Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Jakobsen/Browne Primitive Plan Strategic Asset Allocation – Optimal Moderate | NA | 6.58% | 3.43% | 2.58% | 1.62% | 1.29% | 1.53% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Jakobsen/Browne Primitive 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 (%) | 0.17 | 6.58 | 3.43 | 2.58 | 1.62 | 1.29 | 1.53 | … | … | 0.06 | 6.58 | 4.93 | -0.42 | 0.92 | 1.47 | 2.73 | 0.51 | 0.95 | 0.50 | -1.16 | 0.98 | -1.61 | 0.20 | 1.56 | 2.40 | -0.79 | 2.47 | 3.45 | 3.19 | 2.54 | 1.39 | 0.83 | 2.19 | 2.35 |
| Sharpe Ratio | NA | 0.03 | -0.26 | 0.14 | 0.06 | NA | NA | … | … | 0.02 | -0.02 | 1.28 | -0.84 | 0.74 | 0.80 | 1.50 | -1.05 | 0.39 | 0.29 | -1.09 | 1.16 | -1.68 | 0.16 | 1.18 | 2.07 | -0.91 | 1.55 | 0.81 | -0.18 | 0.69 | 0.71 | 0.19 | 1.54 | 0.06 |
| Standard Deviation(%) | NA | 0.55 | 1.32 | 1.35 | 1.16 | NA | NA | … | … | 0.00 | 0.55 | 0.53 | 2.15 | 1.22 | 1.54 | 0.88 | 0.76 | 0.82 | 1.02 | 1.09 | 0.83 | 0.98 | 0.95 | 1.30 | 1.12 | 0.96 | 1.00 | 0.56 | 0.43 | 0.54 | 0.63 | 0.75 | 0.70 | 0.73 |
| Draw Down(%) | NA | 0.00 | 3.26 | 3.26 | 3.26 | NA | NA | … | … | 0.00 | 0.00 | 0.13 | 3.26 | 0.83 | 1.86 | 0.42 | 0.50 | 0.51 | 1.49 | 1.71 | 0.72 | 1.66 | 0.73 | 0.63 | 0.64 | 1.10 | 0.49 | 0.20 | 0.11 | 0.25 | 0.62 | 0.89 | 0.37 | 0.62 |
| Yield(%) | NA | 3.80 | 2.87 | 2.13 | 1.43 | NA | NA | … | … | NA | 1.31 | 4.26 | 2.41 | 0.89 | 0.93 | 1.46 | 1.31 | 0.60 | 0.53 | 0.38 | 0.37 | 0.31 | 0.46 | 0.57 | 0.52 | 0.58 | 1.26 | 3.21 | 3.44 | 2.48 | 1.30 | 1.08 | 1.50 | 2.54 |
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 |
|---|---|---|---|---|
| Jakobsen/Browne Primitive Plan Strategic Asset Allocation – Optimal Moderate |
-0.71%
Nov 2012 – Nov 2015 |
-0.26%
Jul 2012 – Jul 2017 |
0.35%
Dec 2008 – Dec 2018 |
0.69%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Jakobsen/Browne Primitive Plan Strategic Asset Allocation – Optimal Moderate |
3.65%
Dec 2021 – Dec 2024 |
2.66%
Dec 2019 – Dec 2024 |
2.00%
Apr 2001 – Apr 2011 |
1.35%
Jun 2001 – Jun 2016 |
Annualized Rolling Returns Comparison Chart