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 Most Popular ETF Index Funds Emerging Markets Tactical Asset Allocation Moderate | NA | 22.04% | 5.16% | 8.52% | 7.04% | 8.40% | 9.82% | … | … |
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 Most Popular ETF Index Funds Emerging Markets 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 (%) | -1.18 | 22.04 | 5.16 | 8.52 | 7.04 | 8.40 | 9.82 | … | … | 0.44 | 14.21 | 15.29 | -11.55 | 14.33 | 10.57 | 18.41 | -5.17 | 12.57 | 5.50 | 0.49 | 9.37 | 13.27 | 14.67 | 4.46 | 12.08 | 12.55 | 4.56 | 16.21 | 19.85 | 13.71 | 14.99 | 20.06 | -9.32 | 2.31 |
| Sharpe Ratio | NA | 0.99 | 0.15 | 0.44 | 0.51 | NA | NA | … | … | 0.04 | 0.90 | 1.44 | -0.94 | 1.64 | 0.52 | 2.34 | -0.64 | 2.29 | 0.62 | 0.05 | 1.40 | 1.88 | 1.95 | 0.33 | 0.93 | 1.04 | 0.32 | 0.81 | 1.23 | 1.22 | 1.33 | 2.01 | -1.52 | 0.01 |
| Standard Deviation(%) | NA | 8.43 | 10.36 | 12.63 | 10.64 | NA | NA | … | … | 8.56 | 8.45 | 7.64 | 13.82 | 8.73 | 19.99 | 7.25 | 10.12 | 5.21 | 8.47 | 9.06 | 6.69 | 7.03 | 7.50 | 13.41 | 12.85 | 11.92 | 11.43 | 16.37 | 13.50 | 9.43 | 10.59 | 9.62 | 6.86 | 0.05 |
| Draw Down(%) | NA | 5.05 | 16.37 | 21.93 | 21.93 | NA | NA | … | … | 0.69 | 5.05 | 5.83 | 16.85 | 4.94 | 21.93 | 3.17 | 12.41 | 2.11 | 5.39 | 7.57 | 4.87 | 4.79 | 5.44 | 10.07 | 8.80 | 7.02 | 12.83 | 9.24 | 14.55 | 6.48 | 10.97 | 9.28 | 10.74 | 0.00 |
| Yield(%) | NA | 2.40 | 2.06 | 1.93 | 1.94 | NA | NA | … | … | NA | 1.59 | 2.35 | 1.80 | 0.88 | 1.95 | 2.35 | 1.66 | 1.81 | 1.99 | 2.05 | 2.21 | 2.08 | 2.79 | 3.16 | 2.17 | 3.95 | 4.29 | 3.16 | 2.85 | 2.51 | 2.20 | 1.60 | 2.03 | 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 Most Popular ETF Index Funds Emerging Markets Tactical Asset Allocation Moderate |
2.53%
Mar 2017 – Mar 2020 |
3.19%
Mar 2015 – Mar 2020 |
5.99%
Oct 2013 – Oct 2023 |
7.02%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Four Core Asset Most Popular ETF Index Funds Emerging Markets Tactical Asset Allocation Moderate |
22.00%
Apr 2003 – Apr 2006 |
18.73%
Mar 2003 – Mar 2008 |
14.19%
Apr 2003 – Apr 2013 |
11.89%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart