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 ETF Index Funds Emerging Markets Strategic Asset Allocation – Equal Weight Moderate | NA | 18.79% | 3.37% | 7.08% | 5.69% | 6.21% | 6.34% | … | … |
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 ETF Index Funds Emerging Markets 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 (%) | -0.99 | 18.79 | 3.37 | 7.08 | 5.69 | 6.21 | 6.34 | … | … | 0.05 | 10.12 | 12.10 | -10.12 | 6.98 | 14.11 | 17.63 | -7.90 | 15.48 | 7.54 | -3.53 | 2.96 | 7.53 | 13.01 | -4.54 | 12.42 | 30.66 | -26.53 | 13.99 | 14.36 | 9.78 | 8.30 | 18.67 | -5.42 | 2.31 |
| Sharpe Ratio | NA | 0.56 | -0.04 | 0.30 | 0.39 | NA | NA | … | … | 0.00 | 0.47 | 1.05 | -0.90 | 0.78 | 0.68 | 2.28 | -0.89 | 2.85 | 0.71 | -0.37 | 0.39 | 0.91 | 1.40 | -0.28 | 0.94 | 1.56 | -1.00 | 0.82 | 1.10 | 0.95 | 0.97 | 1.72 | -0.51 | 0.01 |
| Standard Deviation(%) | NA | 7.54 | 9.63 | 12.41 | 10.74 | NA | NA | … | … | 5.59 | 7.58 | 7.49 | 12.83 | 8.93 | 20.31 | 7.12 | 10.32 | 5.22 | 10.40 | 9.52 | 7.47 | 8.25 | 9.28 | 16.12 | 13.09 | 19.60 | 27.52 | 13.41 | 10.06 | 7.99 | 7.60 | 10.44 | 12.84 | 0.05 |
| Draw Down(%) | NA | 4.51 | 16.68 | 21.57 | 21.57 | NA | NA | … | … | 0.53 | 4.51 | 6.47 | 16.68 | 4.61 | 21.57 | 4.00 | 14.50 | 1.54 | 6.64 | 11.42 | 5.97 | 7.24 | 8.07 | 15.44 | 9.42 | 16.82 | 38.69 | 8.37 | 10.56 | 5.08 | 5.95 | 8.26 | 13.07 | 0.00 |
| Yield(%) | NA | 3.66 | 2.70 | 2.68 | 2.37 | NA | NA | … | … | NA | 1.00 | 3.58 | 2.02 | 2.14 | 1.87 | 3.09 | 1.62 | 0.62 | 3.08 | 2.65 | 2.52 | 2.00 | 2.24 | 2.48 | 2.78 | 2.85 | 2.95 | 2.30 | 1.97 | 1.42 | 0.91 | 0.77 | 1.02 | 2.31 |
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 ETF Index Funds Emerging Markets Strategic Asset Allocation – Equal Weight Moderate |
-6.52%
Feb 2006 – Feb 2009 |
-0.25%
Feb 2004 – Feb 2009 |
3.87%
Oct 2007 – Oct 2017 |
3.58%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Four Core Asset ETF Index Funds Emerging Markets Strategic Asset Allocation – Equal Weight Moderate |
19.36%
Feb 2009 – Feb 2012 |
13.85%
Oct 2002 – Oct 2007 |
8.71%
Feb 2009 – Feb 2019 |
8.09%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart