Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Four Core Asset Index Funds Emerging Market Tactical Asset Allocation Moderate | NA | 22.01% | 3.30% | 7.18% | 6.17% | 7.81% | 9.70% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Four Core Asset Index Funds Emerging Market 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 (%) | -0.96 | 22.01 | 3.30 | 7.18 | 6.17 | 7.81 | 9.70 | … | … | 0.49 | 11.75 | 15.05 | -14.33 | 13.53 | 9.92 | 17.81 | -6.30 | 12.57 | 6.28 | -0.48 | 8.97 | 14.05 | 14.01 | 3.84 | 12.71 | 15.96 | 0.34 | 20.69 | 20.98 | 16.11 | 17.15 | 32.03 | 2.10 | -0.36 |
| Sharpe Ratio | NA | 0.74 | 0.00 | 0.34 | 0.44 | NA | NA | … | … | 0.05 | 0.60 | 1.42 | -1.09 | 1.53 | 0.54 | 2.36 | -0.80 | 2.68 | 0.77 | -0.06 | 1.32 | 2.02 | 1.78 | 0.28 | 1.12 | 1.56 | -0.10 | 1.30 | 1.63 | 1.93 | 1.77 | 5.29 | 0.21 | -0.45 |
| Standard Deviation(%) | NA | 8.57 | 10.65 | 12.21 | 10.20 | NA | NA | … | … | 8.63 | 8.62 | 7.61 | 14.41 | 8.86 | 18.02 | 6.96 | 9.47 | 4.45 | 7.90 | 8.79 | 6.80 | 6.93 | 7.82 | 13.54 | 11.28 | 10.18 | 5.74 | 13.57 | 10.86 | 7.23 | 9.14 | 5.92 | 4.73 | 5.86 |
| Draw Down(%) | NA | 5.05 | 18.05 | 21.45 | 21.45 | NA | NA | … | … | 0.67 | 5.05 | 6.31 | 19.02 | 4.98 | 21.45 | 3.24 | 13.45 | 1.81 | 5.90 | 8.03 | 4.97 | 4.83 | 5.83 | 11.00 | 8.49 | 5.83 | 5.43 | 9.94 | 14.64 | 5.64 | 10.80 | 2.30 | 3.17 | 9.30 |
| Yield(%) | NA | 2.15 | 2.04 | 2.00 | 2.08 | NA | NA | … | … | NA | 1.34 | 2.31 | 1.63 | 1.48 | 2.09 | 2.41 | 1.61 | 2.68 | 2.27 | 2.00 | 2.13 | 1.94 | 2.85 | 2.28 | 2.39 | 4.40 | 4.38 | 3.98 | 3.84 | 3.79 | 3.89 | 5.62 | 5.82 | 5.36 |
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 |
|---|---|---|---|---|
| Four Core Asset Index Funds Emerging Market Tactical Asset Allocation Moderate |
1.71%
Mar 2017 – Mar 2020 |
2.60%
Mar 2015 – Mar 2020 |
5.07%
Oct 2013 – Oct 2023 |
6.52%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Four Core Asset Index Funds Emerging Market Tactical Asset Allocation Moderate |
24.59%
Apr 2003 – Apr 2006 |
21.99%
Oct 2002 – Oct 2007 |
15.19%
Apr 2003 – Apr 2013 |
12.84%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart