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-3US-2REIT-2COMM Tactical Asset Allocation Moderate | NA | 12.58% | 2.81% | 7.11% | 3.53% | 4.84% | 6.80% | … | … |
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 ETF Benchmark With PTTRX-3US-2REIT-2COMM 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 (%) | -0.69 | 12.58 | 2.81 | 7.11 | 3.53 | 4.84 | 6.80 | … | … | -0.14 | 6.81 | 3.59 | -4.43 | 15.65 | 12.37 | 5.14 | -8.12 | 8.19 | 2.23 | -6.24 | 3.03 | 11.54 | 10.86 | -2.57 | 10.63 | 25.65 | -6.53 | 26.41 | 14.49 | 7.36 | 4.53 | 3.45 | 7.54 | -0.18 |
| Sharpe Ratio | NA | 0.06 | -0.24 | 0.45 | 0.18 | NA | NA | … | … | -0.06 | 0.04 | -0.08 | -0.50 | 1.68 | 1.34 | 0.71 | -1.18 | 1.39 | 0.29 | -0.94 | 0.44 | 1.49 | 2.00 | -0.27 | 0.74 | 2.03 | -0.76 | 1.45 | 0.95 | 0.63 | 0.44 | 1.05 | 0.80 | -0.46 |
| Standard Deviation(%) | NA | 6.15 | 8.82 | 8.97 | 7.85 | NA | NA | … | … | 3.59 | 6.15 | 7.80 | 11.65 | 9.31 | 9.07 | 5.28 | 7.97 | 5.45 | 6.99 | 6.66 | 6.87 | 7.74 | 5.41 | 9.57 | 14.28 | 12.60 | 9.85 | 16.12 | 11.77 | 8.19 | 8.20 | 2.63 | 8.00 | 5.40 |
| Draw Down(%) | NA | 3.17 | 14.81 | 14.81 | 17.47 | NA | NA | … | … | 0.42 | 3.17 | 6.24 | 14.81 | 4.88 | 11.99 | 3.04 | 14.14 | 2.83 | 6.73 | 11.32 | 7.12 | 8.40 | 4.10 | 10.95 | 10.16 | 5.92 | 12.78 | 11.35 | 12.69 | 5.68 | 9.04 | 3.38 | 10.59 | 6.14 |
| Yield(%) | NA | 4.17 | 3.40 | 3.05 | 2.77 | NA | NA | … | … | NA | 0.86 | 4.16 | 4.35 | 1.14 | 3.11 | 2.25 | 1.15 | 0.87 | 3.41 | 4.47 | 2.72 | 1.78 | 2.79 | 1.07 | 2.27 | 4.96 | 1.95 | 3.31 | 2.12 | 1.76 | 2.26 | 3.37 | 4.98 | 5.07 |
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 ETF Benchmark With PTTRX-3US-2REIT-2COMM Tactical Asset Allocation Moderate |
-1.21%
Jun 2014 – Jun 2017 |
-1.52%
Mar 2015 – Mar 2020 |
2.18%
Apr 2010 – Apr 2020 |
4.29%
May 2008 – May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Six Core Asset ETF Benchmark With PTTRX-3US-2REIT-2COMM Tactical Asset Allocation Moderate |
18.74%
Oct 2004 – Oct 2007 |
15.27%
Apr 2005 – Apr 2010 |
10.84%
Aug 2004 – Aug 2014 |
7.37%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart