Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Four Core Asset Index Funds Emerging Market Strategic Asset Allocation – Optimal Moderate | NA | 22.83% | 1.69% | 6.24% | 5.70% | 6.68% | 6.52% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Four Core Asset Index Funds Emerging Market 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 (%) | -0.95 | 22.83 | 1.69 | 6.24 | 5.70 | 6.68 | 6.52 | … | … | 0.03 | 8.92 | 13.68 | -15.94 | 8.46 | 14.56 | 18.75 | -6.14 | 14.00 | 7.58 | -2.24 | 5.34 | 10.60 | 12.18 | -1.29 | 12.36 | 26.42 | -25.49 | 11.62 | 14.55 | 9.11 | 12.28 | 24.62 | -6.87 | -3.02 |
| Sharpe Ratio | NA | 0.43 | -0.22 | 0.24 | 0.41 | NA | NA | … | … | -0.01 | 0.30 | 1.15 | -1.29 | 1.13 | 0.83 | 2.74 | -0.86 | 3.29 | 0.88 | -0.27 | 0.88 | 1.50 | 1.52 | -0.10 | 1.13 | 1.57 | -1.14 | 0.83 | 1.51 | 1.17 | 1.66 | 3.10 | -0.72 | -0.49 |
| Standard Deviation(%) | NA | 7.60 | 10.11 | 11.52 | 9.68 | NA | NA | … | … | 6.06 | 7.66 | 8.19 | 13.44 | 7.46 | 17.33 | 6.33 | 8.68 | 4.06 | 8.39 | 8.47 | 6.06 | 7.04 | 8.00 | 13.61 | 10.89 | 16.77 | 23.16 | 10.37 | 7.49 | 5.95 | 6.83 | 7.71 | 11.08 | 10.93 |
| Draw Down(%) | NA | 4.07 | 21.65 | 22.61 | 22.61 | NA | NA | … | … | 0.59 | 4.07 | 8.56 | 21.89 | 3.80 | 21.09 | 3.27 | 12.65 | 1.37 | 5.97 | 10.04 | 5.18 | 6.88 | 7.02 | 13.02 | 8.48 | 16.78 | 35.90 | 6.66 | 8.33 | 4.43 | 7.45 | 7.30 | 16.50 | 17.50 |
| Yield(%) | NA | 3.04 | 2.46 | 2.40 | 2.20 | NA | NA | … | … | NA | 0.81 | 2.72 | 2.02 | 2.01 | 2.01 | 2.85 | 1.90 | 0.45 | 2.95 | 2.32 | 2.66 | 2.48 | 2.88 | 2.74 | 2.60 | 3.21 | 3.08 | 3.38 | 3.28 | 2.97 | 3.05 | 3.26 | 3.21 | 3.36 |
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 |
|---|---|---|---|---|
| Four Core Asset Index Funds Emerging Market Strategic Asset Allocation – Optimal Moderate |
-6.54%
Feb 2006 – Feb 2009 |
0.01%
Feb 2004 – Feb 2009 |
4.24%
Oct 2013 – Oct 2023 |
3.89%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Four Core Asset Index Funds Emerging Market Strategic Asset Allocation – Optimal Moderate |
19.34%
Feb 2009 – Feb 2012 |
15.42%
Sep 2002 – Sep 2007 |
9.52%
Feb 2009 – Feb 2019 |
8.37%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart