Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Alexander Green`s Gone Fishin ETF Portfolio Strategic Asset Allocation – Optimal Moderate | NA | 20.23% | 1.67% | 6.21% | 5.52% | 6.70% | 5.74% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Alexander Green`s Gone Fishin ETF Portfolio Strategic Asset Allocation – Optimal 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 (%) | -0.87 | 20.23 | 1.67 | 6.21 | 5.52 | 6.70 | 5.74 | … | … | 0.07 | 7.68 | 12.87 | -14.10 | 10.73 | 12.47 | 17.34 | -6.39 | 12.08 | 8.58 | -1.65 | 4.45 | 9.50 | 12.07 | -1.03 | 15.09 | 24.42 | -24.24 | 7.92 | 9.64 | 4.07 | 7.44 | 17.55 | -12.44 | 9.46 |
| Sharpe Ratio | NA | 0.24 | -0.21 | 0.23 | 0.37 | NA | NA | … | … | 0.00 | 0.14 | 1.01 | -1.11 | 1.28 | 0.62 | 2.40 | -0.89 | 2.52 | 0.91 | -0.19 | 0.67 | 1.17 | 1.47 | -0.07 | 1.24 | 1.24 | -0.97 | 0.44 | 0.83 | 0.30 | 0.96 | 1.69 | -0.91 | 1.34 |
| Standard Deviation(%) | NA | 7.70 | 10.46 | 12.59 | 10.46 | NA | NA | … | … | 5.94 | 7.76 | 8.50 | 14.01 | 8.35 | 19.81 | 6.64 | 8.62 | 4.55 | 9.23 | 8.87 | 6.61 | 8.11 | 8.16 | 14.68 | 12.10 | 19.70 | 25.92 | 11.20 | 7.70 | 6.34 | 6.75 | 9.99 | 14.96 | 5.34 |
| Draw Down(%) | NA | 3.86 | 19.34 | 22.52 | 22.52 | NA | NA | … | … | 0.47 | 3.86 | 7.81 | 19.93 | 4.12 | 22.52 | 3.46 | 11.93 | 1.62 | 6.72 | 9.71 | 5.33 | 7.90 | 6.78 | 13.23 | 8.59 | 18.37 | 37.58 | 6.70 | 5.65 | 4.13 | 5.27 | 8.08 | 20.62 | 2.44 |
| Yield(%) | NA | 3.32 | 2.88 | 2.72 | 2.41 | NA | NA | … | … | NA | 1.02 | 2.82 | 2.53 | 2.79 | 1.98 | 2.61 | 1.90 | 0.76 | 3.32 | 2.09 | 2.71 | 2.00 | 2.65 | 2.74 | 3.00 | 2.89 | 3.19 | 3.00 | 2.53 | 2.02 | 0.91 | 0.76 | 0.79 | 2.23 |
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 |
|---|---|---|---|---|
| Alexander Green`s Gone Fishin ETF Portfolio Strategic Asset Allocation – Optimal Moderate |
-8.68%
Feb 2006 – Feb 2009 |
-3.20%
Feb 2004 – Feb 2009 |
3.87%
Dec 2001 – Dec 2011 |
3.99%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Alexander Green`s Gone Fishin ETF Portfolio Strategic Asset Allocation – Optimal Moderate |
20.38%
Feb 2009 – Feb 2012 |
15.02%
Feb 2009 – Feb 2014 |
9.67%
Feb 2009 – Feb 2019 |
8.40%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart