Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FOR ANNUAL REPORTS OF EMPLOYEE STOCK PURCHASE, SAVINGS AND SIMILAR PLANS Tactical Asset Allocation Moderate | NA | -11.75% | -3.31% | -0.63% | 2.34% | 4.76% | NA | … | … |
Data as of 05/29/2020, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FOR ANNUAL REPORTS OF EMPLOYEE STOCK PURCHASE, SAVINGS AND SIMILAR PLANS Tactical Asset Allocation Moderate | 12/31/2000 | 08/28/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.15 | -11.75 | -3.31 | -0.63 | 2.34 | 4.76 | NA | … | … | -12.60 | 8.84 | -4.12 | 6.59 | 5.52 | -3.93 | -0.18 | 15.24 | 3.95 | -0.12 | 6.00 | 19.26 | 1.41 | 12.85 | 12.28 | 5.87 | 12.28 | 17.83 | 8.60 | 3.43 |
| Sharpe Ratio | NA | -0.88 | -0.42 | -0.03 | 0.30 | NA | NA | … | … | -0.75 | 1.67 | -0.73 | 1.13 | 1.37 | -0.72 | -0.03 | 2.33 | 0.67 | -0.02 | 0.53 | 2.21 | 0.09 | 1.00 | 1.20 | 0.63 | 1.44 | 3.24 | 1.90 | 0.24 |
| Standard Deviation(%) | NA | 14.19 | 9.67 | 7.95 | 7.36 | NA | NA | … | … | 17.15 | 4.45 | 7.46 | 5.29 | 3.87 | 5.50 | 5.88 | 6.54 | 5.79 | 7.77 | 11.21 | 8.66 | 5.32 | 9.78 | 7.49 | 5.86 | 7.89 | 5.28 | 3.96 | 4.67 |
| Draw Down(%) | NA | 21.09 | 21.09 | 21.09 | 21.09 | NA | NA | … | … | 21.09 | 2.76 | 9.59 | 3.32 | 1.98 | 8.09 | 5.09 | 4.45 | 5.53 | 7.20 | 9.72 | 4.67 | 6.46 | 8.14 | 9.10 | 5.04 | 7.01 | 3.01 | 2.41 | 3.93 |
| Yield(%) | NA | 2.02 | 2.28 | 2.96 | 3.48 | NA | NA | … | … | 0.75 | 2.82 | 3.42 | 0.35 | 5.60 | 2.97 | 2.27 | 5.96 | 5.25 | 2.64 | 3.93 | 4.83 | 5.71 | 7.54 | 5.52 | 4.10 | 4.68 | 3.98 | 7.32 | 7.94 |
Data as of 05/29/2020, 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 |
|---|---|---|---|---|
| FOR ANNUAL REPORTS OF EMPLOYEE STOCK PURCHASE, SAVINGS AND SIMILAR PLANS Tactical Asset Allocation M |
-3.32%
May 2017 – May 2020 |
-0.76%
Apr 2015 – Apr 2020 |
1.67%
Apr 2010 – Apr 2020 |
4.73%
Jul 2005 – Jul 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FOR ANNUAL REPORTS OF EMPLOYEE STOCK PURCHASE, SAVINGS AND SIMILAR PLANS Tactical Asset Allocation M |
13.36%
Mar 2002 – Mar 2005 |
12.95%
Oct 2002 – Oct 2007 |
10.25%
Apr 2001 – Apr 2011 |
7.92%
Mar 2002 – Mar 2017 |
Annualized Rolling Returns Comparison Chart