Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FutureAdvisor 11 Fund Plan Tactical Asset Allocation Moderate | NA | 19.97% | 3.72% | 7.79% | 6.35% | 7.61% | 9.51% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FutureAdvisor 11 Fund 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 (%) | -1.15 | 19.97 | 3.72 | 7.79 | 6.35 | 7.61 | 9.51 | … | … | 0.42 | 8.49 | 11.54 | -10.98 | 16.95 | 11.53 | 20.71 | -10.34 | 11.23 | 7.85 | -1.64 | 6.41 | 5.37 | 15.68 | 3.28 | 15.63 | 21.26 | 4.54 | 20.30 | 17.39 | 13.77 | 15.93 | 32.56 | 4.39 | 2.36 |
| Sharpe Ratio | NA | 0.34 | -0.06 | 0.38 | 0.43 | NA | NA | … | … | 0.05 | 0.22 | 0.97 | -0.98 | 1.79 | 0.61 | 3.90 | -1.27 | 2.32 | 0.90 | -0.19 | 0.94 | 0.69 | 2.12 | 0.23 | 1.28 | 1.95 | 0.49 | 1.41 | 1.50 | 1.55 | 1.71 | 5.27 | 0.57 | 0.01 |
| Standard Deviation(%) | NA | 8.73 | 9.88 | 12.05 | 10.03 | NA | NA | … | … | 8.01 | 8.82 | 7.51 | 12.65 | 9.45 | 18.47 | 4.95 | 9.20 | 4.56 | 8.47 | 8.79 | 6.83 | 7.76 | 7.36 | 14.35 | 12.12 | 10.83 | 7.37 | 12.29 | 9.43 | 7.50 | 8.76 | 6.05 | 5.81 | 6.30 |
| Draw Down(%) | NA | 5.11 | 15.52 | 24.31 | 24.31 | NA | NA | … | … | 0.56 | 5.11 | 6.88 | 17.32 | 4.89 | 24.31 | 2.17 | 16.15 | 2.19 | 5.82 | 9.93 | 6.08 | 11.05 | 5.17 | 13.19 | 8.94 | 5.07 | 5.45 | 9.47 | 11.13 | 5.03 | 12.83 | 2.34 | 4.18 | 6.07 |
| Yield(%) | NA | 2.92 | 2.95 | 2.68 | 2.95 | NA | NA | … | … | NA | 1.55 | 2.58 | 2.27 | 3.49 | 2.14 | 3.25 | 2.43 | 2.84 | 4.31 | 3.06 | 3.36 | 3.10 | 5.01 | 3.31 | 4.93 | 3.30 | 5.39 | 4.96 | 3.89 | 5.83 | 4.20 | 7.40 | 3.00 | 5.83 |
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 |
|---|---|---|---|---|
| FutureAdvisor 11 Fund Plan Tactical Asset Allocation Moderate |
-0.28%
Mar 2017 – Mar 2020 |
1.16%
Mar 2015 – Mar 2020 |
4.73%
Mar 2010 – Mar 2020 |
7.05%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FutureAdvisor 11 Fund Plan Tactical Asset Allocation Moderate |
22.87%
Jan 2003 – Jan 2006 |
20.90%
Oct 2002 – Oct 2007 |
16.26%
Apr 2003 – Apr 2013 |
12.53%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart