Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Index Funds Advisors (IFA) DFA Funds Tactical Asset Allocation Moderate | NA | 15.16% | 3.43% | 6.73% | 3.88% | 4.37% | 7.08% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Index Funds Advisors (IFA) DFA Funds 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 (%) | -0.89 | 15.16 | 3.43 | 6.73 | 3.88 | 4.37 | 7.08 | … | … | 0.13 | 3.86 | 13.64 | -10.28 | 16.97 | 9.15 | 2.29 | -6.81 | 10.46 | 7.06 | -4.69 | -0.89 | 15.19 | 1.09 | 0.42 | 6.70 | 25.76 | 0.31 | 16.62 | 20.85 | 13.95 | 12.51 | 18.72 | 4.23 | 6.87 |
| Sharpe Ratio | NA | -0.19 | -0.23 | 0.46 | 0.30 | NA | NA | … | … | 0.01 | -0.34 | 1.30 | -1.27 | 1.74 | 1.27 | 0.20 | -1.11 | 1.94 | 1.09 | -0.78 | -0.15 | 2.03 | 0.19 | 0.05 | 0.62 | 2.54 | -0.12 | 1.15 | 2.01 | 1.97 | 1.53 | 4.09 | 0.66 | 1.29 |
| Standard Deviation(%) | NA | 8.03 | 8.22 | 8.35 | 7.23 | NA | NA | … | … | 7.43 | 8.11 | 7.23 | 9.19 | 9.77 | 7.01 | 4.43 | 7.33 | 5.07 | 6.31 | 6.05 | 6.04 | 7.47 | 5.57 | 7.88 | 10.65 | 10.12 | 5.02 | 11.80 | 8.76 | 5.99 | 7.55 | 4.41 | 4.74 | 3.54 |
| Draw Down(%) | NA | 5.47 | 12.84 | 13.84 | 14.43 | NA | NA | … | … | 0.59 | 5.47 | 6.12 | 13.84 | 5.34 | 6.51 | 4.37 | 12.89 | 2.08 | 3.42 | 7.64 | 7.32 | 6.64 | 6.43 | 7.06 | 8.90 | 5.06 | 5.61 | 9.83 | 12.75 | 5.45 | 9.44 | 3.06 | 7.51 | 3.64 |
| Yield(%) | NA | 4.27 | 3.98 | 3.54 | 2.68 | NA | NA | … | … | NA | 0.70 | 4.40 | 1.90 | 5.56 | 1.19 | 4.47 | 1.77 | 0.23 | 2.61 | 1.82 | 3.14 | 2.84 | 4.81 | 3.25 | 3.07 | 3.25 | 2.47 | 6.11 | 6.03 | 3.96 | 2.79 | 1.47 | 2.08 | 5.50 |
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 |
|---|---|---|---|---|
| Index Funds Advisors (IFA) DFA Funds Tactical Asset Allocation Moderate |
-2.16%
Oct 2017 – Oct 2020 |
-0.19%
Aug 2014 – Aug 2019 |
2.02%
Oct 2010 – Oct 2020 |
3.98%
Dec 2009 – Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Index Funds Advisors (IFA) DFA Funds Tactical Asset Allocation Moderate |
21.68%
Oct 2004 – Oct 2007 |
17.91%
Oct 2002 – Oct 2007 |
12.72%
Apr 2001 – Apr 2011 |
9.55%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart