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 With Commodity ETFs Tactical Asset Allocation Moderate | NA | 12.14% | 4.93% | 8.86% | 4.49% | 4.05% | NA | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Five Core Asset With Commodity ETFs Tactical Asset Allocation Moderate | 12/31/2007 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.61 | 12.14 | 4.93 | 8.86 | 4.49 | 4.05 | NA | … | … | 0.52 | 9.14 | 6.29 | -0.11 | 14.44 | 12.70 | 3.34 | -6.12 | 6.88 | 7.93 | -7.77 | 2.24 | 10.58 | 2.46 | -4.33 | 1.85 | 17.12 | -0.13 | 0.00 |
| Sharpe Ratio | NA | 0.54 | 0.12 | 0.59 | 0.34 | NA | NA | … | … | 0.12 | 0.38 | 0.27 | -0.12 | 1.53 | 1.04 | 0.38 | -0.88 | 1.15 | 1.04 | -1.45 | 0.34 | 1.40 | 0.44 | -0.47 | 0.15 | 1.46 | -0.11 | NA |
| Standard Deviation(%) | NA | 6.74 | 9.45 | 9.98 | 8.43 | NA | NA | … | … | 3.94 | 6.75 | 7.53 | 12.93 | 9.39 | 11.95 | 5.11 | 8.43 | 5.44 | 7.44 | 5.38 | 6.50 | 7.55 | 5.50 | 9.19 | 11.74 | 11.67 | 9.61 | NA |
| Draw Down(%) | NA | 4.63 | 12.17 | 12.59 | 18.23 | NA | NA | … | … | 0.29 | 4.63 | 4.29 | 12.17 | 5.02 | 12.59 | 4.48 | 12.95 | 2.63 | 5.80 | 9.07 | 5.81 | 5.77 | 4.13 | 11.61 | 10.02 | 5.83 | 11.11 | 0.00 |
| Yield(%) | NA | 3.66 | 1.95 | 1.95 | 1.91 | NA | NA | … | … | NA | 0.72 | 3.69 | 1.14 | 0.60 | 1.68 | 2.84 | 1.11 | 0.81 | 3.09 | 1.80 | 2.52 | 1.92 | 2.57 | 1.15 | 2.55 | 3.20 | 2.11 | 0.00 |
Data as of 10/31/2024, Common starting date is 12/31/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Five Core Asset With Commodity ETFs Tactical Asset Allocation Moderate |
-0.77%
Mar 2017 – Mar 2020 |
-0.63%
Aug 2014 – Aug 2019 |
0.82%
Mar 2010 – Mar 2020 |
3.34%
May 2008 – May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Five Core Asset With Commodity ETFs Tactical Asset Allocation Moderate |
11.97%
May 2019 – May 2022 |
9.27%
Nov 2019 – Nov 2024 |
5.28%
May 2012 – May 2022 |
4.67%
Mar 2009 – Mar 2024 |
Annualized Rolling Returns Comparison Chart