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 Strategic Asset Allocation – Optimal Moderate | NA | 21.81% | 1.25% | 5.77% | 5.14% | 6.63% | 6.50% | … | … |
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 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 (%) | -1.05 | 21.81 | 1.25 | 5.77 | 5.14 | 6.63 | 6.50 | … | … | -0.29 | 5.08 | 11.65 | -14.54 | 9.95 | 13.08 | 18.02 | -7.54 | 12.35 | 8.07 | -2.54 | 5.26 | 8.63 | 14.19 | -1.16 | 16.60 | 31.47 | -27.70 | 8.67 | 15.87 | 10.18 | 16.51 | 26.94 | -3.62 | -0.43 |
| Sharpe Ratio | NA | -0.06 | -0.36 | 0.16 | 0.32 | NA | NA | … | … | -0.08 | -0.19 | 0.87 | -1.20 | 1.28 | 0.69 | 2.74 | -0.97 | 2.91 | 0.94 | -0.31 | 0.91 | 1.18 | 1.78 | -0.08 | 1.40 | 1.58 | -1.17 | 0.57 | 1.65 | 1.25 | 2.22 | 3.81 | -0.51 | -0.28 |
| Standard Deviation(%) | NA | 7.66 | 10.13 | 12.00 | 9.96 | NA | NA | … | … | 4.58 | 7.77 | 8.55 | 13.22 | 7.77 | 18.72 | 6.07 | 9.12 | 4.02 | 8.36 | 8.17 | 5.75 | 7.29 | 7.92 | 14.48 | 11.80 | 19.89 | 24.38 | 10.02 | 7.62 | 6.41 | 7.00 | 6.89 | 9.24 | 9.85 |
| Draw Down(%) | NA | 5.69 | 20.70 | 23.72 | 23.72 | NA | NA | … | … | 0.45 | 5.42 | 9.34 | 21.17 | 4.02 | 23.72 | 3.20 | 13.81 | 1.75 | 6.02 | 10.25 | 5.57 | 7.87 | 6.43 | 14.74 | 8.71 | 18.81 | 39.41 | 6.40 | 8.45 | 4.40 | 8.28 | 5.81 | 15.19 | 14.81 |
| Yield(%) | NA | 3.77 | 3.48 | 3.29 | 2.90 | NA | NA | … | … | NA | 1.00 | 3.32 | 3.07 | 3.27 | 2.83 | 3.10 | 2.29 | 0.35 | 3.66 | 3.24 | 3.28 | 1.68 | 3.99 | 3.36 | 3.33 | 3.52 | 3.60 | 4.21 | 4.84 | 4.42 | 3.83 | 3.82 | 2.42 | 3.92 |
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 Strategic Asset Allocation – Optimal Moderate |
-8.85%
Feb 2006 – Feb 2009 |
-0.55%
Feb 2004 – Feb 2009 |
3.57%
Oct 2013 – Oct 2023 |
4.02%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FutureAdvisor 11 Fund Plan Strategic Asset Allocation – Optimal Moderate |
23.33%
Feb 2009 – Feb 2012 |
17.07%
Feb 2009 – Feb 2014 |
10.53%
Mar 2003 – Mar 2013 |
8.95%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart