Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Two Core Asset Index Funds Tactical Asset Allocation Moderate | NA | 29.96% | 4.55% | 9.10% | 5.50% | 6.47% | 6.30% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Two Core Asset Index Funds Tactical Asset Allocation 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 (%) | -1.27 | 29.96 | 4.55 | 9.10 | 5.50 | 6.47 | 6.30 | … | … | 0.44 | 16.76 | 19.87 | -17.73 | 15.19 | 16.69 | 6.13 | -6.53 | 12.12 | 8.80 | -7.41 | 3.89 | 19.24 | 1.88 | 6.96 | 6.56 | 11.99 | 0.19 | 5.87 | 10.75 | 0.42 | 6.76 | 14.87 | 4.58 | 7.48 |
| Sharpe Ratio | NA | 1.16 | 0.12 | 0.56 | 0.42 | NA | NA | … | … | 0.03 | 1.01 | 1.55 | -1.06 | 1.67 | 1.68 | 0.87 | -0.77 | 2.60 | 1.54 | -1.01 | 0.55 | 2.71 | 0.33 | 0.98 | 0.67 | 1.61 | -0.13 | 0.31 | 1.29 | -0.31 | 0.82 | 2.18 | 0.70 | 1.04 |
| Standard Deviation(%) | NA | 9.98 | 13.28 | 11.91 | 9.73 | NA | NA | … | … | 10.97 | 10.03 | 10.09 | 18.06 | 9.10 | 9.77 | 5.43 | 10.23 | 4.43 | 5.57 | 7.35 | 7.10 | 7.09 | 5.54 | 7.08 | 9.63 | 7.37 | 5.64 | 9.37 | 5.80 | 5.61 | 7.09 | 6.51 | 4.95 | 4.97 |
| Draw Down(%) | NA | 5.99 | 21.27 | 22.62 | 22.62 | NA | NA | … | … | 0.92 | 5.99 | 9.05 | 22.46 | 3.81 | 9.46 | 3.61 | 15.85 | 1.74 | 3.13 | 8.36 | 6.11 | 4.08 | 4.70 | 4.17 | 9.39 | 3.63 | 5.44 | 6.14 | 4.01 | 4.62 | 5.93 | 3.76 | 4.56 | 3.44 |
| Yield(%) | NA | 2.18 | 1.78 | 1.80 | 1.82 | NA | NA | … | … | NA | 0.64 | 2.04 | 1.49 | 1.31 | 1.83 | 2.49 | 1.78 | 0.32 | 2.76 | 1.52 | 2.59 | 1.57 | 2.82 | 3.03 | 2.79 | 3.94 | 4.06 | 2.87 | 2.69 | 2.99 | 2.47 | 3.78 | 5.51 | 6.50 |
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 |
|---|---|---|---|---|
| Two Core Asset Index Funds Tactical Asset Allocation Moderate |
1.17%
Feb 2017 – Feb 2020 |
1.32%
Aug 2014 – Aug 2019 |
3.49%
Oct 2013 – Oct 2023 |
4.30%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Two Core Asset Index Funds Tactical Asset Allocation Moderate |
18.32%
Sep 2022 – Sep 2025 |
10.99%
Oct 2020 – Oct 2025 |
7.60%
Aug 2004 – Aug 2014 |
7.08%
Sep 2010 – Sep 2025 |
Annualized Rolling Returns Comparison Chart