Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| High Income CEFs Tactical Asset Allocation Moderate | NA | 36.99% | 2.53% | 4.80% | 4.39% | 4.98% | 5.93% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| High Income CEFs 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 (%) | -1.50 | 36.99 | 2.53 | 4.80 | 4.39 | 4.98 | 5.93 | … | … | 2.57 | 21.06 | 8.15 | -19.49 | 21.66 | -8.87 | 33.40 | -13.31 | 15.24 | 9.54 | -8.18 | 1.97 | 11.70 | -2.16 | 2.85 | 5.21 | 41.11 | -15.58 | 2.34 | 28.36 | -1.36 | 18.51 | 29.33 | -2.52 | 8.51 |
| Sharpe Ratio | NA | 1.61 | -0.06 | 0.07 | 0.24 | NA | NA | … | … | 0.31 | 1.28 | 0.34 | -1.34 | 2.02 | -0.43 | 3.49 | -1.00 | 2.18 | 1.03 | -0.95 | 0.19 | 0.95 | -0.20 | 0.18 | 0.30 | 2.61 | -1.47 | -0.04 | 2.87 | -0.44 | 1.45 | 3.00 | -0.28 | 0.38 |
| Standard Deviation(%) | NA | 11.29 | 12.91 | 14.67 | 12.55 | NA | NA | … | … | 8.02 | 11.33 | 11.34 | 15.52 | 10.73 | 21.40 | 9.16 | 14.61 | 6.72 | 9.06 | 8.63 | 10.17 | 12.27 | 11.31 | 15.82 | 16.86 | 15.73 | 11.25 | 18.19 | 8.74 | 8.00 | 12.12 | 9.54 | 12.83 | 16.10 |
| Draw Down(%) | NA | 7.66 | 25.26 | 35.30 | 35.30 | NA | NA | … | … | 0.22 | 7.66 | 9.84 | 20.96 | 5.67 | 35.30 | 4.24 | 24.66 | 5.29 | 10.79 | 14.37 | 12.05 | 11.02 | 13.40 | 14.67 | 17.10 | 6.90 | 21.57 | 18.91 | 4.75 | 7.03 | 16.06 | 12.22 | 14.13 | 13.60 |
| Yield(%) | NA | 9.94 | 7.87 | 8.18 | 8.24 | NA | NA | … | … | NA | 3.27 | 8.89 | 5.05 | 8.69 | 5.86 | 11.27 | 9.09 | 4.22 | 9.69 | 9.05 | 11.10 | 10.18 | 8.79 | 8.91 | 9.99 | 11.31 | 5.18 | 8.53 | 8.57 | 7.56 | 21.33 | 22.17 | 12.09 | 9.11 |
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 |
|---|---|---|---|---|
| High Income CEFs Tactical Asset Allocation Moderate |
-4.20%
May 2017 – May 2020 |
-0.65%
Apr 2015 – Apr 2020 |
0.94%
Apr 2010 – Apr 2020 |
3.07%
Feb 2008 – Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| High Income CEFs Tactical Asset Allocation Moderate |
19.95%
Apr 2004 – Apr 2007 |
16.80%
Oct 2002 – Oct 2007 |
10.82%
Apr 2001 – Apr 2011 |
8.51%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart