Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FolioInvesting Basic Allocation Folios ETF Plan Tactical Asset Allocation Moderate | NA | 21.25% | 4.23% | 8.14% | 7.11% | 8.63% | NA | … | … |
Data as of 10/31/2024, Common starting date is 10/07/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FolioInvesting Basic Allocation Folios ETF Plan Tactical Asset Allocation Moderate | 10/07/2005 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.45 | 21.25 | 4.23 | 8.14 | 7.11 | 8.63 | NA | … | … | 0.47 | 9.92 | 12.79 | -11.08 | 17.78 | 11.41 | 16.90 | -2.41 | 11.39 | 7.45 | -1.67 | 7.19 | 13.11 | 11.37 | 5.59 | 18.85 | 14.41 | 4.38 | 6.86 | 20.61 | 3.89 |
| Sharpe Ratio | NA | 0.52 | 0.01 | 0.40 | 0.48 | NA | NA | … | … | 0.05 | 0.39 | 1.03 | -0.93 | 1.95 | 0.53 | 2.46 | -0.41 | 2.46 | 0.86 | -0.18 | 1.01 | 1.75 | 1.51 | 0.36 | 1.43 | 1.17 | 0.30 | 0.37 | 2.07 | 0.42 |
| Standard Deviation(%) | NA | 8.49 | 10.29 | 12.97 | 10.68 | NA | NA | … | … | 7.85 | 8.55 | 8.27 | 13.33 | 9.11 | 20.90 | 6.31 | 9.00 | 4.37 | 8.41 | 9.50 | 7.10 | 7.46 | 7.49 | 15.53 | 13.15 | 12.20 | 11.42 | 10.40 | 8.37 | 7.86 |
| Draw Down(%) | NA | 4.74 | 14.22 | 23.66 | 23.66 | NA | NA | … | … | 0.58 | 4.74 | 7.42 | 15.96 | 4.21 | 23.66 | 3.29 | 10.46 | 2.10 | 6.35 | 10.08 | 6.15 | 7.71 | 5.09 | 12.30 | 7.17 | 5.36 | 12.83 | 6.36 | 5.94 | 1.41 |
| Yield(%) | NA | 2.56 | 2.26 | 2.06 | 2.15 | NA | NA | … | … | NA | 1.71 | 2.36 | 1.84 | 1.42 | 1.90 | 2.47 | 2.65 | 2.20 | 2.03 | 1.96 | 2.00 | 1.87 | 2.50 | 2.77 | 2.48 | 3.93 | 4.29 | 3.31 | 3.00 | 1.14 |
Data as of 10/31/2024, Common starting date is 10/07/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FolioInvesting Basic Allocation Folios ETF Plan Tactical Asset Allocation Moderate |
2.13%
Mar 2017 – Mar 2020 |
2.48%
Mar 2015 – Mar 2020 |
5.82%
Oct 2013 – Oct 2023 |
7.53%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FolioInvesting Basic Allocation Folios ETF Plan Tactical Asset Allocation Moderate |
16.30%
Mar 2009 – Mar 2012 |
14.28%
Jun 2009 – Jun 2014 |
10.14%
Nov 2005 – Nov 2015 |
9.69%
Jul 2006 – Jul 2021 |
Annualized Rolling Returns Comparison Chart