Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FutureAdvisor Risk Profile 12 | NA | 9.70% | 7.73% | 9.37% | 6.79% | 8.00% | 6.98% | … | … |
Data as of 06/04/2025, Common starting date is 08/27/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FutureAdvisor Risk Profile 12 | 08/27/2001 | 06/04/2025 |
| 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 (%) | 1.12 | 9.70 | 7.73 | 9.37 | 6.79 | 8.00 | 6.98 | … | … | 4.43 | 10.47 | 14.78 | -15.89 | 16.38 | 10.41 | 22.81 | -9.75 | 16.85 | 10.56 | -2.58 | 1.25 | 15.46 | 16.73 | -4.38 | 17.17 | 36.14 | -37.27 | 8.40 | 22.08 | 13.19 | 19.25 | 37.07 | -11.08 | -2.32 |
| Sharpe Ratio | NA | 0.44 | 0.32 | 0.53 | 0.36 | NA | NA | … | … | 0.17 | 0.66 | 0.98 | -0.93 | 1.54 | 0.36 | 2.29 | -0.90 | 2.80 | 0.84 | -0.21 | 0.12 | 1.51 | 1.40 | -0.20 | 0.98 | 1.23 | -1.00 | 0.33 | 1.76 | 1.23 | 1.97 | 3.44 | -0.81 | -0.17 |
| Standard Deviation(%) | NA | 14.70 | 14.13 | 14.01 | 14.80 | NA | NA | … | … | 18.70 | 10.44 | 11.37 | 18.53 | 10.64 | 28.53 | 9.33 | 12.33 | 5.78 | 12.28 | 12.39 | 10.72 | 10.22 | 11.91 | 21.81 | 17.50 | 29.30 | 38.26 | 15.99 | 10.59 | 8.85 | 9.26 | 10.55 | 15.13 | 16.61 |
| Draw Down(%) | NA | 15.21 | 15.21 | 23.96 | 32.95 | NA | NA | … | … | 14.16 | 5.87 | 11.42 | 23.96 | 5.34 | 32.95 | 5.47 | 17.91 | 2.00 | 9.80 | 13.45 | 7.38 | 9.31 | 10.08 | 21.31 | 12.84 | 26.35 | 50.10 | 10.31 | 11.51 | 5.94 | 10.15 | 10.31 | 24.81 | 15.61 |
| Yield(%) | NA | 3.28 | 2.84 | 2.76 | 2.58 | NA | NA | … | … | NA | 0.75 | 2.92 | 2.38 | 2.88 | 2.20 | 2.96 | 2.53 | 0.37 | 3.48 | 3.06 | 2.84 | 2.80 | 3.08 | 2.57 | 2.47 | 3.16 | 2.82 | 3.96 | 3.85 | 3.52 | 2.80 | 2.90 | 1.64 | 1.36 |
Data as of 06/04/2025, Common starting date is 08/27/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FutureAdvisor Risk Profile 12 |
-13.99%
Feb 2006 – Feb 2009 |
-2.78%
Feb 2004 – Feb 2009 |
4.13%
Oct 2007 – Oct 2017 |
3.78%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FutureAdvisor Risk Profile 12 |
27.79%
Mar 2003 – Mar 2006 |
21.78%
Oct 2002 – Oct 2007 |
12.34%
Feb 2009 – Feb 2019 |
10.58%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart