Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| High Dividend ETFs Tactical Asset Allocation Moderate | NA | 1.07% | -0.34% | 1.38% | 2.32% | 2.27% | NA | … | … |
Data as of 08/31/2020, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| High Dividend ETFs Tactical Asset Allocation Moderate | 12/31/2000 | 11/30/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.03 | 1.07 | -0.34 | 1.38 | 2.32 | 2.27 | NA | … | … | 4.09 | 5.46 | -5.59 | 8.12 | 4.42 | -8.63 | 0.94 | 1.08 | 11.53 | 3.49 | 7.28 | 9.71 | 7.30 | -9.01 | 3.10 | 1.98 | 2.36 | 1.37 | 1.44 | 2.31 |
| Sharpe Ratio | NA | -1.03 | -2.50 | -2.88 | -2.71 | NA | NA | … | … | -0.57 | -4.53 | -4.77 | -2.32 | -4.46 | -4.88 | -3.21 | -2.55 | -1.39 | -1.83 | -1.44 | -0.91 | -2.12 | -3.35 | -7.30 | -7.52 | -5.90 | -10.60 | -20.88 | -402.92 |
| Standard Deviation(%) | NA | 10.80 | 7.41 | 6.88 | 6.59 | NA | NA | … | … | 11.24 | 3.92 | 5.70 | 4.78 | 6.67 | 5.56 | 5.47 | 6.83 | 5.05 | 8.23 | 7.88 | 9.81 | 5.80 | 9.25 | 2.63 | 2.53 | 2.92 | 1.69 | 0.88 | 0.05 |
| Draw Down(%) | NA | 13.83 | 15.32 | 15.32 | 15.93 | NA | NA | … | … | 13.83 | 2.44 | 9.17 | 2.69 | 5.16 | 13.50 | 7.34 | 8.37 | 3.93 | 6.74 | 6.40 | 4.71 | 2.94 | 12.66 | 1.38 | 2.22 | 2.92 | 1.44 | 0.77 | 0.00 |
| Yield(%) | NA | 2.99 | 2.75 | 3.33 | 4.35 | NA | NA | … | … | 2.67 | 2.92 | 2.66 | 1.38 | 5.60 | 4.51 | 7.01 | 3.56 | 6.50 | 4.26 | 5.94 | 6.66 | 3.82 | 4.76 | 3.79 | 3.17 | 2.34 | 1.55 | 1.23 | 2.31 |
Data as of 08/31/2020, 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 |
|---|---|---|---|---|
| High Dividend ETFs Tactical Asset Allocation Moderate |
-3.98%
Apr 2013 – Apr 2016 |
-1.14%
Aug 2014 – Aug 2019 |
1.70%
Oct 2010 – Oct 2020 |
2.11%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| High Dividend ETFs Tactical Asset Allocation Moderate |
9.27%
Feb 2009 – Feb 2012 |
8.37%
Apr 2008 – Apr 2013 |
4.39%
Jun 2004 – Jun 2014 |
2.96%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart