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 ETFs (EM) Tactical Asset Allocation Moderate | NA | 19.94% | 1.32% | 5.09% | 3.66% | 4.11% | 6.37% | … | … |
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 ETFs (EM) 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 (%) | -0.99 | 19.94 | 1.32 | 5.09 | 3.66 | 4.11 | 6.37 | … | … | 0.57 | 11.84 | 8.66 | -12.85 | 7.99 | 11.97 | 3.15 | -4.19 | 13.51 | 8.47 | -6.78 | 2.11 | 13.35 | 2.92 | 1.56 | 2.30 | 17.65 | -2.39 | 16.33 | 19.52 | 15.90 | 8.03 | 15.20 | 1.11 | 2.31 |
| Sharpe Ratio | NA | 0.78 | -0.21 | 0.28 | 0.28 | NA | NA | … | … | 0.06 | 0.64 | 0.61 | -1.47 | 0.93 | 0.99 | 0.34 | -0.75 | 2.37 | 1.43 | -1.26 | 0.32 | 1.78 | 0.52 | 0.18 | 0.19 | 1.48 | -0.32 | 0.81 | 0.98 | 1.33 | 0.97 | 2.14 | 0.01 | 0.01 |
| Standard Deviation(%) | NA | 8.15 | 8.44 | 9.24 | 7.75 | NA | NA | … | … | 8.93 | 8.17 | 7.21 | 9.67 | 8.58 | 11.83 | 5.11 | 7.34 | 5.44 | 5.78 | 5.42 | 6.51 | 7.50 | 5.51 | 8.38 | 11.66 | 11.85 | 10.38 | 16.51 | 16.60 | 10.33 | 7.32 | 6.79 | 0.01 | 0.05 |
| Draw Down(%) | NA | 5.05 | 16.03 | 16.67 | 16.67 | NA | NA | … | … | 0.71 | 5.05 | 6.72 | 13.48 | 4.53 | 12.58 | 4.48 | 10.41 | 2.03 | 3.63 | 8.09 | 5.88 | 5.54 | 3.70 | 5.42 | 9.62 | 5.60 | 12.47 | 9.43 | 18.02 | 6.96 | 5.73 | 2.74 | 0.00 | 0.00 |
| Yield(%) | NA | 3.57 | 2.68 | 2.46 | 2.32 | NA | NA | … | … | NA | 1.21 | 3.20 | 2.22 | 1.65 | 1.73 | 2.82 | 1.67 | 0.82 | 3.60 | 2.22 | 2.77 | 1.88 | 2.92 | 1.81 | 2.77 | 3.93 | 3.27 | 2.63 | 1.83 | 1.63 | 0.91 | 0.81 | 1.11 | 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 ETFs (EM) Tactical Asset Allocation Moderate |
-0.08%
Apr 2021 – Apr 2024 |
0.25%
Jan 2018 – Jan 2023 |
2.22%
Oct 2013 – Oct 2023 |
3.41%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Four Core Asset ETFs (EM) Tactical Asset Allocation Moderate |
20.93%
Oct 2004 – Oct 2007 |
15.91%
Oct 2002 – Oct 2007 |
9.95%
Aug 2004 – Aug 2014 |
8.49%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart