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About These Comparison Charts

The charts on this page represent two views of risk and return. Each compares the portfolio you selected to the building blocks of your firm, portfolios built by other clients of your firm, as well as U.S. stock and bond indices.

The top chart displays annualized returns versus volatility of returns. Besides your portfolio and the market indices, only client portfolios that have performed better than your portfolio appear on this chart. To perform better than your portfolio, client portfolios must have a higher annualized return and a higher Sharpe ratios. Sharpe Ratios measure the quality of returns given the volatility of the investment.

The bottom chart displays the maximum historical peak-to-trough loss of your portfolio versus the number of months it took the portfolio to recover to same the asset level as when that loss started to happen. Again only client portfolios that performed better than your portfolio, namely portfolios that had a shallower loss and shorter recovery period, are shown on the chart.

Portfolios With Superior Balance Of Risk Versus Return (Numbers in percent)

About This Comparison Of Returns And Volatility

Your portfolio '' returned 0 percent on a net annualized basis with a Sharpe ratio equal to 0. This chart compares that portfolio to the building block strategies offered by your advisory firm and other user portfolios with greater annualized return and Sharpe ratio than your portfolio. It also includes U.S. aggregate bond and stock indices for comparison.

Note that the strategies that make the cut on this chart are not necessarily better suited than your portfolio for your circumstances. That is because historical risk versus return does not fully represent all the risk in an investment strategy going forward. You may employ other investment strategies in your overall investments that make the particular risks in this portfolio attractive as offsets or complements. Additionally, many aspects of historical or future risk exposures may not be meaninggully represented solely by volatility and rates of returns.

You may notice investment strategies labeled 'Portfolio_' followed by a number, for instance 'Portfolio_1'. These represent a selection of the portfolios actively tracked by investors. These portfolios are displayed because they meet the performance criteria outlined above.

Some strategies on this chart may have different inception dates which can partly explain higher performance relative to your portfolio. For instance a stock-biased strategy that starts after year 2008 benefits from a bull market for stocks since inception. The starting date of your portfolio was 04/21/2019.

Note that bubble sizes are proportional to Sharpe ratios. Larger bubbles represent strategies that have generated higher returns per 'unit' of risk.

Hover your cursor over one of the bubbles to see the details of the corresponding strategy. Or click on a bubble to see its detailed performance analysis.

Portfolios With Shallower Drawdowns And Shorter Recovery Time

About This Comparison Of Maximum Drawdowns

This map displays portfolios with maximum drawdowns smaller than the 0 percent worst loss experienced by your '' strategy, and shorter times to recovery than the 0 months for that strategy. Aggregate bond and stock U.S. indices are included for comparison. These strategies are not necessarily better suited than $name for your circumstances, because you may employ other investment strategies in your overall portfolio and other aspects of their inherent risks may not be fairly represented solely by historical drawdown statistics.

Some strategies on this chart may have different inception dates which may partly explain shallower historical drawdowns. That is because markets are cyclical, and different asset classes experience cycles that can range from a few years, as in the case of stocks, to a few decades in the case of bonds. When cycles turn and market conditions become unfavorable to the approach used by an investment strategy, that strategy will experience significant drawdowns that confirm its weakness in that market environment. It is often the case that a strategy with a short track record has experienced only shallow drawdowns and therefore gives an illusion of safety. Given more time, markets will shift to conditions that are adverse to that strategy and the true risk will become obvious. The bottom line is that investment strategies with longer data track records give a more reliable read of their true risk, including their potential for a significant drawdown. Performance statistics for strategies with less than one market cycle of data history need to be viewed with caution. The starting date of is 04/21/2019, giving it a track record of 0 years.

You may notice investment strategies labeled 'Portfolio_' followed by a number, for instance 'Portfolio_1'. These represent a selection of the portfolios actively tracked by investors. These portfolios are displayed because they meet the performance criteria outlined above.

Note that bubble sizes on this chart are proportional to Sharpe ratios. Larger bubbles represent strategies that have generated higher returns per 'unit' of risk.

Hover your cursor over one of the bubbles to see the details of the corresponding strategy. Or click on a bubble to see its detailed performance analysis.

  Past performance shown is back-tested and does not indicate future performance. Please click the 'Disclosures' link below.