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 Liquid Strategic Asset Allocation – Optimal Moderate | NA | 17.02% | -3.17% | -0.65% | 1.02% | 2.49% | 2.55% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| High Dividend ETFs Liquid 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 | 17.02 | -3.17 | -0.65 | 1.02 | 2.49 | 2.55 | … | … | -0.61 | 3.71 | 9.73 | -21.80 | 4.93 | 0.86 | 12.20 | -4.87 | 6.57 | 7.93 | -4.19 | 2.59 | 0.45 | 10.34 | 1.78 | 8.81 | 16.88 | -15.02 | 6.66 | 5.80 | 3.34 | 4.59 | 1.56 | 1.76 | 2.31 |
| Sharpe Ratio | NA | -0.46 | -0.85 | -0.39 | -0.06 | NA | NA | … | … | -0.26 | -0.44 | 0.67 | -1.95 | 1.01 | 0.04 | 2.86 | -1.20 | 1.56 | 0.25 | -0.67 | 0.57 | 0.06 | 2.02 | 0.21 | 1.03 | 1.15 | -1.03 | 0.90 | 0.72 | 0.31 | 0.83 | 0.33 | 2.02 | 0.01 |
| Standard Deviation(%) | NA | 6.56 | 9.19 | 9.83 | 12.29 | NA | NA | … | … | 2.55 | 6.60 | 8.18 | 11.88 | 4.88 | 14.36 | 3.77 | 5.17 | 3.81 | 30.50 | 6.30 | 4.50 | 6.52 | 5.10 | 8.43 | 8.49 | 14.59 | 15.51 | 4.08 | 3.52 | 3.75 | 4.37 | 2.60 | 0.32 | 0.05 |
| Draw Down(%) | NA | 5.81 | 22.99 | 24.13 | 25.61 | NA | NA | … | … | 0.62 | 5.81 | 8.32 | 21.94 | 3.04 | 19.66 | 1.55 | 8.21 | 2.31 | 21.01 | 9.87 | 5.63 | 9.33 | 3.25 | 7.34 | 6.77 | 14.54 | 26.51 | 2.77 | 2.30 | 2.80 | 4.81 | 1.81 | 0.25 | 0.00 |
| Yield(%) | NA | 5.76 | 4.51 | 4.33 | 3.87 | NA | NA | … | … | NA | 1.58 | 5.30 | 3.69 | 4.63 | 3.15 | 3.94 | 2.83 | 0.83 | 4.83 | 4.62 | 4.17 | 3.70 | 4.26 | 3.77 | 3.96 | 4.36 | 4.65 | 4.41 | 4.78 | 4.28 | 3.76 | 1.79 | 1.25 | 2.31 |
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 |
|---|---|---|---|---|
| High Dividend ETFs Liquid Strategic Asset Allocation – Optimal Moderate |
-6.11%
Dec 2019 – Dec 2022 |
-2.45%
Dec 2017 – Dec 2022 |
-0.28%
Oct 2013 – Oct 2023 |
1.32%
Dec 2007 – Dec 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| High Dividend ETFs Liquid Strategic Asset Allocation – Optimal Moderate |
14.85%
Feb 2009 – Feb 2012 |
10.31%
Feb 2009 – Feb 2014 |
6.09%
Feb 2009 – Feb 2019 |
3.87%
Jun 2006 – Jun 2021 |
Annualized Rolling Returns Comparison Chart