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 With Commodity Benchmark Strategic Asset Allocation – Optimal Moderate | NA | 22.83% | 2.42% | 6.67% | 5.62% | 6.42% | 5.67% | … | … |
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 With Commodity 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 (%) | -1.02 | 22.83 | 2.42 | 6.67 | 5.62 | 6.42 | 5.67 | … | … | 0.01 | 9.79 | 13.55 | -13.78 | 9.97 | 12.32 | 18.18 | -6.56 | 13.49 | 8.89 | -3.45 | 3.29 | 8.93 | 11.50 | -1.44 | 12.55 | 26.83 | -24.55 | 7.71 | 10.06 | 3.96 | 7.44 | 17.55 | -12.44 | 9.46 |
| Sharpe Ratio | NA | 0.50 | -0.12 | 0.27 | 0.40 | NA | NA | … | … | -0.01 | 0.40 | 1.08 | -1.12 | 1.26 | 0.63 | 2.56 | -0.89 | 2.97 | 0.97 | -0.39 | 0.51 | 1.18 | 1.39 | -0.11 | 1.08 | 1.54 | -1.09 | 0.43 | 1.09 | 0.28 | 0.96 | 1.69 | -0.91 | 1.34 |
| Standard Deviation(%) | NA | 7.98 | 10.38 | 12.33 | 10.28 | NA | NA | … | … | 6.84 | 8.02 | 8.63 | 13.57 | 7.88 | 19.33 | 6.54 | 8.88 | 4.33 | 8.93 | 8.85 | 6.36 | 7.52 | 8.26 | 13.91 | 11.59 | 17.40 | 23.34 | 10.97 | 6.25 | 6.28 | 6.75 | 9.99 | 14.96 | 5.34 |
| Draw Down(%) | NA | 4.18 | 19.41 | 21.03 | 21.03 | NA | NA | … | … | 0.64 | 4.18 | 8.53 | 19.41 | 3.52 | 21.03 | 3.44 | 12.63 | 1.49 | 6.02 | 10.37 | 5.30 | 6.87 | 7.26 | 13.43 | 8.63 | 16.05 | 33.37 | 6.30 | 4.99 | 4.31 | 5.27 | 8.08 | 20.62 | 2.44 |
| Yield(%) | NA | 3.31 | 2.58 | 2.50 | 2.33 | NA | NA | … | … | NA | 0.97 | 2.95 | 2.09 | 2.32 | 1.68 | 2.94 | 1.78 | 0.82 | 3.39 | 2.45 | 2.71 | 2.67 | 2.69 | 2.67 | 2.94 | 2.75 | 1.97 | 2.02 | 1.88 | 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 With Commodity Benchmark Strategic Asset Allocation – Optimal Moderate |
-7.54%
Feb 2006 – Feb 2009 |
-2.51%
Feb 2004 – Feb 2009 |
3.76%
Dec 2001 – Dec 2011 |
3.75%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Five Core Asset ETF With Commodity Benchmark Strategic Asset Allocation – Optimal Moderate |
18.66%
Feb 2009 – Feb 2012 |
13.70%
Feb 2009 – Feb 2014 |
8.81%
Feb 2009 – Feb 2019 |
7.98%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart