Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Three Core Asset Index Funds Tactical Asset Allocation Moderate | NA | 23.77% | 4.13% | 8.37% | 7.35% | 8.82% | 8.99% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Three Core Asset Index Funds 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 (%) | -1.13 | 23.77 | 4.13 | 8.37 | 7.35 | 8.82 | 8.99 | … | … | 0.52 | 13.66 | 16.08 | -14.38 | 15.90 | 11.26 | 18.55 | -4.90 | 13.10 | 9.13 | -0.25 | 9.82 | 16.09 | 12.56 | 4.21 | 14.62 | 15.44 | 0.51 | 8.64 | 14.65 | 6.59 | 11.43 | 22.19 | 0.79 | -3.88 |
| Sharpe Ratio | NA | 0.94 | 0.08 | 0.41 | 0.54 | NA | NA | … | … | 0.05 | 0.80 | 1.57 | -1.02 | 1.70 | 0.56 | 2.46 | -0.64 | 3.07 | 1.12 | -0.03 | 1.41 | 2.30 | 1.60 | 0.31 | 1.38 | 1.68 | -0.07 | 0.54 | 1.48 | 0.72 | 1.51 | 3.36 | -0.06 | -0.81 |
| Standard Deviation(%) | NA | 8.77 | 11.13 | 12.99 | 10.68 | NA | NA | … | … | 9.51 | 8.81 | 7.54 | 15.39 | 9.35 | 19.56 | 6.96 | 9.74 | 4.06 | 7.95 | 8.75 | 6.94 | 6.98 | 7.83 | 13.65 | 10.54 | 9.14 | 5.73 | 10.54 | 7.67 | 6.11 | 6.95 | 6.41 | 5.51 | 7.60 |
| Draw Down(%) | NA | 5.05 | 18.07 | 22.20 | 22.20 | NA | NA | … | … | 0.74 | 5.05 | 6.31 | 19.15 | 3.87 | 22.20 | 3.24 | 12.49 | 1.55 | 5.87 | 7.78 | 4.36 | 4.85 | 5.83 | 10.90 | 7.51 | 4.42 | 5.43 | 6.68 | 8.41 | 4.75 | 6.65 | 2.75 | 5.08 | 10.92 |
| Yield(%) | NA | 2.15 | 2.04 | 1.99 | 2.05 | NA | NA | … | … | NA | 1.34 | 2.35 | 1.64 | 1.54 | 1.94 | 2.54 | 1.71 | 2.37 | 2.06 | 2.00 | 2.13 | 1.97 | 2.77 | 2.36 | 2.22 | 4.15 | 4.38 | 3.98 | 3.01 | 2.72 | 2.63 | 4.20 | 5.88 | 5.15 |
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 |
|---|---|---|---|---|
| Three Core Asset Index Funds Tactical Asset Allocation Moderate |
2.70%
Mar 2017 – Mar 2020 |
3.83%
Mar 2015 – Mar 2020 |
6.17%
Oct 2013 – Oct 2023 |
7.26%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Three Core Asset Index Funds Tactical Asset Allocation Moderate |
15.19%
Dec 2018 – Dec 2021 |
13.88%
Jun 2009 – Jun 2014 |
11.21%
Apr 2003 – Apr 2013 |
10.53%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart