Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| 6coreasset_test Strategic Asset Allocation – Optimal Moderate | NA | 5.22% | 3.07% | 4.55% | 5.35% | 5.45% | 5.49% | … | … |
Data as of 08/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| 6coreasset_test Strategic Asset Allocation – Optimal 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 (%) | 1.83 | 5.22 | 3.07 | 4.55 | 5.35 | 5.45 | 5.49 | … | … | 3.95 | -14.53 | 11.74 | 10.77 | 18.47 | -6.39 | 12.00 | 8.25 | -1.56 | 5.29 | 9.44 | 12.43 | 0.44 | 13.12 | 25.67 | -24.34 | 6.09 | 11.28 | 3.96 | 7.44 | 17.55 | -12.44 | 9.46 |
| Sharpe Ratio | NA | 0.26 | 0.00 | 0.27 | 0.36 | NA | NA | … | … | 0.02 | -1.16 | 1.55 | 0.54 | 2.81 | -0.94 | 2.71 | 0.93 | -0.19 | 0.89 | 1.29 | 1.55 | 0.03 | 1.09 | 1.34 | -1.02 | 0.27 | 1.27 | 0.28 | 0.96 | 1.69 | -0.91 | 1.34 |
| Standard Deviation(%) | NA | 9.97 | 10.31 | 12.23 | 10.01 | NA | NA | … | … | 8.83 | 13.70 | 7.57 | 19.51 | 6.08 | 8.19 | 4.19 | 8.64 | 8.40 | 5.94 | 7.32 | 7.97 | 14.11 | 11.98 | 19.08 | 24.86 | 11.42 | 6.31 | 6.28 | 6.75 | 9.99 | 14.96 | 5.34 |
| Draw Down(%) | NA | 9.04 | 20.85 | 21.63 | 21.63 | NA | NA | … | … | 9.04 | 20.38 | 3.65 | 21.63 | 3.12 | 11.75 | 1.69 | 5.89 | 9.09 | 4.89 | 7.01 | 6.91 | 12.88 | 8.71 | 17.43 | 35.04 | 6.79 | 4.58 | 4.31 | 5.27 | 8.08 | 20.62 | 2.44 |
| Yield(%) | NA | 2.96 | 2.52 | 2.46 | 2.51 | NA | NA | … | … | 2.13 | 2.12 | 2.53 | 1.81 | 3.03 | 1.89 | 0.88 | 3.63 | 3.05 | 3.62 | 3.15 | 3.37 | 3.35 | 3.57 | 3.48 | 2.25 | 2.28 | 2.20 | 1.24 | 0.91 | 0.76 | 0.79 | 2.23 |
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 Strategic Asset Allocation – Optimal Moderate |
-8.15%
Feb 2006 – Feb 2009 |
-2.86%
Feb 2004 – Feb 2009 |
3.90%
Dec 2001 – Dec 2011 |
4.03%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 6coreasset_test Strategic Asset Allocation – Optimal Moderate |
19.75%
Feb 2009 – Feb 2012 |
14.89%
Feb 2009 – Feb 2014 |
9.55%
Feb 2009 – Feb 2019 |
6.83%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart