Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| THOMTHOMP ALL SEASON Tactical Asset Allocation Moderate | NA | 13.82% | 1.67% | 6.92% | 4.07% | 4.84% | 6.76% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| THOMTHOMP ALL SEASON 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 (%) | -0.96 | 13.82 | 1.67 | 6.92 | 4.07 | 4.84 | 6.76 | … | … | 0.03 | 5.90 | 3.80 | -7.72 | 18.43 | 12.95 | 9.62 | -7.30 | 8.20 | 1.09 | -4.76 | 3.97 | 6.55 | 4.79 | 0.48 | 11.27 | 22.74 | -0.40 | 18.05 | 15.92 | 10.44 | 9.92 | 16.29 | 0.23 | 7.10 |
| Sharpe Ratio | NA | 0.00 | -0.27 | 0.35 | 0.22 | NA | NA | … | … | -0.01 | -0.09 | -0.05 | -0.61 | 2.01 | 1.18 | 1.69 | -1.19 | 1.42 | 0.13 | -0.69 | 0.62 | 0.90 | 0.91 | 0.04 | 0.91 | 1.72 | -0.13 | 1.07 | 1.21 | 0.97 | 1.04 | 3.11 | -0.18 | 0.84 |
| Standard Deviation(%) | NA | 7.61 | 11.11 | 10.70 | 8.76 | NA | NA | … | … | 3.69 | 7.60 | 9.55 | 14.95 | 9.14 | 10.81 | 4.86 | 7.23 | 5.34 | 6.59 | 6.93 | 6.43 | 7.27 | 5.22 | 10.12 | 12.32 | 13.20 | 10.07 | 14.04 | 10.44 | 8.50 | 8.62 | 5.02 | 4.92 | 5.68 |
| Draw Down(%) | NA | 5.18 | 18.05 | 18.05 | 18.05 | NA | NA | … | … | 0.46 | 5.18 | 6.63 | 18.05 | 4.84 | 13.80 | 2.42 | 12.51 | 2.97 | 6.57 | 9.88 | 5.78 | 6.82 | 4.41 | 10.86 | 8.42 | 5.77 | 12.65 | 9.45 | 11.83 | 5.29 | 10.54 | 1.86 | 7.52 | 5.18 |
| Yield(%) | NA | 1.92 | 2.43 | 2.17 | 2.20 | NA | NA | … | … | NA | 0.47 | 1.82 | 2.92 | 2.37 | 1.80 | 2.18 | 1.31 | 0.62 | 3.26 | 3.02 | 3.02 | 1.61 | 2.67 | 2.76 | 3.16 | 3.39 | 2.88 | 2.24 | 2.29 | 3.21 | 1.73 | 2.25 | 1.48 | 2.06 |
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 |
|---|---|---|---|---|
| THOMTHOMP ALL SEASON Tactical Asset Allocation Moderate |
-0.95%
Jun 2014 – Jun 2017 |
-0.32%
Mar 2015 – Mar 2020 |
2.29%
Apr 2010 – Apr 2020 |
4.22%
May 2008 – May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| THOMTHOMP ALL SEASON Tactical Asset Allocation Moderate |
18.50%
May 2005 – May 2008 |
15.38%
Jun 2003 – Jun 2008 |
11.61%
Apr 2001 – Apr 2011 |
8.29%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart