Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Scott Burn`s AssetBuilder DFA Model Portfolios Plan Strategic Asset Allocation – Optimal Moderate | NA | 19.38% | 4.67% | 7.09% | 4.94% | 6.06% | 5.94% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Scott Burn`s AssetBuilder DFA Model Portfolios Plan 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 (%) | -0.90 | 19.38 | 4.67 | 7.09 | 4.94 | 6.06 | 5.94 | … | … | 348.79 | 7.54 | 11.34 | -6.08 | 15.70 | 3.74 | 12.42 | -7.90 | 9.39 | 8.23 | -2.67 | 2.65 | 12.53 | 11.45 | -3.67 | 13.67 | 27.30 | -26.22 | 5.90 | 18.52 | 9.76 | 16.05 | 25.22 | -3.30 | 0.73 |
| Sharpe Ratio | NA | 2.51 | 0.77 | 0.60 | 0.42 | NA | NA | … | … | 0.33 | 0.14 | 0.93 | -0.67 | 2.00 | 0.22 | 1.80 | -1.18 | 2.00 | 0.99 | -0.34 | 0.46 | 1.83 | 1.39 | -0.26 | 1.10 | 1.32 | -1.24 | 0.29 | 2.24 | 1.24 | 2.11 | 3.72 | -0.52 | -0.20 |
| Standard Deviation(%) | NA | 150.09 | 87.19 | 67.93 | 48.27 | NA | NA | … | … | 1,064.49 | 6.58 | 7.62 | 11.13 | 7.86 | 16.16 | 6.12 | 7.78 | 4.37 | 8.14 | 8.05 | 5.68 | 6.83 | 8.22 | 14.24 | 12.30 | 20.63 | 21.85 | 10.16 | 6.80 | 6.11 | 7.16 | 6.58 | 8.51 | 7.96 |
| Draw Down(%) | NA | 3.94 | 13.38 | 23.13 | 23.13 | NA | NA | … | … | 0.06 | 3.94 | 6.13 | 13.38 | 4.06 | 23.13 | 4.09 | 13.53 | 1.73 | 6.84 | 9.24 | 5.56 | 5.56 | 8.15 | 15.18 | 9.64 | 19.31 | 36.35 | 7.39 | 7.95 | 4.50 | 7.29 | 6.40 | 15.77 | 11.23 |
| Yield(%) | NA | 4.30 | 3.49 | 2.98 | 2.47 | NA | NA | … | … | NA | 0.92 | 3.81 | 2.61 | 3.41 | 1.82 | 2.58 | 2.74 | 0.25 | 3.03 | 2.05 | 2.02 | 2.44 | 2.41 | 2.00 | 1.95 | 2.52 | 4.23 | 5.56 | 4.38 | 3.28 | 2.24 | 1.88 | 2.41 | 4.03 |
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 |
|---|---|---|---|---|
| Scott Burn`s AssetBuilder DFA Model Portfolios Plan Strategic Asset Allocation – Optimal Moderate |
-8.54%
Feb 2006 – Feb 2009 |
-0.47%
Mar 2015 – Mar 2020 |
2.99%
Mar 2010 – Mar 2020 |
3.24%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Scott Burn`s AssetBuilder DFA Model Portfolios Plan Strategic Asset Allocation – Optimal Moderate |
20.34%
Mar 2003 – Mar 2006 |
16.20%
Oct 2002 – Oct 2007 |
9.34%
Mar 2003 – Mar 2013 |
8.02%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart