Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Fred 2013 Strategic Asset Allocation – Optimal Moderate | NA | 24.72% | -5.08% | 4.90% | 5.64% | 8.01% | 6.97% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Fred 2013 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 (%) | -1.13 | 24.72 | -5.08 | 4.90 | 5.64 | 8.01 | 6.97 | … | … | 0.26 | 6.14 | 12.58 | -27.82 | 8.61 | 28.34 | 21.70 | -3.50 | 14.90 | 3.66 | 1.75 | 1.96 | 14.97 | 13.88 | 3.40 | 24.25 | 36.19 | -28.92 | 12.06 | 7.46 | 4.13 | 8.87 | 27.44 | -19.43 | -1.48 |
| Sharpe Ratio | NA | 0.15 | -0.52 | 0.08 | 0.31 | NA | NA | … | … | 0.02 | -0.04 | 0.78 | -1.53 | 0.71 | 1.43 | 2.35 | -0.45 | 2.16 | 0.34 | 0.16 | 0.23 | 1.82 | 1.53 | 0.22 | 1.95 | 2.09 | -1.27 | 0.85 | 0.40 | 0.22 | 0.72 | 2.33 | -1.25 | -0.21 |
| Standard Deviation(%) | NA | 10.89 | 14.10 | 15.07 | 12.56 | NA | NA | … | … | 9.47 | 11.05 | 10.66 | 19.09 | 12.04 | 19.60 | 8.63 | 10.61 | 6.61 | 10.15 | 10.51 | 8.49 | 8.20 | 9.01 | 15.58 | 12.37 | 17.28 | 23.44 | 10.64 | 10.42 | 9.06 | 11.01 | 11.50 | 16.37 | 18.27 |
| Draw Down(%) | NA | 5.82 | 28.20 | 34.22 | 34.22 | NA | NA | … | … | 0.86 | 5.82 | 12.62 | 31.27 | 8.13 | 24.59 | 4.84 | 14.14 | 3.98 | 10.49 | 10.66 | 7.04 | 5.84 | 7.11 | 14.25 | 8.01 | 14.14 | 39.67 | 5.95 | 11.96 | 8.11 | 11.90 | 7.41 | 27.10 | 21.19 |
| Yield(%) | NA | 1.86 | 3.36 | 4.51 | 4.60 | NA | NA | … | … | NA | 0.71 | 1.60 | 1.73 | 6.01 | 6.66 | 6.17 | 8.30 | 0.22 | 1.78 | 7.69 | 5.92 | 4.33 | 3.16 | 2.32 | 2.22 | 2.08 | 1.52 | 1.66 | 1.60 | 1.64 | 0.38 | 0.30 | 0.40 | 0.89 |
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 |
|---|---|---|---|---|
| Fred 2013 Strategic Asset Allocation – Optimal Moderate |
-9.45%
Feb 2006 – Feb 2009 |
-2.81%
Feb 2004 – Feb 2009 |
3.74%
Oct 2013 – Oct 2023 |
5.63%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Fred 2013 Strategic Asset Allocation – Optimal Moderate |
27.49%
Feb 2009 – Feb 2012 |
20.84%
Feb 2009 – Feb 2014 |
12.66%
Feb 2009 – Feb 2019 |
10.00%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart