Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Six Core Asset Mutual Fund Benchmark Tactical Asset Allocation Moderate | NA | 11.76% | -0.17% | 5.20% | 2.84% | 4.38% | 6.60% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Six 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 (%) | -1.01 | 11.76 | -0.17 | 5.20 | 2.84 | 4.38 | 6.60 | … | … | -0.36 | 0.08 | 3.29 | -8.73 | 13.25 | 13.94 | 7.09 | -8.91 | 6.31 | 4.43 | -4.91 | 4.64 | 11.02 | 8.60 | -1.47 | 12.68 | 18.85 | -2.43 | 22.85 | 15.81 | 10.99 | 10.59 | 21.97 | 6.00 | 6.11 |
| Sharpe Ratio | NA | -0.72 | -0.53 | 0.14 | 0.06 | NA | NA | … | … | -0.11 | -0.83 | -0.10 | -0.73 | 1.45 | 1.61 | 1.10 | -1.32 | 1.21 | 0.65 | -0.87 | 0.78 | 1.61 | 1.68 | -0.16 | 0.93 | 1.85 | -0.36 | 1.70 | 1.34 | 1.21 | 1.09 | 4.22 | 0.93 | 1.03 |
| Standard Deviation(%) | NA | 7.80 | 10.72 | 10.01 | 8.28 | NA | NA | … | … | 3.86 | 7.83 | 9.65 | 13.88 | 9.11 | 8.51 | 5.15 | 7.75 | 4.70 | 6.53 | 5.70 | 5.93 | 6.83 | 5.09 | 9.66 | 13.54 | 10.16 | 9.33 | 11.67 | 9.34 | 7.31 | 8.88 | 5.04 | 5.27 | 3.70 |
| Draw Down(%) | NA | 6.85 | 16.89 | 16.89 | 16.89 | NA | NA | … | … | 0.64 | 6.85 | 8.36 | 16.53 | 4.65 | 8.60 | 3.01 | 15.08 | 2.38 | 7.02 | 8.61 | 6.37 | 6.98 | 3.92 | 11.46 | 9.40 | 5.29 | 12.38 | 9.35 | 12.98 | 5.79 | 12.84 | 1.90 | 7.34 | 2.94 |
| Yield(%) | NA | 4.12 | 2.57 | 2.41 | 2.26 | NA | NA | … | … | NA | 0.74 | 3.83 | 1.93 | 1.40 | 2.07 | 2.99 | 1.53 | 0.22 | 3.04 | 2.62 | 3.13 | 1.98 | 3.22 | 1.77 | 2.89 | 3.52 | 1.94 | 3.66 | 3.46 | 3.52 | 3.18 | 4.63 | 3.80 | 5.99 |
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 |
|---|---|---|---|---|
| Six Core Asset Mutual Fund Benchmark Tactical Asset Allocation Moderate |
-1.92%
Dec 2021 – Dec 2024 |
-0.41%
Aug 2014 – Aug 2019 |
2.21%
Jun 2014 – Jun 2024 |
3.82%
Dec 2009 – Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Six Core Asset Mutual Fund Benchmark Tactical Asset Allocation Moderate |
19.87%
Oct 2004 – Oct 2007 |
17.00%
May 2003 – May 2008 |
12.70%
Apr 2001 – Apr 2011 |
9.30%
Jul 2001 – Jul 2016 |
Annualized Rolling Returns Comparison Chart