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 ETF Benchmark With PTTRX-3USETfs-2REIT-2Comm Tactical Asset Allocation Moderate | NA | 0.21% | 8.73% | 4.28% | 4.46% | 5.67% | 6.27% | … | … |
Data as of 08/31/2022, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Six Core Asset ETF Benchmark With PTTRX-3USETfs-2REIT-2Comm Tactical Asset Allocation Moderate | 12/31/2000 | 11/21/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.11 | 0.21 | 8.73 | 4.28 | 4.46 | 5.67 | 6.27 | … | … | -4.94 | 15.63 | 11.91 | 5.15 | -7.83 | 8.54 | 2.44 | -5.41 | 3.42 | 11.44 | 12.81 | -2.51 | 12.32 | 22.32 | -7.59 | 22.15 | 13.72 | 6.39 | 4.68 | 3.45 | 7.54 | 0.07 |
| Sharpe Ratio | NA | -0.37 | 0.77 | 0.31 | 0.47 | NA | NA | … | … | -0.52 | 1.71 | 1.29 | 0.71 | -1.15 | 1.46 | 0.32 | -0.77 | 0.50 | 1.47 | 2.27 | -0.27 | 0.86 | 1.83 | -0.87 | 1.30 | 1.00 | 0.52 | 0.45 | 1.05 | 0.80 | -0.40 |
| Standard Deviation(%) | NA | 11.69 | 9.79 | 8.71 | 7.83 | NA | NA | … | … | 11.54 | 9.14 | 9.09 | 5.28 | 7.92 | 5.43 | 6.89 | 7.05 | 6.84 | 7.75 | 5.61 | 9.41 | 14.27 | 12.12 | 9.84 | 14.69 | 10.49 | 8.15 | 8.39 | 2.63 | 8.00 | 5.55 |
| Draw Down(%) | NA | 15.58 | 15.58 | 17.21 | 17.21 | NA | NA | … | … | 15.58 | 4.84 | 11.99 | 3.04 | 13.91 | 2.71 | 6.46 | 10.61 | 6.69 | 8.42 | 3.55 | 10.31 | 9.94 | 5.96 | 13.28 | 10.46 | 11.09 | 5.69 | 9.04 | 3.38 | 10.59 | 6.14 |
| Yield(%) | NA | 4.16 | 2.89 | 2.27 | 2.72 | NA | NA | … | … | 3.76 | 1.27 | 3.12 | 2.25 | 1.01 | 0.87 | 3.42 | 4.46 | 2.73 | 1.66 | 5.23 | 1.42 | 2.29 | 5.01 | 1.74 | 2.45 | 2.26 | 1.77 | 2.22 | 3.37 | 4.98 | 5.14 |
Data as of 08/31/2022, 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 ETF Benchmark With PTTRX-3USETfs-2REIT-2Comm Tactical Asset Allocation Moderate |
-1.10%
Oct 2017 – Oct 2020 |
-1.17%
Mar 2015 – Mar 2020 |
2.61%
Apr 2010 – Apr 2020 |
4.59%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Six Core Asset ETF Benchmark With PTTRX-3USETfs-2REIT-2Comm Tactical Asset Allocation Moderate |
17.22%
Oct 2004 – Oct 2007 |
13.52%
Apr 2005 – Apr 2010 |
10.24%
Aug 2004 – Aug 2014 |
7.11%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart