Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CNBC Model ETF Diversified Global Core Portfolio Strategic Asset Allocation – Optimal Moderate | NA | 22.76% | 1.28% | 5.64% | 5.15% | 6.26% | 5.30% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CNBC Model ETF Diversified Global Core Portfolio 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 (%) | -0.94 | 22.76 | 1.28 | 5.64 | 5.15 | 6.26 | 5.30 | … | … | -0.28 | 9.99 | 10.75 | -14.15 | 4.65 | 15.40 | 18.08 | -8.42 | 15.03 | 7.26 | -1.63 | 4.25 | 12.17 | 11.37 | -1.33 | 11.94 | 22.02 | -23.11 | 3.31 | 10.50 | 4.49 | 7.58 | 18.28 | -12.83 | -3.76 |
| Sharpe Ratio | NA | 0.50 | -0.21 | 0.17 | 0.34 | NA | NA | … | … | -0.05 | 0.39 | 0.69 | -1.09 | 0.52 | 0.82 | 2.52 | -0.98 | 3.19 | 0.83 | -0.19 | 0.65 | 1.63 | 1.44 | -0.09 | 1.05 | 1.32 | -1.11 | 0.03 | 1.13 | 0.36 | 0.98 | 1.76 | -0.93 | -0.47 |
| Standard Deviation(%) | NA | 8.56 | 11.04 | 12.57 | 10.50 | NA | NA | … | … | 6.50 | 8.62 | 9.40 | 14.26 | 8.83 | 18.58 | 6.61 | 9.92 | 4.51 | 8.46 | 8.89 | 6.53 | 7.45 | 7.86 | 14.93 | 11.31 | 16.67 | 21.59 | 9.56 | 6.42 | 6.42 | 6.75 | 9.99 | 15.07 | 13.02 |
| Draw Down(%) | NA | 4.07 | 20.45 | 21.67 | 21.67 | NA | NA | … | … | 0.60 | 4.01 | 9.93 | 20.45 | 4.84 | 19.51 | 3.66 | 15.07 | 1.47 | 6.66 | 10.66 | 5.14 | 6.81 | 6.57 | 14.01 | 8.41 | 16.80 | 31.10 | 5.91 | 4.92 | 4.26 | 5.05 | 8.20 | 21.05 | 17.72 |
| Yield(%) | NA | 2.98 | 2.30 | 2.16 | 2.05 | NA | NA | … | … | NA | 0.91 | 2.69 | 1.94 | 1.59 | 1.53 | 2.51 | 1.39 | 0.55 | 3.32 | 2.65 | 2.03 | 2.23 | 2.43 | 2.63 | 2.72 | 2.81 | 1.22 | 1.67 | 2.14 | 2.17 | 1.66 | 1.55 | 1.28 | 1.47 |
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 |
|---|---|---|---|---|
| CNBC Model ETF Diversified Global Core Portfolio Strategic Asset Allocation – Optimal Moderate |
-8.50%
Feb 2006 – Feb 2009 |
-2.94%
Feb 2004 – Feb 2009 |
3.21%
Dec 2001 – Dec 2011 |
3.41%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CNBC Model ETF Diversified Global Core Portfolio Strategic Asset Allocation – Optimal Moderate |
17.22%
Feb 2009 – Feb 2012 |
13.85%
Feb 2009 – Feb 2014 |
8.88%
Feb 2009 – Feb 2019 |
7.59%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart