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 | NA | -5.80% | 4.47% | 2.36% | 3.85% | 3.52% | NA | … | … |
Data as of 01/31/2023, Common starting date is 12/31/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CNBC Model ETF Diversified Global Core Portfolio | 12/31/2007 | 04/28/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.07 | -5.80 | 4.47 | 2.36 | 3.85 | 3.52 | NA | … | … | 0.53 | -12.98 | 8.81 | 10.81 | 17.21 | -10.49 | 17.56 | 6.05 | -6.32 | -0.19 | 9.29 | 12.47 | -4.10 | 10.65 | 27.11 | -29.04 | 0.00 |
| Sharpe Ratio | NA | -0.55 | 0.40 | 0.07 | 0.21 | NA | NA | … | … | -0.06 | -0.95 | 0.90 | 0.50 | 1.91 | -1.11 | 3.15 | 0.53 | -0.57 | -0.03 | 1.03 | 1.15 | -0.24 | 0.71 | 1.22 | -1.09 | NA |
| Standard Deviation(%) | NA | 16.34 | 13.25 | 14.09 | 11.93 | NA | NA | … | … | 17.08 | 15.14 | 9.74 | 20.97 | 8.26 | 10.59 | 5.38 | 10.97 | 11.13 | 7.40 | 8.98 | 10.84 | 17.40 | 14.96 | 22.22 | 27.54 | NA |
| Draw Down(%) | NA | 14.80 | 20.83 | 24.44 | 24.44 | NA | NA | … | … | 10.64 | 19.95 | 4.90 | 24.44 | 4.92 | 17.21 | 1.78 | 8.36 | 14.62 | 7.29 | 7.99 | 10.18 | 17.71 | 11.62 | 19.85 | 40.55 | 0.00 |
| Yield(%) | NA | 1.79 | 1.51 | 1.14 | 1.16 | NA | NA | … | … | 0.26 | 1.65 | 1.53 | 0.90 | 0.71 | 0.51 | 0.49 | 1.12 | 1.24 | 2.08 | 1.43 | 1.32 | 2.32 | 2.13 | 2.37 | 1.82 | 0.00 |
Data as of 01/31/2023, 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 |
-1.49%
Jan 2013 – Jan 2016 |
0.23%
Mar 2015 – Mar 2020 |
2.78%
Mar 2010 – Mar 2020 |
3.14%
Mar 2008 – Mar 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CNBC Model ETF Diversified Global Core Portfolio |
19.64%
Feb 2009 – Feb 2012 |
14.11%
Feb 2009 – Feb 2014 |
8.09%
Feb 2009 – Feb 2019 |
3.52%
Jan 2008 – Jan 2023 |
Annualized Rolling Returns Comparison Chart