Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Retirement Income High Yield Tactical Asset Allocation Moderate | NA | 33.86% | 20.23% | 16.78% | 9.58% | 11.61% | 9.81% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Retirement Income High Yield 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 (%) | -1.45 | 33.86 | 20.23 | 16.78 | 9.58 | 11.61 | 9.81 | … | … | 2.03 | 18.84 | 3.69 | 44.15 | 20.25 | 3.98 | 15.82 | -20.03 | 6.26 | 14.54 | 3.37 | 5.52 | 8.94 | 10.58 | 4.80 | 36.62 | 43.32 | -19.75 | -4.82 | 19.56 | 0.11 | 10.20 | 20.85 | 10.96 | 14.33 |
| Sharpe Ratio | NA | 0.93 | 0.51 | 0.55 | 0.40 | NA | NA | … | … | 0.16 | 1.01 | -0.05 | 0.74 | 1.50 | 0.32 | 1.37 | -1.88 | 0.65 | 1.43 | 0.43 | 0.54 | 0.93 | 1.06 | 0.30 | 1.67 | 1.98 | -1.78 | -0.70 | 1.69 | -0.20 | 0.84 | 2.50 | 0.88 | 0.97 |
| Standard Deviation(%) | NA | 12.09 | 34.58 | 27.94 | 20.91 | NA | NA | … | … | 12.12 | 12.16 | 10.59 | 57.79 | 13.47 | 11.66 | 10.54 | 11.35 | 8.68 | 10.05 | 7.79 | 10.20 | 9.53 | 9.91 | 15.78 | 21.86 | 21.80 | 11.61 | 11.20 | 9.61 | 10.53 | 11.02 | 8.05 | 11.13 | 12.39 |
| Draw Down(%) | NA | 8.55 | 21.46 | 21.46 | 27.76 | NA | NA | … | … | 0.65 | 8.55 | 13.74 | 21.46 | 9.70 | 13.49 | 6.29 | 24.71 | 8.38 | 10.66 | 8.84 | 10.85 | 8.74 | 8.02 | 17.48 | 13.25 | 10.15 | 20.95 | 13.82 | 6.31 | 10.26 | 14.49 | 6.61 | 10.46 | 7.28 |
| Yield(%) | NA | 10.47 | 9.13 | 6.74 | 5.97 | NA | NA | … | … | NA | 4.25 | 9.09 | 6.65 | 7.70 | 3.27 | 0.01 | 0.19 | 2.69 | 8.66 | 7.51 | 11.12 | 5.39 | 7.67 | 6.60 | 10.88 | 11.37 | 4.49 | 6.99 | 6.17 | 7.86 | 7.54 | 9.26 | 11.56 | 7.83 |
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 |
|---|---|---|---|---|
| Retirement Income High Yield Tactical Asset Allocation Moderate |
-6.65%
Apr 2017 – Apr 2020 |
-0.59%
Mar 2015 – Mar 2020 |
3.31%
Sep 2012 – Sep 2022 |
5.99%
Jun 2007 – Jun 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Retirement Income High Yield Tactical Asset Allocation Moderate |
29.64%
Feb 2009 – Feb 2012 |
21.44%
Jun 2009 – Jun 2014 |
12.40%
Apr 2001 – Apr 2011 |
12.79%
Mar 2009 – Mar 2024 |
Annualized Rolling Returns Comparison Chart