Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Morningstar-community Tactical Asset Allocation Moderate | NA | 24.06% | 1.39% | 6.91% | 3.54% | 4.73% | 6.06% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Morningstar-community 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 (%) | -1.29 | 24.06 | 1.39 | 6.91 | 3.54 | 4.73 | 6.06 | … | … | -0.29 | 6.99 | 8.33 | -17.13 | 18.49 | 16.67 | 3.82 | -6.76 | 8.95 | 3.70 | -6.83 | 0.24 | 13.09 | 7.08 | 3.86 | 8.47 | 15.59 | -7.75 | 14.15 | 18.09 | 10.08 | 11.19 | 23.78 | 0.17 | 7.20 |
| Sharpe Ratio | NA | 0.08 | -0.38 | 0.29 | 0.15 | NA | NA | … | … | -0.05 | 0.04 | 0.39 | -1.31 | 1.97 | 1.42 | 0.44 | -1.00 | 1.42 | 0.45 | -1.02 | 0.03 | 1.68 | 1.24 | 0.42 | 0.57 | 1.29 | -0.85 | 0.70 | 1.33 | 0.87 | 1.00 | 3.03 | -0.20 | 0.91 |
| Standard Deviation(%) | NA | 9.32 | 11.41 | 11.10 | 9.23 | NA | NA | … | … | 6.56 | 9.38 | 10.33 | 14.08 | 9.37 | 11.61 | 5.43 | 8.09 | 5.86 | 7.79 | 6.70 | 6.81 | 7.78 | 5.67 | 9.01 | 14.66 | 12.04 | 10.20 | 15.91 | 11.13 | 9.05 | 10.23 | 7.62 | 4.63 | 5.35 |
| Draw Down(%) | NA | 6.86 | 20.61 | 22.20 | 22.20 | NA | NA | … | … | 0.89 | 6.86 | 11.55 | 22.20 | 5.58 | 14.63 | 3.68 | 12.78 | 2.79 | 7.80 | 10.72 | 7.10 | 6.46 | 4.34 | 8.36 | 10.53 | 5.92 | 11.49 | 9.46 | 12.48 | 5.55 | 13.31 | 3.07 | 6.49 | 4.82 |
| Yield(%) | NA | 2.52 | 2.93 | 2.25 | 1.83 | NA | NA | … | … | NA | 0.62 | 2.29 | 3.23 | 2.53 | 1.31 | 1.19 | 1.20 | 0.28 | 2.51 | 1.52 | 1.67 | 1.57 | 1.60 | 1.59 | 1.81 | 2.07 | 1.72 | 1.70 | 2.13 | 2.23 | 0.84 | 0.78 | 1.44 | 2.12 |
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 |
|---|---|---|---|---|
| Morningstar-community Tactical Asset Allocation Moderate |
-1.35%
Jun 2014 – Jun 2017 |
-0.70%
Aug 2014 – Aug 2019 |
1.53%
Oct 2013 – Oct 2023 |
3.17%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Morningstar-community Tactical Asset Allocation Moderate |
18.30%
Oct 2004 – Oct 2007 |
16.29%
Oct 2002 – Oct 2007 |
10.65%
Apr 2003 – Apr 2013 |
8.17%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart