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 Tactical Asset Allocation Moderate | NA | 8.75% | 4.35% | 4.88% | 2.89% | 1.89% | 2.19% | … | … |
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 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 (%) | 0.18 | 8.75 | 4.35 | 4.88 | 2.89 | 1.89 | 2.19 | … | … | 0.58 | 11.74 | -0.71 | 5.15 | 10.59 | -2.78 | 4.80 | -1.33 | 2.17 | 1.82 | -0.42 | -0.43 | 0.31 | -9.26 | -0.55 | 8.11 | 8.43 | -4.02 | 1.64 | 8.02 | 2.54 | 6.29 | 20.75 | -4.23 | 2.38 |
| Sharpe Ratio | NA | 0.84 | 0.10 | 0.24 | 0.20 | NA | NA | … | … | 0.10 | 0.67 | -0.63 | 0.24 | 1.18 | -0.57 | 2.56 | -1.03 | 0.58 | 0.53 | -0.36 | -0.14 | 0.17 | -2.14 | -0.11 | 1.65 | 2.26 | -0.79 | -0.50 | 3.05 | 0.20 | 2.11 | 6.49 | -1.75 | 0.06 |
| Standard Deviation(%) | NA | 7.64 | 11.14 | 9.79 | 7.11 | NA | NA | … | … | 5.11 | 7.63 | 7.90 | 15.88 | 8.93 | 5.27 | 1.33 | 2.56 | 2.67 | 3.04 | 1.24 | 3.27 | 1.67 | 4.34 | 5.53 | 4.86 | 3.69 | 6.25 | 2.68 | 1.56 | 1.84 | 2.54 | 3.09 | 3.04 | 1.25 |
| Draw Down(%) | NA | 5.85 | 17.30 | 17.30 | 17.30 | NA | NA | … | … | 0.26 | 5.85 | 5.97 | 16.88 | 5.73 | 7.50 | 0.64 | 3.57 | 2.77 | 2.35 | 2.12 | 4.40 | 2.42 | 9.78 | 7.08 | 4.55 | 2.50 | 9.33 | 4.33 | 1.15 | 1.94 | 4.69 | 3.14 | 7.73 | 1.13 |
| Yield(%) | NA | 3.73 | 7.00 | 4.40 | 2.81 | NA | NA | … | … | NA | 0.52 | 3.79 | 12.54 | 5.96 | 0.15 | 1.44 | 1.23 | 0.53 | 1.12 | 0.93 | 2.62 | 1.48 | 0.39 | 1.84 | 2.18 | 2.52 | 1.41 | 4.81 | 4.80 | 3.84 | 4.00 | 7.14 | 2.27 | 2.71 |
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 Tactical Asset Allocation Moderate |
-4.50%
Jul 2011 – Jul 2014 |
-3.11%
Apr 2011 – Apr 2016 |
-0.75%
Jan 2011 – Jan 2021 |
0.69%
Jul 2005 – Jul 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Jakobsen/Browne Primitive Plan Tactical Asset Allocation Moderate |
10.51%
Jul 2002 – Jul 2005 |
8.71%
Jun 2002 – Jun 2007 |
5.29%
Apr 2001 – Apr 2011 |
2.95%
Jul 2002 – Jul 2017 |
Annualized Rolling Returns Comparison Chart