Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| test_David Swensen Six ETF Asset Individual Investor Plan Tactical Asset Allocation Moderate | NA | 0.82% | 3.27% | 2.71% | 3.57% | 4.91% | 6.26% | … | … |
Data as of 08/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| test_David Swensen Six ETF Asset Individual Investor Plan Tactical Asset Allocation Moderate | 12/31/2000 | 11/08/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | 1.80 | 0.82 | 3.27 | 2.71 | 3.57 | 4.91 | 6.26 | … | … | 3.37 | -18.83 | 17.39 | 13.78 | 6.15 | -5.00 | 12.84 | 5.17 | -6.20 | 1.32 | 12.73 | 7.38 | 1.85 | 11.38 | 16.01 | -4.50 | 15.22 | 20.80 | 10.95 | 5.53 | 9.49 | 2.56 | 2.31 |
| Sharpe Ratio | NA | 0.04 | -0.02 | 0.13 | 0.20 | NA | NA | … | … | -0.04 | -1.27 | 1.88 | 1.17 | 0.88 | -0.82 | 2.18 | 0.74 | -0.96 | 0.19 | 1.73 | 1.30 | 0.20 | 0.81 | 1.36 | -0.92 | 0.83 | 1.67 | 1.11 | 1.19 | 1.13 | 0.38 | 0.01 |
| Standard Deviation(%) | NA | 11.32 | 11.97 | 10.88 | 9.01 | NA | NA | … | … | 9.87 | 15.86 | 9.25 | 11.54 | 5.40 | 7.72 | 5.59 | 6.69 | 6.53 | 6.69 | 7.35 | 5.62 | 9.04 | 13.88 | 11.73 | 5.91 | 14.72 | 10.51 | 7.94 | 3.87 | 7.81 | 3.80 | 0.05 |
| Draw Down(%) | NA | 9.44 | 22.96 | 22.96 | 22.96 | NA | NA | … | … | 9.44 | 22.91 | 5.11 | 14.48 | 2.84 | 11.39 | 2.06 | 5.23 | 10.04 | 7.08 | 6.37 | 4.39 | 7.73 | 9.33 | 5.61 | 6.54 | 9.42 | 8.70 | 5.63 | 3.53 | 7.54 | 3.50 | 0.00 |
| Yield(%) | NA | 3.02 | 3.18 | 2.65 | 2.27 | NA | NA | … | … | 2.26 | 3.53 | 3.12 | 1.52 | 2.13 | 1.97 | 0.92 | 2.87 | 1.56 | 2.27 | 1.68 | 2.06 | 1.37 | 2.34 | 1.95 | 2.04 | 2.80 | 3.25 | 3.46 | 1.37 | 2.01 | 1.65 | 2.31 |
Data as of 08/31/2023, 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 |
|---|---|---|---|---|
| test_David Swensen Six ETF Asset Individual Investor Plan Tactical Asset Allocation Moderate |
-0.02%
Dec 2013 – Dec 2016 |
1.20%
Aug 2014 – Aug 2019 |
2.36%
Oct 2013 – Oct 2023 |
3.97%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| test_David Swensen Six ETF Asset Individual Investor Plan Tactical Asset Allocation Moderate |
18.76%
Oct 2004 – Oct 2007 |
13.64%
Oct 2002 – Oct 2007 |
9.99%
Aug 2004 – Aug 2014 |
8.04%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart