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 REITs Tactical Asset Allocation Moderate | NA | 22.09% | 3.90% | 7.80% | 7.25% | 8.74% | 9.06% | … | … |
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 REITs 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 (%) | -1.36 | 22.09 | 3.90 | 7.80 | 7.25 | 8.74 | 9.06 | … | … | 0.48 | 10.55 | 13.13 | -12.72 | 16.47 | 11.39 | 18.61 | -4.35 | 13.20 | 8.63 | -0.89 | 7.63 | 13.38 | 12.68 | 5.11 | 17.27 | 17.87 | 0.28 | 8.34 | 19.53 | 5.46 | 12.03 | 22.51 | 3.37 | 1.20 |
| Sharpe Ratio | NA | 0.61 | -0.01 | 0.38 | 0.51 | NA | NA | … | … | 0.05 | 0.47 | 1.15 | -1.03 | 1.87 | 0.57 | 2.80 | -0.62 | 3.11 | 1.08 | -0.10 | 1.10 | 1.91 | 1.77 | 0.34 | 1.35 | 1.61 | -0.11 | 0.51 | 2.15 | 0.48 | 1.42 | 4.00 | 0.46 | -0.20 |
| Standard Deviation(%) | NA | 8.40 | 10.29 | 12.46 | 10.28 | NA | NA | … | … | 8.42 | 8.45 | 7.73 | 13.69 | 8.79 | 19.47 | 6.15 | 9.20 | 4.05 | 7.80 | 9.01 | 6.93 | 7.00 | 7.14 | 15.15 | 12.70 | 11.02 | 5.74 | 10.43 | 7.55 | 6.84 | 7.78 | 5.45 | 4.88 | 5.49 |
| Draw Down(%) | NA | 5.05 | 15.61 | 22.08 | 22.08 | NA | NA | … | … | 0.66 | 5.05 | 6.65 | 17.44 | 4.25 | 22.08 | 2.94 | 11.24 | 1.48 | 5.45 | 9.72 | 5.60 | 7.43 | 4.82 | 11.82 | 7.36 | 4.75 | 5.43 | 6.32 | 5.96 | 4.87 | 9.93 | 2.07 | 3.58 | 5.98 |
| Yield(%) | NA | 2.15 | 2.20 | 2.12 | 2.33 | NA | NA | … | … | NA | 1.34 | 2.43 | 1.78 | 2.01 | 1.95 | 2.94 | 1.90 | 2.38 | 2.49 | 2.41 | 3.01 | 2.03 | 3.14 | 2.77 | 2.92 | 4.64 | 4.38 | 3.51 | 3.97 | 3.55 | 3.03 | 5.46 | 6.07 | 5.47 |
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 REITs Tactical Asset Allocation Moderate |
2.97%
Dec 2021 – Dec 2024 |
3.59%
Mar 2015 – Mar 2020 |
5.91%
Oct 2013 – Oct 2023 |
7.52%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Four Core Asset Index Funds REITs Tactical Asset Allocation Moderate |
16.51%
Jun 2009 – Jun 2012 |
14.44%
Jun 2009 – Jun 2014 |
12.31%
Apr 2003 – Apr 2013 |
10.79%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart