Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| 6coreasset_test Tactical Asset Allocation Moderate | NA | 1.70% | 8.31% | 4.97% | 4.47% | 5.61% | 7.32% | … | … |
Data as of 08/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| 6coreasset_test Tactical Asset Allocation Moderate | 12/31/2000 | 11/08/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | 1.78 | 1.70 | 8.31 | 4.97 | 4.47 | 5.61 | 7.32 | … | … | -0.54 | 0.83 | 13.27 | 11.97 | 6.85 | -8.09 | 6.38 | 5.06 | -4.70 | 4.25 | 12.34 | 6.80 | 0.04 | 13.00 | 16.46 | 1.58 | 19.12 | 21.06 | 8.29 | 8.10 | 15.20 | 1.11 | 2.31 |
| Sharpe Ratio | NA | -0.93 | 0.53 | 0.43 | 0.35 | NA | NA | … | … | -0.61 | -0.06 | 1.44 | 0.99 | 1.04 | -1.13 | 1.09 | 0.69 | -0.74 | 0.65 | 1.67 | 1.23 | 0.00 | 0.96 | 1.39 | 0.06 | 1.15 | 1.71 | 0.66 | 0.90 | 2.14 | 0.01 | 0.01 |
| Standard Deviation(%) | NA | 6.96 | 8.44 | 8.77 | 7.80 | NA | NA | … | … | 6.94 | 8.97 | 9.19 | 11.83 | 5.26 | 8.31 | 5.29 | 6.99 | 6.39 | 6.57 | 7.36 | 5.50 | 9.65 | 13.47 | 11.78 | 10.21 | 14.08 | 10.42 | 9.26 | 7.96 | 6.79 | 0.01 | 0.05 |
| Draw Down(%) | NA | 6.13 | 11.71 | 12.58 | 16.53 | NA | NA | … | … | 5.86 | 8.75 | 4.89 | 12.58 | 2.82 | 14.21 | 2.71 | 7.08 | 8.63 | 6.46 | 6.73 | 4.10 | 11.08 | 8.43 | 5.61 | 10.94 | 9.43 | 8.68 | 6.31 | 5.73 | 2.74 | 0.00 | 0.00 |
| Yield(%) | NA | 3.17 | 1.99 | 2.13 | 2.23 | NA | NA | … | … | 2.44 | 1.96 | 1.14 | 1.73 | 3.05 | 1.58 | 0.76 | 3.60 | 2.58 | 3.21 | 1.88 | 2.69 | 1.80 | 3.42 | 3.30 | 1.88 | 3.01 | 3.28 | 3.42 | 2.16 | 0.81 | 1.11 | 2.31 |
Data as of 08/31/2023, 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 |
|---|---|---|---|---|
| 6coreasset_test Tactical Asset Allocation Moderate |
-0.95%
Jul 2016 – Jul 2019 |
-0.31%
Mar 2015 – Mar 2020 |
2.93%
Apr 2010 – Apr 2020 |
4.90%
May 2008 – May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 6coreasset_test Tactical Asset Allocation Moderate |
20.57%
May 2005 – May 2008 |
16.07%
Apr 2005 – Apr 2010 |
11.31%
Apr 2003 – Apr 2013 |
8.90%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart