Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Three Core Asset ETFs Tactical Asset Allocation Moderate | NA | 25.49% | 6.15% | 8.62% | 5.85% | 5.52% | 5.58% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Three Core Asset ETFs 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 (%) | -1.05 | 25.49 | 6.15 | 8.62 | 5.85 | 5.52 | 5.58 | … | … | 0.45 | 17.66 | 16.94 | -11.92 | 13.91 | 10.03 | 6.65 | -2.94 | 14.97 | 5.52 | -5.58 | 0.62 | 13.42 | 2.80 | 5.38 | -0.97 | 6.98 | -0.86 | 8.31 | 8.82 | 4.77 | 7.49 | 15.61 | 1.11 | 2.31 |
| Sharpe Ratio | NA | 1.41 | 0.29 | 0.59 | 0.53 | NA | NA | … | … | 0.04 | 1.31 | 1.57 | -0.90 | 1.66 | 0.85 | 1.35 | -0.55 | 3.39 | 1.20 | -1.07 | 0.09 | 1.79 | 0.52 | 0.70 | -0.10 | 0.87 | -0.54 | 0.53 | 0.86 | 0.40 | 0.97 | 2.20 | 0.01 | 0.01 |
| Standard Deviation(%) | NA | 8.42 | 10.92 | 10.60 | 8.38 | NA | NA | … | … | 9.49 | 8.42 | 8.10 | 14.85 | 8.39 | 11.55 | 3.89 | 7.72 | 4.23 | 4.41 | 5.26 | 6.41 | 7.50 | 5.29 | 7.66 | 10.54 | 7.91 | 3.31 | 9.94 | 6.47 | 6.51 | 6.76 | 6.79 | 0.01 | 0.05 |
| Draw Down(%) | NA | 5.61 | 14.89 | 15.91 | 15.91 | NA | NA | … | … | 0.74 | 5.61 | 6.30 | 15.91 | 3.40 | 13.02 | 2.93 | 8.60 | 1.29 | 2.78 | 7.16 | 6.23 | 5.76 | 3.59 | 4.71 | 11.12 | 4.16 | 3.47 | 6.53 | 5.39 | 4.34 | 4.54 | 2.64 | 0.00 | 0.00 |
| Yield(%) | NA | 2.84 | 1.99 | 2.09 | 2.14 | NA | NA | … | … | NA | 0.97 | 2.83 | 1.34 | 1.33 | 1.72 | 2.99 | 1.62 | 2.38 | 2.35 | 1.97 | 2.62 | 1.88 | 2.46 | 1.82 | 2.58 | 2.76 | 1.61 | 2.42 | 2.56 | 1.94 | 1.52 | 1.19 | 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 |
|---|---|---|---|---|
| Three Core Asset ETFs Tactical Asset Allocation Moderate |
-0.06%
Oct 2007 – Oct 2010 |
1.93%
Oct 2007 – Oct 2012 |
2.96%
Mar 2010 – Mar 2020 |
3.34%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Three Core Asset ETFs Tactical Asset Allocation Moderate |
10.73%
Apr 2003 – Apr 2006 |
9.60%
Nov 2019 – Nov 2024 |
6.27%
Apr 2003 – Apr 2013 |
5.87%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart