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 Fixed Income Treasury Most Popular ETF Index Funds Strategic Asset Allocation – Optimal Moderate | NA | 20.55% | 1.94% | 5.67% | 5.54% | 6.79% | 6.10% | … | … |
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 Fixed Income Treasury 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 (%) | -1.22 | 20.55 | 1.94 | 5.67 | 5.54 | 6.79 | 6.10 | … | … | 0.08 | 7.30 | 13.16 | -14.70 | 9.98 | 11.23 | 17.00 | -5.36 | 12.44 | 6.76 | 0.42 | 5.11 | 11.32 | 12.49 | 0.52 | 12.68 | 21.90 | -25.69 | 7.02 | 15.72 | 8.11 | 9.79 | 19.56 | -10.99 | -4.96 |
| Sharpe Ratio | NA | 0.18 | -0.24 | 0.20 | 0.38 | NA | NA | … | … | 0.00 | 0.09 | 1.08 | -1.16 | 1.35 | 0.61 | 2.54 | -0.77 | 2.74 | 0.75 | 0.04 | 0.84 | 1.52 | 1.57 | 0.03 | 1.08 | 1.18 | -0.99 | 0.35 | 1.55 | 0.88 | 1.29 | 2.10 | -0.85 | -0.55 |
| Standard Deviation(%) | NA | 7.52 | 10.28 | 11.83 | 9.91 | NA | NA | … | … | 6.35 | 7.56 | 8.23 | 13.85 | 7.36 | 18.10 | 6.13 | 8.65 | 4.31 | 8.79 | 8.77 | 6.04 | 7.41 | 7.90 | 14.14 | 11.66 | 18.55 | 26.83 | 11.53 | 8.02 | 6.74 | 6.89 | 8.97 | 14.22 | 13.14 |
| Draw Down(%) | NA | 4.59 | 20.53 | 20.93 | 20.93 | NA | NA | … | … | 0.51 | 4.59 | 7.69 | 20.93 | 3.70 | 19.65 | 3.22 | 11.20 | 1.69 | 5.56 | 8.04 | 5.04 | 7.10 | 6.85 | 12.37 | 8.52 | 17.86 | 36.40 | 6.82 | 7.93 | 4.31 | 4.95 | 7.98 | 19.20 | 17.49 |
| Yield(%) | NA | 2.77 | 2.12 | 1.98 | 2.12 | NA | NA | … | … | NA | 0.71 | 2.54 | 1.58 | 1.69 | 1.60 | 2.18 | 1.74 | 0.32 | 3.32 | 3.01 | 3.02 | 2.59 | 2.92 | 2.91 | 3.00 | 3.69 | 2.10 | 2.93 | 3.07 | 2.55 | 1.67 | 1.56 | 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 Fixed Income Treasury Most Popular ETF Index Funds Strategic Asset Allocation – Opti |
-8.18%
Feb 2006 – Feb 2009 |
-1.44%
Feb 2004 – Feb 2009 |
4.25%
Oct 2013 – Oct 2023 |
3.75%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Five Core Asset Fixed Income Treasury Most Popular ETF Index Funds Strategic Asset Allocation – Opti |
19.03%
Feb 2009 – Feb 2012 |
14.87%
Feb 2009 – Feb 2014 |
9.72%
Feb 2009 – Feb 2019 |
8.36%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart