Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Frank Armstrong Ideal Index Lazy Portfolio Strategic Asset Allocation – Optimal Moderate | NA | 21.68% | 3.52% | 6.76% | 5.66% | 6.89% | 6.12% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Frank Armstrong Ideal Index Lazy Portfolio 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 (%) | -1.02 | 21.68 | 3.52 | 6.76 | 5.66 | 6.89 | 6.12 | … | … | 0.11 | 8.34 | 11.05 | -9.94 | 10.37 | 11.20 | 18.10 | -4.67 | 9.32 | 6.80 | -2.32 | 5.12 | 12.95 | 10.50 | 0.15 | 14.18 | 19.94 | -23.16 | 6.08 | 14.37 | 6.97 | 12.60 | 23.11 | -4.74 | 2.49 |
| Sharpe Ratio | NA | 0.45 | -0.12 | 0.29 | 0.40 | NA | NA | … | … | 0.01 | 0.26 | 0.88 | -0.90 | 1.30 | 0.57 | 2.75 | -0.71 | 2.18 | 0.82 | -0.27 | 0.81 | 1.79 | 1.34 | 0.01 | 1.11 | 0.96 | -0.98 | 0.31 | 1.50 | 0.71 | 1.52 | 2.70 | -0.53 | 0.02 |
| Standard Deviation(%) | NA | 6.66 | 9.37 | 11.80 | 9.78 | NA | NA | … | … | 4.82 | 6.81 | 7.70 | 12.58 | 7.94 | 19.19 | 6.07 | 8.42 | 3.98 | 8.09 | 8.61 | 6.28 | 7.20 | 7.81 | 15.57 | 12.71 | 20.76 | 24.65 | 10.08 | 7.38 | 6.75 | 7.67 | 8.30 | 11.11 | 9.49 |
| Draw Down(%) | NA | 3.49 | 16.48 | 22.46 | 22.46 | NA | NA | … | … | 0.31 | 3.49 | 6.83 | 16.87 | 4.00 | 22.46 | 3.14 | 10.67 | 1.68 | 6.75 | 9.15 | 4.57 | 5.81 | 6.47 | 14.56 | 9.28 | 20.15 | 35.09 | 6.02 | 7.50 | 4.21 | 7.44 | 7.56 | 16.67 | 11.96 |
| Yield(%) | NA | 3.02 | 2.36 | 2.25 | 2.03 | NA | NA | … | … | NA | 1.01 | 2.44 | 1.85 | 1.92 | 1.71 | 2.68 | 1.73 | 0.38 | 2.74 | 2.13 | 2.12 | 2.25 | 2.50 | 2.13 | 2.12 | 2.67 | 2.81 | 3.32 | 3.11 | 2.72 | 2.71 | 3.15 | 3.54 | 5.24 |
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 |
|---|---|---|---|---|
| Frank Armstrong Ideal Index Lazy Portfolio Strategic Asset Allocation – Optimal Moderate |
-8.44%
Feb 2006 – Feb 2009 |
-1.50%
Feb 2004 – Feb 2009 |
4.11%
Oct 2007 – Oct 2017 |
3.98%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Frank Armstrong Ideal Index Lazy Portfolio Strategic Asset Allocation – Optimal Moderate |
19.16%
Feb 2009 – Feb 2012 |
15.22%
Feb 2009 – Feb 2014 |
9.44%
Feb 2009 – Feb 2019 |
8.39%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart