Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ITA Twenty ETFs Tactical Asset Allocation Moderate | NA | 7.77% | 19.43% | 16.89% | 9.53% | 9.00% | 9.94% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ITA Twenty ETFs Tactical Asset Allocation 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 (%) | -1.16 | 7.77 | 19.43 | 16.89 | 9.53 | 9.00 | 9.94 | … | … | -0.21 | 3.55 | 62.24 | -3.74 | 22.66 | 8.85 | 11.15 | -8.62 | 5.71 | 9.37 | -4.27 | 3.78 | 6.46 | 10.00 | 0.11 | 14.63 | 17.08 | -1.46 | 20.99 | 21.48 | 10.47 | 6.09 | 17.27 | -0.52 | 4.22 |
| Sharpe Ratio | NA | -0.33 | 0.50 | 0.63 | 0.45 | NA | NA | … | … | -0.05 | -0.37 | 1.25 | -0.52 | 2.39 | 0.78 | 1.94 | -1.26 | 0.90 | 1.27 | -0.62 | 0.60 | 0.82 | 1.77 | 0.01 | 1.08 | 1.47 | -0.19 | 1.20 | 1.60 | 0.99 | 1.16 | 2.31 | -0.29 | 0.36 |
| Standard Deviation(%) | NA | 8.23 | 27.77 | 22.45 | 16.55 | NA | NA | … | … | 5.61 | 8.25 | 46.46 | 9.85 | 9.45 | 11.06 | 5.02 | 7.90 | 5.64 | 7.23 | 6.89 | 6.22 | 7.82 | 5.63 | 11.64 | 13.45 | 11.56 | 12.60 | 14.95 | 11.40 | 8.35 | 4.42 | 7.19 | 5.53 | 5.29 |
| Draw Down(%) | NA | 5.86 | 11.81 | 15.53 | 16.48 | NA | NA | … | … | 0.54 | 5.86 | 5.77 | 11.51 | 4.08 | 15.53 | 2.29 | 14.09 | 3.23 | 6.66 | 10.39 | 5.99 | 8.91 | 3.09 | 11.90 | 8.55 | 5.14 | 20.18 | 9.81 | 9.99 | 5.72 | 4.73 | 3.03 | 5.88 | 5.26 |
| Yield(%) | NA | 6.75 | 4.30 | 3.47 | 2.87 | NA | NA | … | … | NA | 1.20 | 5.88 | 3.05 | 2.75 | 2.06 | 2.92 | 1.47 | 0.69 | 3.79 | 2.63 | 3.01 | 1.81 | 4.15 | 2.74 | 3.52 | 3.93 | 3.07 | 3.24 | 3.27 | 3.69 | 1.28 | 1.11 | 1.14 | 1.93 |
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 |
|---|---|---|---|---|
| ITA Twenty ETFs Tactical Asset Allocation Moderate |
-0.32%
Mar 2017 – Mar 2020 |
-0.12%
Mar 2015 – Mar 2020 |
2.93%
Oct 2010 – Oct 2020 |
5.22%
May 2008 – May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ITA Twenty ETFs Tactical Asset Allocation Moderate |
30.07%
Jul 2020 – Jul 2023 |
18.31%
Dec 2018 – Dec 2023 |
11.84%
Apr 2003 – Apr 2013 |
9.78%
Oct 2008 – Oct 2023 |
Annualized Rolling Returns Comparison Chart