Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| core satellite harry browne port demo | NA | 31.17% | 13.00% | 10.36% | 7.23% | 7.21% | 7.44% | … | … |
Data as of 06/04/2025, Common starting date is 01/31/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| core satellite harry browne port demo | 01/31/2001 | 06/04/2025 |
| 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 | 31.17 | 13.00 | 10.36 | 7.23 | 7.21 | 7.44 | … | … | 3.07 | 33.01 | 10.92 | -14.06 | 10.93 | 11.76 | 12.50 | -3.61 | 11.26 | 6.35 | -4.26 | 5.94 | 3.86 | 9.88 | 7.11 | 12.70 | 0.24 | 1.90 | 14.45 | 12.41 | 9.04 | 8.23 | 14.99 | 1.81 | 0.03 |
| Sharpe Ratio | NA | 1.27 | 0.69 | 0.70 | 0.62 | NA | NA | … | … | 0.16 | 1.39 | 1.04 | -1.91 | 1.59 | 1.11 | 2.37 | -0.82 | 2.59 | 1.11 | -0.78 | 1.25 | 0.61 | 2.07 | 0.91 | 1.38 | 0.01 | 0.11 | 1.07 | 0.99 | 1.14 | 1.28 | 2.65 | 0.22 | -0.77 |
| Standard Deviation(%) | NA | 21.91 | 13.95 | 11.85 | 9.44 | NA | NA | … | … | 11.13 | 21.18 | 6.98 | 8.11 | 6.87 | 10.39 | 4.65 | 6.07 | 4.09 | 5.50 | 5.49 | 4.75 | 6.28 | 4.74 | 7.80 | 9.16 | 11.40 | 8.29 | 10.52 | 9.10 | 5.96 | 5.66 | 5.39 | 3.05 | 2.71 |
| Draw Down(%) | NA | 10.06 | 10.06 | 16.02 | 16.02 | NA | NA | … | … | 8.93 | 4.68 | 6.64 | 16.02 | 4.04 | 14.36 | 2.51 | 9.03 | 1.91 | 5.22 | 8.08 | 4.01 | 7.11 | 2.52 | 5.91 | 5.17 | 12.38 | 9.84 | 6.52 | 10.65 | 4.11 | 4.78 | 3.04 | 2.83 | 2.22 |
| Yield(%) | NA | NA | NA | NA | NA | NA | NA | … | … | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
Data as of 06/04/2025, Common starting date is 01/31/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| core satellite harry browne port demo |
1.12%
Apr 2021 – Apr 2024 |
2.69%
Feb 2014 – Feb 2019 |
3.51%
Oct 2013 – Oct 2023 |
4.33%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| core satellite harry browne port demo |
14.18%
Oct 2004 – Oct 2007 |
12.33%
Oct 2002 – Oct 2007 |
9.22%
Apr 2003 – Apr 2013 |
7.70%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart