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 CEFs Tactical Asset Allocation Moderate | NA | 26.67% | 2.50% | 6.60% | 4.13% | 5.84% | 5.61% | … | … |
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 CEFs 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 (%) | -1.25 | 26.67 | 2.50 | 6.60 | 4.13 | 5.84 | 5.61 | … | … | 0.37 | 10.50 | 9.50 | -15.30 | 19.10 | 8.52 | 5.94 | -8.39 | 14.50 | 0.78 | -1.70 | 1.50 | 17.85 | 7.72 | 0.56 | 12.70 | 14.88 | -3.26 | -2.81 | 16.62 | 1.38 | 9.19 | 25.79 | -1.23 | 1.24 |
| Sharpe Ratio | NA | 0.46 | -0.22 | 0.31 | 0.27 | NA | NA | … | … | 0.06 | 0.46 | 0.55 | -1.08 | 2.19 | 0.99 | 0.82 | -1.29 | 2.27 | 0.09 | -0.34 | 0.21 | 2.36 | 0.97 | 0.04 | 0.91 | 1.24 | -0.67 | -0.54 | 2.00 | -0.13 | 0.91 | 2.52 | -0.28 | -0.14 |
| Standard Deviation(%) | NA | 8.22 | 11.50 | 10.42 | 8.60 | NA | NA | … | … | 5.07 | 8.48 | 9.51 | 15.41 | 8.69 | 8.38 | 5.52 | 7.52 | 6.12 | 6.53 | 5.15 | 7.06 | 7.55 | 7.88 | 12.51 | 13.78 | 11.90 | 6.24 | 10.67 | 6.68 | 6.24 | 9.05 | 9.96 | 8.40 | 7.88 |
| Draw Down(%) | NA | 6.17 | 18.64 | 19.92 | 19.92 | NA | NA | … | … | 0.38 | 6.17 | 11.86 | 19.92 | 4.54 | 9.92 | 3.39 | 13.34 | 4.14 | 6.49 | 5.90 | 8.22 | 7.14 | 7.19 | 15.10 | 11.82 | 7.97 | 7.18 | 12.33 | 5.73 | 5.47 | 12.74 | 4.69 | 11.57 | 12.16 |
| Yield(%) | NA | 5.77 | 5.07 | 3.61 | 2.80 | NA | NA | … | … | NA | 1.90 | 6.05 | 4.26 | 3.58 | 1.08 | 0.72 | 0.76 | 0.84 | 2.52 | 1.99 | 4.93 | 4.13 | 5.47 | 3.61 | 4.06 | 5.59 | 1.69 | 6.01 | 7.21 | 5.05 | 3.95 | 3.75 | 2.93 | 2.87 |
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 CEFs Tactical Asset Allocation Moderate |
-2.27%
Oct 2017 – Oct 2020 |
0.20%
Feb 2015 – Feb 2020 |
1.97%
Oct 2013 – Oct 2023 |
4.16%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Five Core Asset CEFs Tactical Asset Allocation Moderate |
13.62%
Sep 2002 – Sep 2005 |
11.69%
Jun 2009 – Jun 2014 |
8.64%
Sep 2002 – Sep 2012 |
7.83%
Oct 2002 – Oct 2017 |
Annualized Rolling Returns Comparison Chart