Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Five Core Asset Most Popular ETF Index Funds Strategic Asset Allocation – Optimal Moderate | NA | 22.24% | 1.57% | 5.53% | 5.63% | 6.76% | 6.27% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Five Core Asset Most Popular ETF Index Funds 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 (%) | -1.21 | 22.24 | 1.57 | 5.53 | 5.63 | 6.76 | 6.27 | … | … | -0.01 | 7.39 | 13.66 | -16.06 | 10.47 | 11.04 | 18.10 | -5.75 | 13.36 | 7.29 | -0.04 | 6.76 | 10.35 | 12.08 | 0.10 | 11.93 | 22.34 | -23.53 | 7.86 | 15.37 | 8.05 | 9.44 | 19.19 | -10.99 | -4.96 |
| Sharpe Ratio | NA | 0.19 | -0.26 | 0.17 | 0.36 | NA | NA | … | … | -0.01 | 0.10 | 1.05 | -1.20 | 1.38 | 0.54 | 2.60 | -0.79 | 2.89 | 0.79 | -0.01 | 1.05 | 1.29 | 1.47 | 0.00 | 0.95 | 1.12 | -0.88 | 0.43 | 1.45 | 0.85 | 1.23 | 2.07 | -0.85 | -0.55 |
| Standard Deviation(%) | NA | 7.88 | 10.85 | 12.70 | 10.52 | NA | NA | … | … | 6.48 | 7.93 | 8.94 | 14.50 | 7.55 | 19.88 | 6.42 | 8.93 | 4.41 | 9.02 | 8.96 | 6.40 | 8.01 | 8.19 | 14.98 | 12.46 | 19.84 | 27.91 | 11.31 | 8.37 | 6.91 | 6.91 | 8.96 | 14.22 | 13.14 |
| Draw Down(%) | NA | 4.59 | 22.13 | 22.60 | 22.60 | NA | NA | … | … | 0.56 | 4.59 | 8.87 | 22.53 | 3.78 | 21.90 | 3.26 | 11.60 | 1.64 | 5.97 | 8.40 | 4.80 | 7.39 | 6.51 | 12.36 | 8.74 | 19.33 | 36.68 | 6.45 | 7.68 | 4.43 | 4.95 | 7.98 | 19.20 | 17.49 |
| Yield(%) | NA | 3.07 | 2.48 | 2.39 | 2.49 | NA | NA | … | … | NA | 0.80 | 2.88 | 1.91 | 2.24 | 1.98 | 2.44 | 1.96 | 0.43 | 3.81 | 3.54 | 3.54 | 2.64 | 2.95 | 2.81 | 2.97 | 3.38 | 2.80 | 3.16 | 3.12 | 2.73 | 1.36 | 1.21 | 1.39 | 1.59 |
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 |
|---|---|---|---|---|
| Five Core Asset Most Popular ETF Index Funds Strategic Asset Allocation – Optimal Moderate |
-7.46%
Feb 2006 – Feb 2009 |
-1.07%
Feb 2004 – Feb 2009 |
4.33%
Oct 2013 – Oct 2023 |
3.91%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Five Core Asset Most Popular ETF Index Funds Strategic Asset Allocation – Optimal Moderate |
19.22%
Feb 2009 – Feb 2012 |
14.73%
Feb 2009 – Feb 2014 |
9.87%
Feb 2009 – Feb 2019 |
8.43%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart