Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| P Warren Buffett Total Stock Market Valuation to GNP Ratio Weekly Strategy | NA | 2.72% | 0.94% | 1.10% | 0.93% | 2.68% | 3.58% | … | … |
Data as of 03/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| P Warren Buffett Total Stock Market Valuation to GNP Ratio Weekly Strategy | 12/31/2000 | 06/01/2023 |
| 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 (%) | 0.06 | 2.72 | 0.94 | 1.10 | 0.93 | 2.68 | 3.58 | … | … | 1.95 | 1.38 | 0.02 | 0.23 | 1.42 | 1.35 | 0.63 | 0.21 | 0.03 | 0.02 | 5.31 | 7.06 | 2.97 | 10.60 | 25.00 | -15.48 | 3.71 | 6.61 | 2.87 | 5.66 | 16.60 | -6.02 | 4.32 |
| Sharpe Ratio | NA | 0.00 | 0.01 | 0.06 | 0.30 | NA | NA | … | … | 0.00 | 0.00 | -0.02 | 0.05 | 1.02 | 2.20 | 0.06 | 0.93 | -0.20 | 0.28 | 2.18 | 1.39 | 0.27 | 1.06 | 1.20 | -0.63 | 0.15 | 1.22 | 0.26 | 1.44 | 1.67 | -0.56 | 0.39 |
| Standard Deviation(%) | NA | 0.27 | 0.18 | 0.14 | 0.47 | NA | NA | … | … | 0.39 | 0.06 | 0.00 | 0.02 | 0.01 | 0.02 | 0.01 | 0.00 | 0.00 | 0.00 | 2.42 | 5.06 | 10.73 | 9.93 | 20.71 | 26.08 | 4.75 | 2.74 | 2.68 | 3.27 | 9.51 | 12.77 | 5.19 |
| Draw Down(%) | NA | 0.00 | 0.00 | 0.00 | 1.30 | NA | NA | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1.54 | 3.82 | 8.34 | 8.36 | 20.83 | 26.28 | 2.83 | 1.85 | 1.69 | 1.51 | 7.87 | 15.42 | 5.13 |
| Yield(%) | NA | 3.23 | 1.15 | 1.19 | 0.74 | NA | NA | … | … | 1.96 | 1.39 | 0.02 | 0.23 | 1.43 | 1.34 | 0.63 | 0.21 | 0.03 | 0.02 | 0.27 | 0.71 | 0.99 | 1.02 | 1.77 | 1.66 | 2.70 | 2.90 | 2.09 | 1.18 | 0.97 | 1.23 | 2.20 |
Data as of 03/31/2023, 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 |
|---|---|---|---|---|
| P Warren Buffett Total Stock Market Valuation to GNP Ratio Weekly Strategy |
-7.25%
Feb 2006 – Feb 2009 |
-2.77%
Feb 2004 – Feb 2009 |
0.86%
May 2013 – May 2023 |
2.29%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| P Warren Buffett Total Stock Market Valuation to GNP Ratio Weekly Strategy |
19.68%
Feb 2009 – Feb 2012 |
13.20%
Feb 2009 – Feb 2014 |
6.70%
Sep 2002 – Sep 2012 |
4.86%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart