Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FFSG (FormulaFolios Smart Growth ETF) | NA | 8.59% | 7.76% | 7.02% | NA | NA | NA | … | … |
Data as of 10/18/2023, Common starting date is 11/02/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FFSG (FormulaFolios Smart Growth ETF) | 11/02/2017 | 10/18/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.02 | 8.59 | 7.76 | 7.02 | NA | NA | NA | … | … | 5.06 | -14.72 | 22.12 | 11.99 | 24.49 | -9.13 | 3.69 |
| Sharpe Ratio | NA | 0.39 | 0.36 | 0.27 | NA | NA | NA | … | … | 0.22 | -0.79 | 1.59 | 0.33 | 1.91 | -0.70 | 3.75 |
| Standard Deviation(%) | NA | 11.75 | 15.99 | 21.02 | NA | NA | NA | … | … | 9.95 | 20.48 | 13.94 | 35.77 | 12.09 | 14.89 | 6.80 |
| Draw Down(%) | NA | 6.96 | 21.15 | 37.88 | NA | NA | NA | … | … | 6.96 | 21.00 | 5.92 | 37.88 | 7.01 | 19.74 | 1.15 |
| Yield(%) | 0.00 | 16.25 | 7.32 | 5.38 | 2.84 | 1.90 | 1.42 | … | … | 12.48 | 3.53 | 1.94 | 1.28 | 1.89 | 1.53 | 0.65 |
Data as of 10/18/2023, Common starting date is 11/02/2017
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FFSG (FormulaFolios Smart Growth ETF) |
5.26%
Dec 2019 – Dec 2022 |
5.66%
Sep 2018 – Sep 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FFSG (FormulaFolios Smart Growth ETF) |
19.41%
Dec 2018 – Dec 2021 |
6.88%
Jul 2018 – Jul 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart