Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Six Core Asset Index Funds Strategic Asset Allocation – Optimal Moderate | NA | 22.77% | 1.72% | 5.92% | 5.09% | 6.17% | 6.19% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Six Core Asset Index Funds 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 (%) | -1.03 | 22.77 | 1.72 | 5.92 | 5.09 | 6.17 | 6.19 | … | … | -0.13 | 7.50 | 12.66 | -14.69 | 10.90 | 11.09 | 18.00 | -6.28 | 11.82 | 7.86 | -3.91 | 5.00 | 7.61 | 11.66 | -0.34 | 12.74 | 25.84 | -23.78 | 9.75 | 15.70 | 9.28 | 13.47 | 24.77 | -4.96 | -1.34 |
| Sharpe Ratio | NA | 0.24 | -0.26 | 0.21 | 0.36 | NA | NA | … | … | -0.03 | 0.12 | 1.00 | -1.27 | 1.52 | 0.63 | 2.89 | -0.96 | 2.84 | 0.94 | -0.49 | 0.89 | 1.12 | 1.55 | -0.03 | 1.13 | 1.40 | -1.08 | 0.64 | 1.67 | 1.18 | 1.86 | 3.32 | -0.60 | -0.37 |
| Standard Deviation(%) | NA | 7.51 | 9.81 | 11.30 | 9.38 | NA | NA | … | … | 5.79 | 7.58 | 8.43 | 12.65 | 7.14 | 17.24 | 5.74 | 7.88 | 3.94 | 8.13 | 8.08 | 5.58 | 6.79 | 7.51 | 13.28 | 11.16 | 18.42 | 22.95 | 10.51 | 7.44 | 6.05 | 6.75 | 7.25 | 10.12 | 9.99 |
| Draw Down(%) | NA | 4.17 | 19.93 | 21.56 | 21.56 | NA | NA | … | … | 0.56 | 4.04 | 8.84 | 20.27 | 3.44 | 21.56 | 2.95 | 11.66 | 1.67 | 5.99 | 10.27 | 5.00 | 7.15 | 6.54 | 12.73 | 8.26 | 17.18 | 35.99 | 6.51 | 7.82 | 4.11 | 7.88 | 6.62 | 15.19 | 15.28 |
| Yield(%) | NA | 3.21 | 2.53 | 2.47 | 2.26 | NA | NA | … | … | NA | 0.86 | 2.88 | 2.07 | 2.03 | 2.04 | 2.93 | 2.00 | 0.44 | 2.97 | 2.38 | 2.70 | 2.49 | 2.84 | 2.74 | 2.68 | 3.34 | 3.34 | 3.55 | 3.50 | 3.32 | 3.36 | 3.58 | 3.58 | 3.78 |
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 |
|---|---|---|---|---|
| Six Core Asset Index Funds Strategic Asset Allocation – Optimal Moderate |
-6.49%
Feb 2006 – Feb 2009 |
0.32%
Feb 2004 – Feb 2009 |
3.58%
Oct 2013 – Oct 2023 |
3.60%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Six Core Asset Index Funds Strategic Asset Allocation – Optimal Moderate |
19.89%
Feb 2009 – Feb 2012 |
15.73%
Oct 2002 – Oct 2007 |
9.54%
Mar 2003 – Mar 2013 |
8.08%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart