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 Benchmark Strategic Asset Allocation – Optimal Moderate | NA | 22.82% | 1.25% | 5.70% | 5.56% | 6.79% | 5.91% | … | … |
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 Benchmark Strategic Asset Allocation – Optimal 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 (%) | -1.12 | 22.82 | 1.25 | 5.70 | 5.56 | 6.79 | 5.91 | … | … | -0.16 | 8.56 | 13.17 | -16.47 | 10.23 | 12.11 | 19.06 | -6.05 | 13.03 | 8.23 | -1.64 | 6.86 | 8.87 | 12.56 | -0.55 | 13.82 | 27.62 | -24.66 | 6.09 | 11.28 | 3.96 | 7.44 | 17.55 | -12.44 | 9.46 |
| Sharpe Ratio | NA | 0.32 | -0.26 | 0.18 | 0.36 | NA | NA | … | … | -0.03 | 0.25 | 1.00 | -1.24 | 1.29 | 0.58 | 2.78 | -0.85 | 2.82 | 0.89 | -0.19 | 1.06 | 1.11 | 1.52 | -0.04 | 1.11 | 1.40 | -0.98 | 0.27 | 1.27 | 0.28 | 0.96 | 1.69 | -0.91 | 1.34 |
| Standard Deviation(%) | NA | 7.93 | 10.82 | 12.92 | 10.63 | NA | NA | … | … | 6.56 | 7.98 | 8.95 | 14.40 | 7.90 | 20.50 | 6.34 | 8.65 | 4.39 | 9.02 | 8.96 | 6.44 | 7.94 | 8.23 | 14.75 | 12.33 | 19.71 | 26.18 | 11.42 | 6.31 | 6.28 | 6.75 | 9.99 | 14.96 | 5.34 |
| Draw Down(%) | NA | 3.93 | 21.99 | 22.79 | 22.79 | NA | NA | … | … | 0.60 | 3.93 | 8.94 | 22.40 | 3.80 | 21.95 | 3.19 | 11.73 | 1.62 | 6.03 | 9.69 | 4.84 | 7.67 | 6.58 | 13.35 | 8.53 | 17.79 | 35.21 | 6.79 | 4.58 | 4.31 | 5.27 | 8.08 | 20.62 | 2.44 |
| Yield(%) | NA | 3.54 | 2.78 | 2.71 | 2.59 | NA | NA | … | … | NA | 1.06 | 3.13 | 2.19 | 2.55 | 1.93 | 3.08 | 1.93 | 0.95 | 3.85 | 2.83 | 3.20 | 2.83 | 2.95 | 2.92 | 3.19 | 3.03 | 2.27 | 2.28 | 2.20 | 1.24 | 0.91 | 0.76 | 0.79 | 2.23 |
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 Benchmark Strategic Asset Allocation – Optimal Moderate |
-8.40%
Feb 2006 – Feb 2009 |
-3.02%
Feb 2004 – Feb 2009 |
3.98%
Dec 2001 – Dec 2011 |
4.09%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Five Core Asset ETF Benchmark Strategic Asset Allocation – Optimal Moderate |
20.47%
Feb 2009 – Feb 2012 |
15.12%
Feb 2009 – Feb 2014 |
9.96%
Feb 2009 – Feb 2019 |
8.48%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart