Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| High Dividend ETFs Liquid Tactical Asset Allocation Moderate | NA | 0.91% | 0.43% | 1.92% | 3.02% | 4.09% | NA | … | … |
Data as of 08/31/2020, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| High Dividend ETFs Liquid Tactical Asset Allocation Moderate | 12/31/2000 | 11/30/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.94 | 0.91 | 0.43 | 1.92 | 3.02 | 4.09 | NA | … | … | 2.99 | 7.92 | -4.57 | 6.30 | 4.80 | -7.93 | 1.09 | 3.65 | 11.86 | 3.64 | 10.93 | 17.27 | 2.68 | -1.92 | 10.35 | 4.52 | 4.38 | 1.37 | 1.44 | 2.31 |
| Sharpe Ratio | NA | -1.11 | -2.33 | -2.80 | -2.62 | NA | NA | … | … | -0.68 | -3.81 | -4.02 | -2.45 | -4.52 | -4.64 | -3.33 | -2.38 | -1.48 | -1.74 | -0.71 | -0.11 | -2.64 | -2.39 | -2.77 | -3.16 | -4.36 | -10.60 | -20.88 | -402.92 |
| Standard Deviation(%) | NA | 10.67 | 7.58 | 7.00 | 6.62 | NA | NA | … | … | 11.09 | 4.02 | 6.51 | 5.27 | 6.50 | 5.70 | 5.24 | 6.25 | 4.53 | 8.58 | 10.79 | 12.31 | 6.40 | 10.02 | 4.33 | 5.22 | 3.49 | 1.69 | 0.88 | 0.05 |
| Draw Down(%) | NA | 13.72 | 13.72 | 13.72 | 15.05 | NA | NA | … | … | 13.72 | 1.68 | 8.50 | 3.19 | 5.44 | 12.26 | 7.61 | 8.04 | 2.68 | 7.39 | 7.82 | 6.33 | 5.51 | 11.02 | 2.91 | 3.56 | 2.92 | 1.44 | 0.77 | 0.00 |
| Yield(%) | NA | 3.35 | 2.94 | 3.36 | 4.12 | NA | NA | … | … | 3.02 | 3.09 | 2.72 | 1.52 | 5.20 | 4.58 | 6.93 | 3.60 | 5.87 | 3.59 | 4.15 | 5.98 | 3.29 | 3.38 | 4.05 | 4.38 | 2.88 | 1.55 | 1.23 | 2.31 |
Data as of 08/31/2020, 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 |
|---|---|---|---|---|
| High Dividend ETFs Liquid Tactical Asset Allocation Moderate |
-2.89%
Apr 2013 – Apr 2016 |
-0.55%
May 2014 – May 2019 |
2.24%
Oct 2010 – Oct 2020 |
3.95%
Oct 2005 – Oct 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| High Dividend ETFs Liquid Tactical Asset Allocation Moderate |
13.00%
Feb 2009 – Feb 2012 |
10.68%
Feb 2009 – Feb 2014 |
7.25%
Jun 2004 – Jun 2014 |
4.87%
Aug 2003 – Aug 2018 |
Annualized Rolling Returns Comparison Chart