Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Longest History Six Core Assets Tactical Asset Allocation Moderate | NA | 25.91% | 1.24% | 5.26% | 4.31% | 5.96% | 6.51% | … | … |
Data as of 10/31/2024, Common starting date is 06/28/1991
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Longest History Six Core Assets Tactical Asset Allocation Moderate | 06/28/1991 | 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 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.14 | 25.91 | 1.24 | 5.26 | 4.31 | 5.96 | 6.51 | … | … | -0.48 | 6.48 | 10.02 | -17.65 | 13.67 | 12.29 | 9.03 | -6.21 | 11.38 | 6.39 | -2.96 | 5.89 | 13.19 | 7.63 | 6.26 | 9.98 | 9.28 | 3.63 | 4.89 | 15.82 | 6.94 | 12.04 | 17.87 | 6.87 | 6.44 | 9.48 | 0.27 | 7.20 | 7.82 | 3.57 | 13.87 | -1.01 | 7.38 | 5.70 | 7.69 |
| Sharpe Ratio | NA | 0.10 | -0.39 | 0.16 | 0.24 | NA | NA | … | … | -0.08 | -0.01 | 0.54 | -1.37 | 1.72 | 1.42 | 1.61 | -1.01 | 2.86 | 1.10 | -0.52 | 1.11 | 1.84 | 1.53 | 0.65 | 0.90 | 1.16 | 0.49 | 0.20 | 1.49 | 0.65 | 1.28 | 2.98 | 1.40 | 1.13 | 1.76 | -0.90 | 1.22 | 1.45 | 0.02 | 3.09 | -1.08 | 2.18 | 1.17 | 2.37 |
| Standard Deviation(%) | NA | 9.65 | 11.52 | 10.35 | 8.31 | NA | NA | … | … | 6.38 | 9.73 | 10.65 | 13.84 | 7.94 | 8.48 | 4.73 | 7.42 | 3.76 | 5.63 | 5.70 | 5.30 | 7.17 | 4.95 | 9.56 | 11.02 | 7.94 | 5.46 | 9.74 | 8.40 | 7.32 | 8.70 | 5.76 | 4.12 | 3.64 | 3.06 | 3.29 | 3.18 | 2.97 | 3.66 | 3.24 | 3.69 | 2.43 | 2.84 | 2.51 |
| Draw Down(%) | NA | 6.47 | 21.15 | 23.32 | 23.32 | NA | NA | … | … | 0.98 | 6.47 | 12.29 | 23.32 | 4.27 | 9.14 | 2.38 | 11.48 | 1.65 | 3.16 | 6.76 | 3.74 | 7.13 | 3.76 | 8.87 | 8.22 | 4.20 | 3.74 | 5.89 | 7.27 | 5.05 | 11.39 | 3.33 | 4.76 | 2.94 | 2.09 | 2.46 | 1.91 | 1.58 | 2.83 | 1.48 | 4.47 | 1.43 | 1.54 | 0.64 |
| Yield(%) | NA | 3.07 | 2.48 | 2.43 | 2.25 | NA | NA | … | … | NA | 0.86 | 2.87 | 2.10 | 1.74 | 2.14 | 3.22 | 1.76 | 0.24 | 2.61 | 2.63 | 2.89 | 1.96 | 3.18 | 2.55 | 2.85 | 3.75 | 2.78 | 3.28 | 3.78 | 3.80 | 3.51 | 4.47 | 4.22 | 5.88 | 6.25 | 5.56 | 5.85 | 5.89 | 5.69 | 6.29 | 5.43 | 6.15 | 6.45 | 3.51 |
Data as of 10/31/2024, Common starting date is 06/28/1991
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Longest History Six Core Assets Tactical Asset Allocation Moderate |
-1.53%
Apr 2021 – Apr 2024 |
0.74%
Sep 2018 – Sep 2023 |
2.56%
Oct 2013 – Oct 2023 |
4.68%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Longest History Six Core Assets Tactical Asset Allocation Moderate |
14.30%
Mar 2003 – Mar 2006 |
12.47%
Jan 2002 – Jan 2007 |
10.13%
Apr 2003 – Apr 2013 |
9.17%
Jan 2000 – Jan 2015 |
Annualized Rolling Returns Comparison Chart