Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Scott Burn`s AssetBuilder Model Portfolios ETF Plan Strategic Asset Allocation – Optimal Moderate | NA | 20.05% | 2.11% | 5.27% | 4.53% | 5.58% | 4.89% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Scott Burn`s AssetBuilder Model Portfolios ETF Plan 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 (%) | -1.00 | 20.05 | 2.11 | 5.27 | 4.53 | 5.58 | 4.89 | … | … | -0.64 | 7.50 | 9.04 | -10.35 | 11.20 | 6.15 | 15.24 | -7.56 | 10.29 | 9.97 | -2.47 | 3.51 | 9.24 | 10.39 | -0.72 | 11.86 | 23.72 | -25.86 | 5.03 | 13.42 | 3.96 | 7.44 | 17.55 | -12.44 | 9.46 |
| Sharpe Ratio | NA | 0.11 | -0.28 | 0.15 | 0.30 | NA | NA | … | … | -0.11 | 0.13 | 0.58 | -0.98 | 1.38 | 0.32 | 2.40 | -1.00 | 2.34 | 1.14 | -0.29 | 0.56 | 1.25 | 1.30 | -0.05 | 0.92 | 1.14 | -1.08 | 0.17 | 1.60 | 0.28 | 0.96 | 1.69 | -0.91 | 1.34 |
| Standard Deviation(%) | NA | 7.10 | 9.36 | 11.61 | 9.74 | NA | NA | … | … | 6.68 | 7.12 | 8.32 | 11.94 | 8.09 | 18.59 | 5.78 | 8.90 | 4.12 | 8.57 | 8.57 | 6.23 | 7.36 | 7.96 | 14.83 | 12.86 | 20.75 | 24.86 | 11.78 | 6.35 | 6.28 | 6.75 | 9.99 | 14.96 | 5.34 |
| Draw Down(%) | NA | 3.91 | 17.01 | 22.26 | 22.26 | NA | NA | … | … | 0.81 | 3.85 | 9.43 | 17.01 | 4.34 | 22.26 | 3.71 | 13.98 | 1.75 | 5.92 | 9.33 | 5.20 | 6.28 | 7.00 | 12.84 | 9.55 | 19.39 | 35.81 | 7.17 | 4.20 | 4.31 | 5.27 | 8.08 | 20.62 | 2.44 |
| Yield(%) | NA | 3.83 | 2.96 | 2.79 | 2.47 | NA | NA | … | … | NA | 1.13 | 3.33 | 2.53 | 2.35 | 2.03 | 2.85 | 1.86 | 0.52 | 3.59 | 2.35 | 2.69 | 1.83 | 2.51 | 2.56 | 2.54 | 2.67 | 1.85 | 2.66 | 3.09 | 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 |
|---|---|---|---|---|
| Scott Burn`s AssetBuilder Model Portfolios ETF Plan Strategic Asset Allocation – Optimal Moderate |
-9.46%
Feb 2006 – Feb 2009 |
-3.67%
Feb 2004 – Feb 2009 |
3.13%
Oct 2013 – Oct 2023 |
2.94%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Scott Burn`s AssetBuilder Model Portfolios ETF Plan Strategic Asset Allocation – Optimal Moderate |
19.12%
Feb 2009 – Feb 2012 |
14.16%
Feb 2009 – Feb 2014 |
8.73%
Feb 2009 – Feb 2019 |
7.38%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart