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 CEFs Strategic Asset Allocation – Optimal Moderate | NA | 22.58% | 2.92% | 5.37% | 3.68% | 5.63% | 6.16% | … | … |
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 CEFs 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 (%) | -1.26 | 22.58 | 2.92 | 5.37 | 3.68 | 5.63 | 6.16 | … | … | 0.53 | 9.59 | 9.57 | -11.10 | 13.14 | 2.74 | 13.98 | -12.42 | 12.71 | 6.84 | -4.78 | 1.33 | 7.19 | 13.65 | -3.64 | 23.33 | 51.11 | -27.01 | 2.97 | 27.67 | 0.90 | 6.49 | 37.70 | 25.50 | 7.55 |
| Sharpe Ratio | NA | 0.47 | -0.17 | 0.17 | 0.19 | NA | NA | … | … | 0.13 | 0.41 | 0.66 | -0.99 | 1.82 | 0.11 | 2.02 | -1.54 | 2.50 | 0.73 | -0.56 | 0.19 | 0.62 | 1.27 | -0.18 | 1.40 | 1.94 | -0.79 | 0.00 | 2.64 | -0.15 | 0.40 | 2.97 | 1.80 | 0.43 |
| Standard Deviation(%) | NA | 7.11 | 9.61 | 12.93 | 10.64 | NA | NA | … | … | 3.75 | 7.27 | 8.06 | 12.65 | 7.20 | 22.49 | 6.21 | 8.91 | 4.84 | 9.13 | 8.60 | 6.78 | 11.47 | 10.73 | 19.94 | 16.65 | 26.30 | 35.56 | 14.85 | 9.26 | 8.76 | 13.90 | 12.46 | 13.54 | 12.17 |
| Draw Down(%) | NA | 4.55 | 18.72 | 29.00 | 30.71 | NA | NA | … | … | 0.22 | 4.55 | 9.11 | 18.72 | 3.79 | 29.00 | 3.74 | 17.24 | 2.70 | 8.93 | 12.23 | 7.67 | 13.65 | 12.21 | 21.09 | 13.69 | 30.23 | 48.46 | 13.91 | 8.55 | 9.40 | 18.78 | 6.53 | 12.64 | 8.62 |
| Yield(%) | NA | 5.81 | 5.08 | 3.73 | 3.24 | NA | NA | … | … | NA | 1.85 | 5.90 | 4.35 | 3.95 | 1.13 | 1.03 | 0.51 | 1.44 | 4.33 | 4.38 | 4.28 | 4.89 | 8.94 | 8.71 | 8.32 | 9.36 | 10.34 | 9.47 | 7.87 | 7.24 | 6.09 | 6.71 | 7.30 | 6.69 |
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 CEFs Strategic Asset Allocation – Optimal Moderate |
-9.15%
Feb 2006 – Feb 2009 |
-1.98%
Feb 2004 – Feb 2009 |
1.93%
Oct 2013 – Oct 2023 |
3.61%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Six Core Asset CEFs Strategic Asset Allocation – Optimal Moderate |
32.59%
Feb 2009 – Feb 2012 |
21.09%
Feb 2009 – Feb 2014 |
14.52%
Apr 2001 – Apr 2011 |
10.02%
Jul 2001 – Jul 2016 |
Annualized Rolling Returns Comparison Chart