Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Fred 2013 Tactical Asset Allocation Moderate | NA | 17.58% | -2.48% | 2.24% | 2.40% | 4.66% | 3.63% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Fred 2013 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 (%) | -0.92 | 17.58 | -2.48 | 2.24 | 2.40 | 4.66 | 3.63 | … | … | 0.02 | 3.96 | 9.16 | -17.90 | 7.47 | 11.13 | 0.89 | -4.95 | 17.39 | 2.51 | -2.49 | -5.22 | 16.88 | 13.65 | -2.63 | 17.68 | 27.08 | -7.77 | -10.50 | 3.30 | 2.19 | 0.95 | 0.69 | 1.11 | 2.31 |
| Sharpe Ratio | NA | -0.15 | -0.52 | -0.03 | 0.08 | NA | NA | … | … | 0.00 | -0.31 | 0.58 | -1.39 | 0.69 | 1.06 | -0.11 | -0.89 | 2.80 | 0.39 | -0.33 | -0.51 | 2.05 | 1.67 | -0.27 | 1.33 | 3.33 | -1.65 | -1.35 | 2.84 | 0.96 | 0.31 | 0.05 | 0.01 | 0.01 |
| Standard Deviation(%) | NA | 8.30 | 10.52 | 10.57 | 8.71 | NA | NA | … | … | 7.79 | 8.41 | 8.43 | 13.89 | 10.84 | 10.28 | 4.84 | 7.04 | 5.99 | 5.91 | 7.58 | 10.22 | 8.24 | 8.13 | 10.03 | 13.23 | 8.10 | 5.27 | 9.96 | 0.01 | 0.02 | 0.02 | 0.00 | 0.01 | 0.05 |
| Draw Down(%) | NA | 4.64 | 20.91 | 25.80 | 25.80 | NA | NA | … | … | 0.88 | 4.64 | 8.76 | 23.12 | 7.17 | 12.38 | 3.72 | 9.16 | 3.54 | 4.52 | 10.41 | 13.35 | 5.46 | 7.10 | 9.63 | 8.68 | 4.45 | 9.60 | 15.90 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Yield(%) | NA | 3.12 | 3.49 | 3.88 | 2.65 | NA | NA | … | … | NA | 0.94 | 3.19 | 2.20 | 3.87 | 5.72 | 3.20 | 0.77 | 0.29 | 1.54 | 0.26 | 3.75 | 3.51 | 3.85 | 1.14 | 0.90 | 0.83 | 1.53 | 2.85 | 3.30 | 2.19 | 0.95 | 0.69 | 1.11 | 2.31 |
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 Tactical Asset Allocation Moderate |
-5.47%
Apr 2006 – Apr 2009 |
-2.57%
Apr 2004 – Apr 2009 |
0.62%
Oct 2013 – Oct 2023 |
3.32%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Fred 2013 Tactical Asset Allocation Moderate |
16.19%
Apr 2009 – Apr 2012 |
15.00%
Feb 2009 – Feb 2014 |
8.03%
Aug 2008 – Aug 2018 |
5.57%
Mar 2009 – Mar 2024 |
Annualized Rolling Returns Comparison Chart