Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Israelsen 7Twelve Tactical Asset Allocation Moderate | NA | 13.87% | 1.15% | 6.88% | 3.87% | 5.24% | 6.86% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Israelsen 7Twelve 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 (%) | -0.87 | 13.87 | 1.15 | 6.88 | 3.87 | 5.24 | 6.86 | … | … | -0.03 | 3.53 | 3.71 | -8.92 | 17.76 | 15.70 | 6.41 | -9.05 | 7.15 | 4.04 | -2.95 | 2.90 | 10.10 | 11.61 | 1.76 | 11.19 | 16.38 | -4.51 | 18.51 | 17.89 | 10.94 | 9.78 | 17.45 | 0.27 | 2.31 |
| Sharpe Ratio | NA | -0.31 | -0.41 | 0.33 | 0.19 | NA | NA | … | … | -0.02 | -0.41 | -0.06 | -0.77 | 1.97 | 1.38 | 1.02 | -1.25 | 1.19 | 0.53 | -0.44 | 0.41 | 1.26 | 1.84 | 0.20 | 0.77 | 1.38 | -0.52 | 1.10 | 1.28 | 1.06 | 1.16 | 2.52 | -0.18 | 0.01 |
| Standard Deviation(%) | NA | 7.47 | 10.16 | 10.18 | 8.60 | NA | NA | … | … | 3.62 | 7.47 | 8.78 | 13.38 | 9.01 | 11.24 | 4.90 | 8.27 | 5.49 | 7.23 | 6.76 | 6.98 | 8.01 | 6.30 | 8.46 | 14.45 | 11.83 | 10.52 | 14.09 | 11.42 | 8.25 | 7.61 | 6.65 | 4.54 | 0.05 |
| Draw Down(%) | NA | 5.78 | 16.67 | 16.67 | 19.05 | NA | NA | … | … | 0.48 | 5.78 | 7.55 | 16.67 | 4.40 | 13.49 | 2.87 | 15.55 | 2.72 | 6.66 | 7.64 | 6.82 | 8.05 | 4.61 | 7.81 | 10.07 | 5.37 | 16.68 | 9.20 | 12.85 | 5.22 | 7.13 | 2.75 | 5.78 | 0.00 |
| Yield(%) | NA | 3.67 | 3.29 | 2.84 | 2.41 | NA | NA | … | … | NA | 0.72 | 3.43 | 3.36 | 2.95 | 2.22 | 2.37 | 1.42 | 0.50 | 2.08 | 2.85 | 2.91 | 1.39 | 3.95 | 2.34 | 3.32 | 3.77 | 2.49 | 2.81 | 2.57 | 2.68 | 1.91 | 1.12 | 0.92 | 2.31 |
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 |
|---|---|---|---|---|
| Israelsen 7Twelve Tactical Asset Allocation Moderate |
-1.76%
Jul 2016 – Jul 2019 |
-0.43%
Mar 2015 – Mar 2020 |
2.92%
Oct 2013 – Oct 2023 |
4.40%
May 2008 – May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Israelsen 7Twelve Tactical Asset Allocation Moderate |
19.09%
Apr 2005 – Apr 2008 |
15.81%
Apr 2003 – Apr 2008 |
11.45%
Apr 2003 – Apr 2013 |
8.87%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart