Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Scott Burn`s AssetBuilder DFA Model Portfolios Plan Tactical Asset Allocation Moderate | NA | 8.15% | 5.25% | 8.67% | 4.39% | 5.47% | 7.90% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Scott Burn`s AssetBuilder DFA Model Portfolios 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 (%) | -0.79 | 8.15 | 5.25 | 8.67 | 4.39 | 5.47 | 7.90 | … | … | 0.15 | 3.41 | 5.61 | 2.60 | 22.90 | 7.05 | 6.67 | -6.20 | 6.15 | 1.01 | -5.20 | 3.43 | 17.58 | 5.35 | -3.01 | 9.63 | 30.50 | -2.19 | 21.07 | 18.74 | 12.09 | 13.63 | 21.96 | 6.51 | 7.36 |
| Sharpe Ratio | NA | -0.33 | 0.01 | 0.70 | 0.34 | NA | NA | … | … | 0.02 | -0.41 | 0.19 | 0.14 | 2.67 | 0.88 | 1.16 | -1.02 | 1.15 | 0.13 | -0.80 | 0.60 | 2.32 | 0.85 | -0.31 | 0.71 | 2.72 | -0.36 | 1.63 | 1.86 | 1.56 | 1.61 | 4.74 | 1.13 | 2.08 |
| Standard Deviation(%) | NA | 7.62 | 7.96 | 8.05 | 7.09 | NA | NA | … | … | 5.91 | 7.72 | 7.16 | 8.95 | 8.57 | 7.72 | 4.56 | 7.35 | 4.78 | 6.16 | 6.57 | 5.72 | 7.57 | 6.26 | 9.84 | 13.45 | 11.19 | 8.69 | 11.07 | 8.33 | 6.35 | 7.89 | 4.49 | 4.79 | 2.43 |
| Draw Down(%) | NA | 5.23 | 7.36 | 7.81 | 11.58 | NA | NA | … | … | 0.36 | 5.23 | 5.53 | 7.36 | 4.05 | 7.85 | 3.34 | 11.58 | 2.59 | 5.80 | 10.50 | 5.78 | 4.64 | 4.91 | 10.06 | 9.94 | 4.94 | 11.12 | 10.07 | 11.12 | 5.64 | 10.13 | 1.78 | 7.41 | 2.84 |
| Yield(%) | NA | 4.92 | 2.68 | 2.39 | 1.98 | NA | NA | … | … | NA | 0.96 | 4.82 | 1.68 | 1.02 | 1.65 | 2.53 | 1.89 | 0.34 | 2.20 | 1.33 | 2.02 | 2.65 | 1.69 | 0.60 | 1.73 | 3.60 | 2.04 | 5.63 | 5.76 | 4.17 | 3.73 | 1.63 | 3.76 | 5.16 |
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 |
|---|---|---|---|---|
| Scott Burn`s AssetBuilder DFA Model Portfolios Plan Tactical Asset Allocation Moderate |
-1.68%
Jun 2014 – Jun 2017 |
-1.44%
Feb 2015 – Feb 2020 |
1.92%
Apr 2010 – Apr 2020 |
4.88%
Dec 2009 – Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Scott Burn`s AssetBuilder DFA Model Portfolios Plan Tactical Asset Allocation Moderate |
20.42%
Oct 2004 – Oct 2007 |
18.28%
May 2003 – May 2008 |
14.12%
Apr 2001 – Apr 2011 |
9.97%
Jun 2001 – Jun 2016 |
Annualized Rolling Returns Comparison Chart