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 High Income CEFs Strategic Asset Allocation – Optimal Moderate | NA | -7.95% | 2.16% | 4.78% | 4.66% | 5.99% | NA | … | … |
Data as of 01/29/2016, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Six Core Asset High Income CEFs Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 04/08/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.98 | -7.95 | 2.16 | 4.78 | 4.66 | 5.99 | NA | … | … | 1.21 | -2.98 | 7.47 | 13.59 | 16.89 | -2.89 | 11.25 | 50.23 | -34.44 | -0.85 | 19.99 | 1.96 | 1.90 | 10.19 | 15.51 | 11.14 |
| Sharpe Ratio | NA | -0.39 | 0.36 | 0.43 | 0.27 | NA | NA | … | … | 0.08 | -0.33 | 1.04 | 1.37 | 2.00 | -0.17 | 0.74 | 2.10 | -0.94 | -0.28 | 2.14 | -0.03 | 0.09 | 0.97 | 0.96 | 0.94 |
| Standard Deviation(%) | NA | 11.41 | 9.69 | 11.23 | 17.64 | NA | NA | … | … | 15.21 | 9.11 | 7.17 | 9.90 | 8.42 | 16.85 | 15.00 | 23.93 | 37.63 | 13.81 | 7.81 | 6.74 | 11.05 | 9.77 | 15.07 | 9.40 |
| Draw Down(%) | NA | 16.27 | 16.27 | 18.51 | 51.40 | NA | NA | … | … | 10.26 | 12.36 | 7.57 | 12.27 | 7.00 | 18.51 | 12.75 | 26.44 | 51.10 | 16.26 | 5.02 | 7.61 | 18.22 | 12.86 | 16.45 | 5.84 |
| Yield(%) | NA | 8.61 | 7.48 | 7.33 | 8.28 | NA | NA | … | … | 2.30 | 7.79 | 6.65 | 8.01 | 7.99 | 7.29 | 8.20 | 10.73 | 8.67 | 8.96 | 8.93 | 7.54 | 6.36 | 7.44 | 9.27 | 7.81 |
Data as of 01/29/2016, 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 High Income CEFs Strategic Asset Allocation – Optimal Moderate |
-13.01%
Feb 2006 – Feb 2009 |
-6.01%
Feb 2004 – Feb 2009 |
4.03%
May 2002 – May 2012 |
5.99%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Six Core Asset High Income CEFs Strategic Asset Allocation – Optimal Moderate |
25.33%
Feb 2009 – Feb 2012 |
19.80%
Feb 2009 – Feb 2014 |
7.96%
Jun 2004 – Jun 2014 |
6.59%
Mar 2001 – Mar 2016 |
Annualized Rolling Returns Comparison Chart