Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PORTFOLIO SOLUTIONS LLC Tactical Asset Allocation Moderate | NA | 21.13% | 1.49% | 5.78% | 4.42% | 6.51% | 8.42% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PORTFOLIO SOLUTIONS LLC 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 (%) | -0.61 | 21.13 | 1.49 | 5.78 | 4.42 | 6.51 | 8.42 | … | … | -0.16 | 7.68 | 12.93 | -14.38 | 14.90 | 6.67 | 16.48 | -13.16 | 11.14 | 8.47 | -2.15 | 5.97 | 15.29 | 13.55 | 4.80 | 11.31 | 21.30 | -0.51 | 14.66 | 17.43 | 16.84 | 17.26 | 14.28 | -1.59 | -1.79 |
| Sharpe Ratio | NA | 0.20 | -0.24 | 0.19 | 0.25 | NA | NA | … | … | -0.03 | 0.12 | 0.97 | -1.18 | 1.51 | 0.32 | 1.91 | -1.48 | 2.04 | 0.91 | -0.24 | 0.84 | 2.02 | 1.45 | 0.31 | 1.05 | 2.23 | -0.36 | 0.97 | 1.35 | 2.25 | 2.17 | 1.98 | -0.43 | -0.87 |
| Standard Deviation(%) | NA | 9.09 | 10.67 | 13.01 | 10.91 | NA | NA | … | … | 7.23 | 9.19 | 8.94 | 13.33 | 9.87 | 20.11 | 7.89 | 9.75 | 5.16 | 9.08 | 8.98 | 7.08 | 7.55 | 9.31 | 15.59 | 10.69 | 9.51 | 4.01 | 12.04 | 10.51 | 6.53 | 7.53 | 6.86 | 6.27 | 4.74 |
| Draw Down(%) | NA | 4.69 | 19.02 | 27.20 | 27.50 | NA | NA | … | … | 0.56 | 4.69 | 10.18 | 19.99 | 4.70 | 27.20 | 4.94 | 18.72 | 2.26 | 6.04 | 8.35 | 5.20 | 5.06 | 7.08 | 12.80 | 9.15 | 5.38 | 6.51 | 10.50 | 14.92 | 4.31 | 7.49 | 3.44 | 6.89 | 6.42 |
| Yield(%) | NA | 2.30 | 2.11 | 1.95 | 2.10 | NA | NA | … | … | NA | 1.16 | 2.17 | 1.96 | 1.82 | 1.47 | 2.10 | 1.90 | 3.41 | 1.89 | 2.06 | 2.27 | 2.34 | 2.72 | 2.31 | 2.43 | 3.99 | 3.51 | 4.28 | 4.11 | 3.01 | 3.57 | 1.90 | 1.32 | 0.51 |
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 |
|---|---|---|---|---|
| PORTFOLIO SOLUTIONS LLC Tactical Asset Allocation Moderate |
-3.52%
Mar 2017 – Mar 2020 |
-0.77%
Mar 2015 – Mar 2020 |
3.13%
Oct 2013 – Oct 2023 |
5.46%
Apr 2010 – Apr 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PORTFOLIO SOLUTIONS LLC Tactical Asset Allocation Moderate |
21.26%
Oct 2004 – Oct 2007 |
17.43%
Oct 2002 – Oct 2007 |
13.42%
Sep 2003 – Sep 2013 |
11.24%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart