Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Three Core Asset Index Funds Strategic Asset Allocation – Optimal Moderate | NA | 23.89% | 2.37% | 7.09% | 6.56% | 7.65% | 6.78% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Three Core Asset 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 (%) | -0.97 | 23.89 | 2.37 | 7.09 | 6.56 | 7.65 | 6.78 | … | … | 0.20 | 10.25 | 15.60 | -16.23 | 10.91 | 14.66 | 19.78 | -4.96 | 12.99 | 7.75 | -0.35 | 6.61 | 14.92 | 11.69 | 0.90 | 12.13 | 21.65 | -23.47 | 8.13 | 13.02 | 6.37 | 10.77 | 21.90 | -8.35 | -3.86 |
| Sharpe Ratio | NA | 0.61 | -0.12 | 0.31 | 0.48 | NA | NA | … | … | 0.02 | 0.46 | 1.33 | -1.20 | 1.42 | 0.78 | 2.79 | -0.71 | 3.11 | 0.92 | -0.05 | 1.05 | 2.14 | 1.51 | 0.06 | 1.11 | 1.31 | -1.08 | 0.54 | 1.39 | 0.70 | 1.49 | 2.51 | -0.76 | -0.54 |
| Standard Deviation(%) | NA | 7.84 | 10.85 | 12.31 | 10.16 | NA | NA | … | … | 7.09 | 7.91 | 8.55 | 14.73 | 7.65 | 18.58 | 6.58 | 8.89 | 3.97 | 8.22 | 8.36 | 6.26 | 6.95 | 7.68 | 13.47 | 10.84 | 16.41 | 22.60 | 9.49 | 7.01 | 5.96 | 6.62 | 8.46 | 12.42 | 11.41 |
| Draw Down(%) | NA | 4.27 | 21.19 | 22.33 | 22.33 | NA | NA | … | … | 0.64 | 4.27 | 8.52 | 21.83 | 3.49 | 21.98 | 3.14 | 11.59 | 1.51 | 6.04 | 8.16 | 4.80 | 5.82 | 6.38 | 11.94 | 8.45 | 17.49 | 33.54 | 5.77 | 6.63 | 4.02 | 6.01 | 7.39 | 17.17 | 17.19 |
| Yield(%) | NA | 2.85 | 2.29 | 2.26 | 2.12 | NA | NA | … | … | NA | 0.85 | 2.52 | 1.82 | 1.92 | 1.97 | 2.70 | 1.99 | 0.48 | 2.81 | 2.23 | 2.57 | 2.47 | 2.87 | 2.74 | 2.63 | 3.20 | 2.93 | 3.33 | 3.18 | 2.90 | 2.99 | 3.20 | 3.16 | 3.20 |
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 |
|---|---|---|---|---|
| Three Core Asset Index Funds Strategic Asset Allocation – Optimal Moderate |
-7.07%
Feb 2006 – Feb 2009 |
-1.18%
Feb 2004 – Feb 2009 |
5.13%
Oct 2013 – Oct 2023 |
4.69%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Three Core Asset Index Funds Strategic Asset Allocation – Optimal Moderate |
18.53%
Feb 2009 – Feb 2012 |
15.25%
Feb 2009 – Feb 2014 |
10.19%
Feb 2009 – Feb 2019 |
9.14%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart