Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Commodity ETF Selection Tactical Asset Allocation Moderate | NA | 4.81% | 5.79% | 7.61% | 3.77% | 1.68% | 1.89% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Commodity ETF Selection 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 (%) | 0.18 | 4.81 | 5.79 | 7.61 | 3.77 | 1.68 | 1.89 | … | … | 0.92 | 4.64 | 0.23 | 17.15 | 18.31 | -2.81 | 3.91 | -2.68 | 1.39 | 0.36 | 0.03 | -2.61 | -1.33 | -3.46 | -4.86 | -1.91 | -0.18 | 0.89 | 8.92 | 3.30 | 2.19 | 0.95 | 0.69 | 1.11 | 2.31 |
| Sharpe Ratio | NA | -0.15 | 0.31 | 0.52 | 0.29 | NA | NA | … | … | 0.12 | -0.29 | -0.83 | 1.09 | 1.59 | -0.47 | 1.34 | -0.43 | 0.12 | 0.02 | -0.20 | -1.01 | -0.70 | -0.63 | -0.50 | -0.20 | -0.05 | 0.00 | 0.82 | 2.84 | 0.96 | 0.31 | 0.05 | 0.01 | 0.01 |
| Standard Deviation(%) | NA | 6.90 | 9.64 | 9.50 | 7.93 | NA | NA | … | … | 7.19 | 6.84 | 4.82 | 14.44 | 11.48 | 6.52 | 1.87 | 9.21 | 6.57 | 6.70 | 0.00 | 2.61 | 1.96 | 5.61 | 9.76 | 9.98 | 5.91 | 15.21 | 7.20 | 0.01 | 0.02 | 0.02 | 0.00 | 0.01 | 0.05 |
| Draw Down(%) | NA | 6.01 | 10.31 | 10.31 | 15.97 | NA | NA | … | … | 0.21 | 6.01 | 3.94 | 10.31 | 7.64 | 10.69 | 1.11 | 12.00 | 6.31 | 7.81 | 0.00 | 5.00 | 3.54 | 7.90 | 11.29 | 13.88 | 5.08 | 20.12 | 4.03 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Yield(%) | NA | 3.48 | 1.99 | 1.37 | 0.85 | NA | NA | … | … | NA | 1.06 | 3.50 | 1.64 | 0.01 | 0.11 | 1.35 | 0.58 | 0.31 | 0.13 | 0.03 | 0.01 | 0.03 | 0.04 | 0.01 | 0.04 | 0.08 | 0.40 | 2.65 | 3.30 | 2.19 | 0.95 | 0.69 | 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 |
|---|---|---|---|---|
| Commodity ETF Selection Tactical Asset Allocation Moderate |
-6.22%
Jun 2008 – Jun 2011 |
-5.98%
Jun 2008 – Jun 2013 |
-2.62%
Jun 2008 – Jun 2018 |
-0.51%
Jul 2005 – Jul 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Commodity ETF Selection Tactical Asset Allocation Moderate |
13.80%
Jul 2020 – Jul 2023 |
8.34%
May 2017 – May 2022 |
3.82%
Dec 2014 – Dec 2024 |
2.01%
May 2007 – May 2022 |
Annualized Rolling Returns Comparison Chart