Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Global Stock Market ETFs Tactical Asset Allocation Moderate | NA | 3.50% | 2.47% | 1.02% | 0.51% | 6.86% | NA | … | … |
Data as of 10/31/2019, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Global Stock Market ETFs Tactical Asset Allocation Moderate | 12/31/2000 | 01/23/2020 |
| 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 (%) | 0.56 | 3.50 | 2.47 | 1.02 | 0.51 | 6.86 | NA | … | … | 0.53 | 6.45 | -9.99 | 17.21 | -4.23 | 4.18 | -6.62 | 10.69 | -0.15 | -18.32 | 14.06 | 23.74 | -15.04 | 63.77 | 20.61 | 12.22 | 24.57 | 21.98 | -10.19 | -18.99 |
| Sharpe Ratio | NA | 0.90 | 0.32 | 0.20 | 0.06 | NA | NA | … | … | 0.09 | 0.83 | -1.24 | 2.74 | -0.42 | 0.43 | -0.81 | 1.33 | -0.02 | -0.97 | 1.14 | 1.43 | -0.90 | 2.34 | 1.72 | 1.13 | 2.24 | 2.19 | -1.27 | -1.92 |
| Standard Deviation(%) | NA | 6.18 | 7.22 | 8.52 | 10.68 | NA | NA | … | … | 4.96 | 6.07 | 9.12 | 6.05 | 10.62 | 9.68 | 8.16 | 7.99 | 12.50 | 18.91 | 12.30 | 16.50 | 17.76 | 25.99 | 10.07 | 8.85 | 10.54 | 9.72 | 8.91 | 11.10 |
| Draw Down(%) | NA | 4.09 | 16.34 | 16.34 | 29.91 | NA | NA | … | … | 0.84 | 4.09 | 16.34 | 2.43 | 10.98 | 4.54 | 14.43 | 6.56 | 18.76 | 25.04 | 8.61 | 7.47 | 25.89 | 12.76 | 10.18 | 9.78 | 8.41 | 5.10 | 12.34 | 21.56 |
| Yield(%) | NA | 1.65 | 1.95 | 1.60 | 1.42 | NA | NA | … | … | 0.02 | 1.72 | 1.78 | 2.45 | 1.14 | 0.99 | 1.90 | 1.44 | 0.59 | 1.09 | 1.19 | 3.01 | 0.47 | 1.24 | 2.31 | 1.47 | 0.93 | 3.30 | 1.31 | 1.47 |
Data as of 10/31/2019, 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 |
|---|---|---|---|---|
| Global Stock Market ETFs Tactical Asset Allocation Moderate |
-4.69%
Sep 2009 – Sep 2012 |
-2.95%
Jun 2011 – Jun 2016 |
0.16%
Sep 2009 – Sep 2019 |
6.33%
Dec 2004 – Dec 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Global Stock Market ETFs Tactical Asset Allocation Moderate |
33.63%
Oct 2004 – Oct 2007 |
27.49%
Dec 2002 – Dec 2007 |
13.91%
Mar 2001 – Mar 2011 |
10.01%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart