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 ETF With Commodity Benchmark Tactical Asset Allocation Moderate | NA | 12.19% | 4.94% | 8.77% | 4.25% | 4.02% | 6.60% | … | … |
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 ETF With Commodity 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 (%) | -0.62 | 12.19 | 4.94 | 8.77 | 4.25 | 4.02 | 6.60 | … | … | 0.52 | 9.17 | 6.34 | -0.16 | 14.74 | 11.96 | 3.12 | -6.52 | 6.61 | 6.86 | -7.77 | 2.47 | 11.03 | 2.49 | -4.34 | 3.02 | 16.68 | -0.88 | 21.87 | 20.04 | 16.59 | 6.91 | 15.20 | 1.11 | 2.31 |
| Sharpe Ratio | NA | 0.54 | 0.12 | 0.58 | 0.31 | NA | NA | … | … | 0.12 | 0.38 | 0.28 | -0.12 | 1.57 | 0.99 | 0.34 | -0.95 | 1.11 | 0.98 | -1.45 | 0.39 | 1.48 | 0.46 | -0.48 | 0.27 | 1.44 | -0.18 | 1.21 | 0.98 | 1.36 | 0.88 | 2.14 | 0.01 | 0.01 |
| Standard Deviation(%) | NA | 6.74 | 9.45 | 9.95 | 8.33 | NA | NA | … | … | 3.96 | 6.75 | 7.53 | 12.92 | 9.36 | 11.83 | 5.11 | 8.26 | 5.36 | 6.76 | 5.38 | 6.37 | 7.41 | 5.33 | 9.19 | 10.99 | 11.56 | 9.84 | 15.59 | 17.10 | 10.57 | 6.77 | 6.79 | 0.01 | 0.05 |
| Draw Down(%) | NA | 4.63 | 12.16 | 12.59 | 18.15 | NA | NA | … | … | 0.29 | 4.63 | 4.28 | 12.16 | 4.89 | 12.59 | 4.48 | 12.68 | 2.75 | 5.79 | 9.07 | 5.82 | 5.73 | 3.73 | 11.61 | 9.74 | 5.83 | 11.13 | 10.18 | 18.52 | 7.19 | 4.63 | 2.74 | 0.00 | 0.00 |
| Yield(%) | NA | 3.66 | 1.95 | 1.93 | 1.95 | NA | NA | … | … | NA | 0.72 | 3.68 | 1.14 | 0.66 | 1.73 | 2.62 | 1.15 | 0.81 | 3.46 | 1.80 | 2.65 | 1.84 | 2.45 | 1.15 | 2.48 | 2.71 | 0.98 | 2.81 | 1.78 | 1.63 | 0.96 | 0.81 | 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 |
|---|---|---|---|---|
| Five Core Asset ETF With Commodity Benchmark Tactical Asset Allocation Moderate |
-1.02%
Mar 2017 – Mar 2020 |
-0.97%
Aug 2014 – Aug 2019 |
0.68%
Mar 2010 – Mar 2020 |
3.08%
May 2008 – May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Five Core Asset ETF With Commodity Benchmark Tactical Asset Allocation Moderate |
23.56%
May 2005 – May 2008 |
17.29%
Apr 2003 – Apr 2008 |
10.64%
Apr 2001 – Apr 2011 |
7.70%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart