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 ETFs Strategic Asset Allocation – Optimal Moderate | NA | 22.70% | 1.37% | 5.80% | 5.68% | 6.85% | 6.00% | … | … |
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 ETFs 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 (%) | -1.09 | 22.70 | 1.37 | 5.80 | 5.68 | 6.85 | 6.00 | … | … | -0.07 | 8.37 | 13.49 | -16.26 | 10.73 | 11.86 | 18.90 | -6.19 | 14.75 | 6.82 | -0.98 | 6.54 | 9.99 | 12.18 | 0.09 | 12.60 | 26.74 | -24.92 | 6.35 | 11.80 | 4.68 | 8.00 | 18.08 | -12.02 | 9.58 |
| Sharpe Ratio | NA | 0.30 | -0.24 | 0.19 | 0.37 | NA | NA | … | … | -0.02 | 0.22 | 1.03 | -1.22 | 1.39 | 0.57 | 2.76 | -0.87 | 3.28 | 0.73 | -0.11 | 1.02 | 1.24 | 1.45 | 0.00 | 1.01 | 1.36 | -0.99 | 0.29 | 1.35 | 0.40 | 1.05 | 1.74 | -0.88 | 1.36 |
| Standard Deviation(%) | NA | 7.90 | 10.86 | 12.94 | 10.63 | NA | NA | … | … | 6.59 | 7.95 | 8.93 | 14.51 | 7.71 | 20.56 | 6.33 | 8.65 | 4.31 | 9.04 | 8.82 | 6.41 | 8.02 | 8.39 | 15.11 | 12.38 | 19.66 | 26.19 | 11.41 | 6.32 | 6.25 | 6.74 | 9.97 | 14.94 | 5.34 |
| Draw Down(%) | NA | 3.99 | 22.01 | 22.82 | 22.82 | NA | NA | … | … | 0.60 | 3.99 | 8.91 | 22.47 | 3.67 | 22.27 | 3.19 | 11.81 | 1.53 | 6.02 | 9.17 | 4.74 | 7.68 | 6.57 | 12.85 | 8.73 | 17.79 | 35.13 | 6.79 | 4.59 | 4.21 | 5.08 | 8.08 | 20.34 | 2.44 |
| Yield(%) | NA | 3.52 | 2.77 | 2.73 | 2.59 | NA | NA | … | … | NA | 1.13 | 3.08 | 2.16 | 2.65 | 1.94 | 2.91 | 1.94 | 2.72 | 2.76 | 2.56 | 2.77 | 2.59 | 2.68 | 2.99 | 3.06 | 3.33 | 1.96 | 2.55 | 2.68 | 1.95 | 1.45 | 1.23 | 1.16 | 2.36 |
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 ETFs Strategic Asset Allocation – Optimal Moderate |
-8.24%
Feb 2006 – Feb 2009 |
-2.69%
Feb 2004 – Feb 2009 |
4.12%
Dec 2001 – Dec 2011 |
4.08%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Five Core Asset ETFs Strategic Asset Allocation – Optimal Moderate |
19.81%
Feb 2009 – Feb 2012 |
15.05%
Feb 2009 – Feb 2014 |
9.95%
Feb 2009 – Feb 2019 |
8.53%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart