Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Five Core Asset Most Popular ETF Index Funds Tactical Asset Allocation Moderate | NA | 21.37% | 4.87% | 8.14% | 7.01% | 8.35% | 9.37% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Five Core Asset Most Popular ETF 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 (%) | -1.49 | 21.37 | 4.87 | 8.14 | 7.01 | 8.35 | 9.37 | … | … | 0.44 | 12.79 | 15.32 | -12.82 | 15.84 | 10.79 | 17.61 | -3.80 | 12.57 | 5.67 | -0.53 | 6.98 | 10.50 | 13.29 | 4.68 | 18.40 | 12.13 | 4.51 | 15.04 | 17.62 | 10.12 | 11.52 | 28.86 | 1.39 | 8.21 |
| Sharpe Ratio | NA | 0.83 | 0.10 | 0.42 | 0.50 | NA | NA | … | … | 0.04 | 0.74 | 1.45 | -1.07 | 1.77 | 0.53 | 2.56 | -0.53 | 2.29 | 0.65 | -0.06 | 1.06 | 1.46 | 1.93 | 0.32 | 1.39 | 0.93 | 0.31 | 0.80 | 1.23 | 0.88 | 1.04 | 3.80 | 0.05 | 0.96 |
| Standard Deviation(%) | NA | 8.33 | 10.06 | 12.49 | 10.43 | NA | NA | … | … | 8.54 | 8.35 | 7.66 | 13.23 | 8.94 | 19.85 | 6.33 | 9.57 | 5.21 | 8.38 | 8.97 | 6.59 | 7.18 | 6.85 | 14.39 | 13.22 | 12.90 | 11.43 | 14.99 | 11.68 | 9.05 | 10.15 | 7.40 | 5.86 | 6.17 |
| Draw Down(%) | NA | 5.04 | 16.29 | 21.78 | 21.78 | NA | NA | … | … | 0.69 | 5.04 | 5.83 | 17.54 | 4.94 | 21.78 | 3.12 | 10.45 | 2.11 | 5.79 | 8.90 | 5.78 | 7.15 | 4.81 | 11.56 | 8.29 | 7.02 | 12.83 | 9.28 | 12.65 | 5.66 | 13.53 | 2.23 | 6.86 | 5.13 |
| Yield(%) | NA | 2.53 | 2.19 | 2.01 | 2.13 | NA | NA | … | … | NA | 1.71 | 2.34 | 1.81 | 1.18 | 1.96 | 2.79 | 1.68 | 1.81 | 2.48 | 2.48 | 2.49 | 2.16 | 3.05 | 3.15 | 2.98 | 4.27 | 4.29 | 3.44 | 3.19 | 2.93 | 2.38 | 2.47 | 3.12 | 2.98 |
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 |
|---|---|---|---|---|
| Five Core Asset Most Popular ETF Index Funds Tactical Asset Allocation Moderate |
2.85%
Mar 2017 – Mar 2020 |
3.00%
Mar 2015 – Mar 2020 |
5.52%
Sep 2012 – Sep 2022 |
7.03%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Five Core Asset Most Popular ETF Index Funds Tactical Asset Allocation Moderate |
18.88%
Mar 2003 – Mar 2006 |
17.21%
Oct 2002 – Oct 2007 |
13.69%
Apr 2003 – Apr 2013 |
11.41%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart