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 Strategic Asset Allocation – Optimal Moderate | NA | -2.64% | 5.97% | 6.57% | 4.62% | 5.00% | NA | … | … |
Data as of 01/29/2016, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| High Income CEFs Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 04/08/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.72 | -2.64 | 5.97 | 6.57 | 4.62 | 5.00 | NA | … | … | -0.28 | 2.41 | 9.59 | 17.46 | 15.78 | -3.73 | 0.62 | 41.86 | -27.90 | -4.31 | 19.84 | -3.29 | -0.64 | -1.10 | 19.32 | 11.92 |
| Sharpe Ratio | NA | -0.11 | 0.74 | 0.63 | 0.26 | NA | NA | … | … | -0.02 | 0.25 | 1.28 | 1.94 | 2.02 | -0.25 | 0.04 | 1.87 | -0.79 | -0.58 | 2.34 | -0.75 | -0.14 | -0.16 | 1.03 | 0.95 |
| Standard Deviation(%) | NA | 11.90 | 9.66 | 10.74 | 16.87 | NA | NA | … | … | 16.04 | 9.38 | 7.50 | 9.00 | 7.78 | 15.33 | 14.84 | 22.31 | 36.47 | 12.61 | 7.07 | 7.25 | 11.00 | 10.98 | 17.77 | 10.06 |
| Draw Down(%) | NA | 13.48 | 13.48 | 16.56 | 47.80 | NA | NA | … | … | 11.33 | 9.28 | 7.66 | 9.15 | 6.91 | 16.56 | 12.40 | 24.41 | 46.50 | 16.58 | 4.64 | 8.35 | 17.20 | 19.06 | 14.21 | 4.73 |
| Yield(%) | NA | 9.02 | 8.09 | 8.26 | 9.09 | NA | NA | … | … | 2.48 | 8.21 | 7.27 | 8.82 | 9.19 | 8.74 | 9.75 | 12.43 | 9.22 | 9.01 | 8.28 | 7.13 | 7.38 | 8.09 | 10.61 | 8.79 |
Data as of 01/29/2016, 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 Strategic Asset Allocation – Optimal Moderate |
-10.70%
Feb 2006 – Feb 2009 |
-6.10%
Feb 2004 – Feb 2009 |
1.44%
Jun 2003 – Jun 2013 |
4.95%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| High Income CEFs Strategic Asset Allocation – Optimal Moderate |
17.85%
Feb 2009 – Feb 2012 |
16.18%
Feb 2009 – Feb 2014 |
6.07%
Jun 2004 – Jun 2014 |
5.34%
Mar 2001 – Mar 2016 |
Annualized Rolling Returns Comparison Chart