Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CNBC Model ETF Diversified Global Core Portfolio Tactical Asset Allocation Moderate | NA | 18.24% | 6.68% | 9.40% | 6.47% | 8.00% | NA | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CNBC Model ETF Diversified Global Core Portfolio Tactical Asset Allocation Moderate | 12/31/2007 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.24 | 18.24 | 6.68 | 9.40 | 6.47 | 8.00 | NA | … | … | 0.63 | 13.99 | 8.76 | 0.23 | 9.61 | 12.71 | 18.94 | -10.33 | 6.66 | 7.56 | -0.38 | 9.57 | 14.27 | 12.68 | 4.32 | 13.24 | 12.72 | 1.78 | 0.00 |
| Sharpe Ratio | NA | 0.97 | 0.38 | 0.51 | 0.46 | NA | NA | … | … | 0.06 | 0.84 | 0.61 | -0.10 | 1.03 | 0.58 | 2.50 | -1.21 | 1.36 | 0.87 | -0.05 | 1.36 | 1.95 | 1.65 | 0.34 | 1.15 | 1.19 | 0.09 | NA |
| Standard Deviation(%) | NA | 8.76 | 9.61 | 12.83 | 10.64 | NA | NA | … | … | 9.22 | 8.79 | 7.36 | 12.07 | 9.31 | 21.43 | 7.02 | 9.58 | 4.44 | 8.41 | 8.87 | 7.04 | 7.32 | 7.66 | 12.54 | 11.39 | 10.57 | 9.85 | NA |
| Draw Down(%) | NA | 4.99 | 11.82 | 22.52 | 22.52 | NA | NA | … | … | 0.71 | 4.99 | 5.46 | 11.82 | 4.52 | 22.52 | 3.30 | 17.30 | 2.59 | 5.99 | 8.02 | 4.27 | 5.40 | 5.47 | 11.20 | 7.21 | 4.70 | 10.38 | 0.00 |
| Yield(%) | NA | 2.25 | 1.88 | 1.77 | 1.87 | NA | NA | … | … | NA | 1.51 | 2.21 | 1.67 | 0.67 | 1.85 | 2.60 | 1.53 | 2.12 | 1.59 | 2.17 | 2.10 | 2.07 | 2.89 | 1.98 | 2.57 | 3.56 | 3.90 | 0.00 |
Data as of 10/31/2024, Common starting date is 12/31/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CNBC Model ETF Diversified Global Core Portfolio Tactical Asset Allocation Moderate |
-0.10%
Mar 2017 – Mar 2020 |
1.06%
Mar 2015 – Mar 2020 |
5.67%
Mar 2010 – Mar 2020 |
7.09%
Feb 2008 – Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CNBC Model ETF Diversified Global Core Portfolio Tactical Asset Allocation Moderate |
13.96%
May 2019 – May 2022 |
13.09%
Jun 2009 – Jun 2014 |
8.40%
Jan 2008 – Jan 2018 |
8.48%
Jun 2009 – Jun 2024 |
Annualized Rolling Returns Comparison Chart