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 ETFs Most Popular Strategic Asset Allocation – Optimal Moderate | NA | 22.06% | 2.03% | 5.93% | 5.51% | 6.61% | 6.28% | … | … |
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 ETFs Most Popular 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 (%) | -1.18 | 22.06 | 2.03 | 5.93 | 5.51 | 6.61 | 6.28 | … | … | 0.01 | 7.39 | 13.18 | -14.20 | 11.49 | 10.27 | 17.68 | -5.83 | 12.42 | 7.86 | -1.47 | 4.32 | 9.72 | 12.46 | 0.38 | 12.55 | 22.30 | -23.10 | 8.58 | 16.04 | 8.10 | 9.79 | 19.56 | -10.99 | -4.96 |
| Sharpe Ratio | NA | 0.19 | -0.22 | 0.21 | 0.38 | NA | NA | … | … | -0.01 | 0.10 | 1.01 | -1.14 | 1.53 | 0.53 | 2.67 | -0.84 | 2.81 | 0.88 | -0.18 | 0.74 | 1.32 | 1.61 | 0.03 | 1.06 | 1.19 | -0.93 | 0.50 | 1.54 | 0.86 | 1.29 | 2.10 | -0.85 | -0.55 |
| Standard Deviation(%) | NA | 7.87 | 10.45 | 12.21 | 10.09 | NA | NA | … | … | 6.58 | 7.92 | 8.85 | 13.64 | 7.48 | 19.01 | 6.10 | 8.47 | 4.20 | 8.68 | 8.51 | 5.85 | 7.35 | 7.69 | 13.77 | 11.79 | 18.63 | 25.93 | 11.16 | 8.32 | 6.93 | 6.89 | 8.97 | 14.22 | 13.14 |
| Draw Down(%) | NA | 4.54 | 20.15 | 21.47 | 21.47 | NA | NA | … | … | 0.57 | 4.54 | 8.79 | 20.40 | 3.34 | 21.47 | 3.05 | 11.40 | 1.57 | 5.71 | 8.65 | 5.18 | 7.24 | 6.96 | 12.32 | 8.70 | 18.78 | 36.45 | 6.49 | 7.74 | 4.43 | 4.95 | 7.98 | 19.20 | 17.49 |
| Yield(%) | NA | 3.06 | 2.42 | 2.33 | 2.39 | NA | NA | … | … | NA | 0.80 | 2.87 | 1.87 | 2.15 | 1.89 | 2.41 | 1.92 | 0.41 | 3.57 | 3.30 | 3.34 | 3.00 | 3.55 | 3.37 | 3.47 | 3.92 | 3.40 | 3.75 | 3.70 | 3.21 | 1.67 | 1.56 | 1.39 | 1.59 |
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 ETFs Most Popular Strategic Asset Allocation – Optimal Moderate |
-6.77%
Feb 2006 – Feb 2009 |
-0.55%
Feb 2004 – Feb 2009 |
4.06%
Oct 2013 – Oct 2023 |
3.90%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Six Core Asset ETFs Most Popular Strategic Asset Allocation – Optimal Moderate |
19.43%
Feb 2009 – Feb 2012 |
14.75%
Feb 2009 – Feb 2014 |
9.43%
Feb 2009 – Feb 2019 |
8.26%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart