 | -0.53 | 0.71 | -0.22 | -0.38 | 0.28 | 2.22 | 1.64 | 0.28 | 0.83 | 2.29 | -0.11 | 1.27 | 0.98 | 0.86 | 0.93 | 3.20 | 0.53 | 1.27 |
| Standard Deviation(%) | NA | 6.20 | 8.99 | 8.93 | 7.44 | NA | NA | … | … | 4.53 | 6.26 | 6.41 | 12.73 | 9.29 | 8.29 | 4.30 | 6.86 | 6.13 | 5.54 | 4.49 | 5.61 | 6.73 | 5.75 | 7.89 | 10.73 | 7.41 | 4.89 | 9.29 | 8.72 | 6.00 | 7.83 | 5.65 | 5.13 | 5.01 |
| Draw Down(%) | NA | 4.26 | 14.96 | 17.43 | 17.43 | NA | NA | … | … | 0.22 | 4.26 | 2.94 | 16.25 | 5.42 | 8.49 | 2.89 | 7.72 | 6.20 | 5.55 | 5.68 | 5.09 | 6.04 | 4.85 | 5.77 | 9.35 | 3.44 | 5.95 | 6.98 | 10.49 | 4.54 | 6.66 | 3.35 | 4.84 | 4.09 |
| Yield(%) | NA | 20.05 | 12.73 | 9.67 | 6.57 | NA | NA | … | … | NA | 5.99 | 18.99 | 8.34 | 3.78 | 6.54 | 4.06 | 4.26 | 0.40 | 2.77 | 3.45 | 6.35 | 2.05 | 3.55 | 3.19 | 4.01 | 5.22 | 5.91 | 4.81 | 6.84 | 3.81 | 3.47 | 3.91 | 6.67 | 8.30 |
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 |
|---|---|---|---|---|
| FOR ANNUAL REPORTS OF EMPLOYEE STOCK PURCHASE,SAVINGS AND SIMILAR PLANS PURSUANT TO SECTION 15(d) OF |
-0.38%
Dec 2013 – Dec 2016 |
0.27%
Dec 2013 – Dec 2018 |
2.75%
Sep 2012 – Sep 2022 |
4.34%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FOR ANNUAL REPORTS OF EMPLOYEE STOCK PURCHASE,SAVINGS AND SIMILAR PLANS PURSUANT TO SECTION 15(d) OF |
13.66%
Nov 2021 – Nov 2024 |
12.87%
Oct 2002 – Oct 2007 |
10.40%
Apr 2001 – Apr 2011 |
8.32%
Jun 2001 – Jun 2016 |
Annualized Rolling Returns Comparison Chart