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 Strategic Asset Allocation – Optimal Moderate | NA | 26.32% | 3.49% | 8.61% | 7.91% | 9.23% | 7.64% | … | … |
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 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 (%) | -1.04 | 26.32 | 3.49 | 8.61 | 7.91 | 9.23 | 7.64 | … | … | 0.25 | 13.66 | 17.64 | -16.85 | 13.99 | 16.36 | 21.36 | -3.18 | 12.10 | 9.02 | 0.48 | 10.28 | 18.06 | 11.52 | 3.99 | 13.39 | 19.96 | -21.85 | 6.18 | 10.94 | 4.56 | 9.20 | 19.83 | -9.73 | -1.29 |
| Sharpe Ratio | NA | 0.99 | 0.02 | 0.42 | 0.58 | NA | NA | … | … | 0.02 | 0.84 | 1.49 | -1.14 | 1.70 | 0.81 | 2.83 | -0.46 | 2.82 | 1.12 | 0.05 | 1.54 | 2.62 | 1.57 | 0.29 | 1.26 | 1.21 | -1.01 | 0.35 | 1.15 | 0.37 | 1.17 | 2.01 | -0.78 | -0.28 |
| Standard Deviation(%) | NA | 8.33 | 11.68 | 13.25 | 10.84 | NA | NA | … | … | 8.71 | 8.41 | 9.02 | 16.02 | 8.24 | 19.99 | 7.04 | 9.77 | 4.06 | 7.85 | 8.69 | 6.65 | 6.88 | 7.32 | 13.44 | 10.56 | 16.42 | 22.58 | 9.23 | 6.66 | 6.49 | 7.04 | 9.53 | 13.95 | 12.92 |
| Draw Down(%) | NA | 4.54 | 20.25 | 22.44 | 22.44 | NA | NA | … | … | 0.79 | 4.54 | 8.32 | 21.35 | 3.65 | 22.44 | 3.21 | 11.81 | 1.51 | 6.03 | 7.33 | 4.09 | 4.75 | 5.28 | 10.87 | 8.82 | 17.42 | 31.45 | 5.49 | 4.90 | 4.15 | 5.53 | 7.24 | 18.62 | 16.46 |
| Yield(%) | NA | 2.43 | 1.96 | 1.95 | 1.93 | NA | NA | … | … | NA | 0.78 | 2.18 | 1.58 | 1.57 | 1.83 | 2.34 | 1.79 | 0.50 | 2.60 | 2.09 | 2.57 | 2.31 | 2.69 | 2.55 | 2.70 | 3.09 | 2.87 | 3.14 | 3.02 | 2.80 | 2.89 | 2.81 | 2.92 | 3.13 |
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 Strategic Asset Allocation – Optimal Moderate |
-7.22%
Feb 2006 – Feb 2009 |
-1.97%
Feb 2004 – Feb 2009 |
4.73%
Jul 2001 – Jul 2011 |
5.62%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Two Core Asset Index Funds Strategic Asset Allocation – Optimal Moderate |
19.15%
Feb 2009 – Feb 2012 |
16.38%
Feb 2009 – Feb 2014 |
11.48%
Feb 2009 – Feb 2019 |
10.50%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart