Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Five Core Asset Mutual Fund Benchmark Tactical Asset Allocation Moderate | NA | 26.40% | 1.11% | 5.84% | 4.27% | 5.68% | 7.25% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Five Core Asset Mutual Fund Benchmark 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 (%) | -1.45 | 26.40 | 1.11 | 5.84 | 4.27 | 5.68 | 7.25 | … | … | -0.34 | 8.68 | 14.07 | -19.59 | 13.98 | 13.94 | 7.08 | -5.12 | 13.21 | 4.86 | -4.91 | 4.64 | 11.02 | 7.51 | 3.64 | 13.47 | 19.35 | -5.27 | 18.66 | 15.46 | 10.99 | 11.39 | 23.25 | 7.20 | 7.93 |
| Sharpe Ratio | NA | 0.33 | -0.28 | 0.24 | 0.26 | NA | NA | … | … | -0.04 | 0.23 | 0.92 | -1.31 | 1.62 | 1.61 | 1.10 | -0.93 | 2.68 | 0.79 | -0.87 | 0.78 | 1.61 | 1.43 | 0.41 | 1.05 | 1.86 | -0.98 | 1.26 | 1.27 | 1.21 | 1.16 | 4.07 | 1.10 | 1.27 |
| Standard Deviation(%) | NA | 8.98 | 12.30 | 10.98 | 8.75 | NA | NA | … | … | 9.32 | 9.07 | 10.73 | 16.04 | 8.59 | 8.51 | 5.15 | 6.95 | 4.69 | 5.87 | 5.70 | 5.93 | 6.83 | 5.22 | 8.86 | 12.80 | 10.37 | 6.33 | 12.48 | 9.57 | 7.31 | 9.00 | 5.55 | 5.56 | 4.43 |
| Draw Down(%) | NA | 5.42 | 22.51 | 24.41 | 24.41 | NA | NA | … | … | 0.99 | 5.42 | 10.29 | 24.41 | 4.52 | 8.60 | 3.01 | 11.46 | 2.00 | 4.87 | 8.61 | 6.37 | 6.98 | 3.92 | 7.78 | 8.48 | 5.28 | 9.01 | 9.18 | 13.27 | 5.79 | 12.64 | 2.52 | 7.30 | 3.30 |
| Yield(%) | NA | 3.09 | 2.49 | 2.38 | 2.30 | NA | NA | … | … | NA | 0.86 | 2.90 | 2.06 | 1.64 | 2.07 | 2.99 | 1.96 | 0.23 | 3.11 | 2.62 | 3.13 | 1.98 | 3.13 | 2.81 | 3.30 | 4.16 | 3.33 | 3.73 | 3.48 | 3.52 | 3.14 | 5.24 | 4.46 | 7.14 |
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 |
|---|---|---|---|---|
| Five Core Asset Mutual Fund Benchmark Tactical Asset Allocation Moderate |
-1.09%
Apr 2021 – Apr 2024 |
0.90%
Sep 2017 – Sep 2022 |
2.39%
Oct 2013 – Oct 2023 |
4.32%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Five Core Asset Mutual Fund Benchmark Tactical Asset Allocation Moderate |
19.52%
Oct 2004 – Oct 2007 |
17.32%
Oct 2002 – Oct 2007 |
12.42%
Apr 2001 – Apr 2011 |
9.79%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart