Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Israelsen 7Twelve Strategic Asset Allocation – Optimal Moderate | NA | 6.99% | 2.49% | 7.54% | 4.44% | 5.36% | 5.23% | … | … |
Data as of 03/31/2025, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Israelsen 7Twelve Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 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 (%) | -1.07 | 6.99 | 2.49 | 7.54 | 4.44 | 5.36 | 5.23 | … | … | 6.39 | 7.42 | 9.84 | -14.43 | 8.26 | 12.95 | 18.19 | -8.59 | 10.33 | 7.75 | -1.71 | 4.27 | 7.38 | 12.31 | -0.67 | 12.86 | 22.97 | -25.08 | 10.32 | 12.48 | 6.28 | 8.15 | 19.59 | -12.44 | 9.46 |
| Sharpe Ratio | NA | 0.73 | 0.20 | 0.37 | 0.34 | NA | NA | … | … | 0.40 | 0.47 | 0.65 | -1.14 | 0.97 | 0.69 | 2.75 | -1.13 | 2.19 | 0.90 | -0.21 | 0.67 | 0.88 | 1.49 | -0.05 | 1.07 | 1.17 | -1.04 | 0.69 | 1.17 | 0.69 | 1.03 | 1.96 | -0.91 | 1.32 |
| Standard Deviation(%) | NA | 10.31 | 10.84 | 10.51 | 10.42 | NA | NA | … | … | 12.90 | 8.01 | 9.44 | 13.95 | 8.51 | 18.48 | 6.07 | 8.82 | 4.42 | 8.39 | 8.44 | 6.35 | 8.30 | 8.25 | 14.87 | 11.94 | 19.48 | 25.11 | 10.42 | 7.77 | 5.86 | 6.93 | 9.61 | 14.96 | 5.34 |
| Draw Down(%) | NA | 8.64 | 12.99 | 20.49 | 21.63 | NA | NA | … | … | 8.64 | 4.08 | 10.31 | 19.94 | 3.95 | 21.63 | 2.76 | 14.49 | 1.86 | 5.39 | 9.02 | 4.86 | 8.57 | 6.22 | 13.35 | 8.20 | 18.72 | 38.27 | 6.20 | 7.65 | 3.61 | 4.84 | 8.44 | 20.62 | 2.44 |
| Yield(%) | NA | 3.15 | 2.81 | 2.66 | 2.35 | NA | NA | … | … | NA | 0.91 | 2.80 | 2.59 | 2.56 | 2.04 | 2.61 | 1.59 | 0.49 | 3.25 | 2.50 | 2.47 | 1.83 | 2.86 | 2.87 | 2.55 | 2.93 | 2.97 | 3.10 | 3.00 | 2.37 | 0.83 | 0.73 | 0.79 | 2.23 |
Data as of 03/31/2025, 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 |
|---|---|---|---|---|
| Israelsen 7Twelve Strategic Asset Allocation – Optimal Moderate |
-7.57%
Feb 2006 – Feb 2009 |
-1.85%
Feb 2004 – Feb 2009 |
3.00%
Oct 2013 – Oct 2023 |
3.23%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Israelsen 7Twelve Strategic Asset Allocation – Optimal Moderate |
19.07%
Feb 2009 – Feb 2012 |
14.03%
Feb 2009 – Feb 2014 |
8.56%
Feb 2009 – Feb 2019 |
7.36%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart