Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EdMcManus Tactical Asset Allocation Moderate | NA | 22.16% | 3.91% | 5.14% | 4.28% | 5.92% | 6.40% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EdMcManus 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 (%) | -1.12 | 22.16 | 3.91 | 5.14 | 4.28 | 5.92 | 6.40 | … | … | -0.21 | 10.90 | 9.14 | -10.25 | 15.23 | 0.31 | 8.51 | -3.97 | 11.91 | 5.30 | -3.00 | 6.14 | 11.83 | 9.82 | 3.90 | 10.17 | 12.53 | 5.32 | 6.67 | 16.63 | 1.84 | 5.29 | 10.80 | 1.38 | 1.76 |
| Sharpe Ratio | NA | 0.59 | -0.10 | 0.21 | 0.29 | NA | NA | … | … | -0.04 | 0.61 | 0.58 | -0.93 | 1.91 | 0.01 | 1.87 | -0.69 | 2.83 | 1.00 | -0.50 | 1.05 | 1.62 | 1.80 | 0.42 | 0.77 | 1.32 | 1.29 | 0.39 | 1.97 | -0.05 | 0.68 | 1.85 | 0.16 | -0.27 |
| Standard Deviation(%) | NA | 7.03 | 9.57 | 9.96 | 8.05 | NA | NA | … | … | 7.10 | 7.06 | 8.39 | 12.45 | 7.98 | 12.53 | 3.79 | 7.66 | 3.99 | 5.10 | 6.08 | 5.85 | 7.30 | 5.42 | 9.30 | 13.13 | 9.41 | 3.40 | 9.42 | 6.77 | 6.39 | 6.36 | 5.45 | 1.67 | 2.05 |
| Draw Down(%) | NA | 4.42 | 14.21 | 21.37 | 21.37 | NA | NA | … | … | 0.74 | 4.42 | 7.22 | 15.25 | 3.61 | 21.37 | 1.70 | 10.04 | 1.44 | 3.07 | 7.26 | 3.82 | 7.20 | 3.76 | 7.89 | 9.16 | 4.88 | 2.39 | 5.81 | 4.65 | 4.93 | 5.13 | 5.00 | 1.31 | 2.09 |
| Yield(%) | NA | 4.00 | 2.92 | 3.10 | 2.88 | NA | NA | … | … | NA | 1.30 | 3.79 | 2.10 | 2.28 | 2.99 | 3.35 | 2.25 | 1.01 | 3.64 | 2.78 | 3.75 | 2.25 | 4.07 | 2.92 | 3.76 | 3.18 | 2.57 | 2.64 | 3.58 | 3.40 | 2.03 | 1.30 | 0.57 | 1.50 |
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 |
|---|---|---|---|---|
| EdMcManus Tactical Asset Allocation Moderate |
-1.77%
Oct 2017 – Oct 2020 |
0.95%
Mar 2015 – Mar 2020 |
2.90%
Oct 2013 – Oct 2023 |
5.00%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EdMcManus Tactical Asset Allocation Moderate |
11.33%
May 2008 – May 2011 |
11.05%
May 2006 – May 2011 |
8.95%
Aug 2004 – Aug 2014 |
7.83%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart