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 Strategic Asset Allocation – Equal Weight Moderate | NA | 21.10% | 3.09% | 6.35% | 5.74% | 7.17% | 6.49% | … | … |
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 Strategic Asset Allocation – Equal Weight 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 (%) | -1.23 | 21.10 | 3.09 | 6.35 | 5.74 | 7.17 | 6.49 | … | … | -0.10 | 8.21 | 12.82 | -12.52 | 13.13 | 8.76 | 19.31 | -6.26 | 10.00 | 7.56 | -1.52 | 8.27 | 9.56 | 12.35 | 2.03 | 13.72 | 22.94 | -23.17 | 4.08 | 17.00 | 7.78 | 14.58 | 23.44 | -2.92 | 0.67 |
| Sharpe Ratio | NA | 0.33 | -0.14 | 0.26 | 0.38 | NA | NA | … | … | -0.02 | 0.22 | 1.03 | -1.05 | 1.75 | 0.43 | 2.96 | -0.91 | 1.92 | 0.88 | -0.19 | 1.36 | 1.25 | 1.69 | 0.13 | 1.10 | 1.00 | -0.90 | 0.10 | 1.85 | 0.80 | 1.82 | 3.18 | -0.42 | -0.20 |
| Standard Deviation(%) | NA | 7.29 | 9.96 | 12.22 | 10.05 | NA | NA | … | … | 6.81 | 7.38 | 8.35 | 13.18 | 7.50 | 19.78 | 6.05 | 8.30 | 4.89 | 8.32 | 8.05 | 6.08 | 7.64 | 7.29 | 14.89 | 12.37 | 22.93 | 26.65 | 11.10 | 7.42 | 7.03 | 7.51 | 7.16 | 9.54 | 8.25 |
| Draw Down(%) | NA | 4.08 | 17.26 | 24.17 | 24.17 | NA | NA | … | … | 0.54 | 3.91 | 7.66 | 18.09 | 3.70 | 24.17 | 2.64 | 10.62 | 2.50 | 5.60 | 8.70 | 4.40 | 8.13 | 5.55 | 12.82 | 8.16 | 20.51 | 37.39 | 7.27 | 6.06 | 4.41 | 8.58 | 5.78 | 13.08 | 10.43 |
| Yield(%) | NA | 3.53 | 2.62 | 2.61 | 2.43 | NA | NA | … | … | NA | 0.96 | 3.56 | 1.87 | 1.76 | 2.34 | 3.05 | 1.89 | 0.60 | 3.39 | 2.72 | 2.64 | 2.36 | 3.23 | 3.06 | 3.07 | 3.93 | 3.48 | 3.60 | 3.44 | 3.62 | 3.57 | 4.19 | 4.23 | 4.49 |
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 Strategic Asset Allocation – Equal Weight Moderate |
-8.87%
Feb 2006 – Feb 2009 |
-1.25%
Feb 2004 – Feb 2009 |
4.52%
Oct 2013 – Oct 2023 |
4.38%
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 Strategic Asset Allocation – Equal Weight Moderate |
21.43%
Feb 2009 – Feb 2012 |
16.32%
Feb 2009 – Feb 2014 |
10.18%
Feb 2009 – Feb 2019 |
8.96%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart