Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Major Asset ETFs Plan Tactical Asset Allocation Moderate | NA | 15.87% | 4.65% | 6.97% | 4.23% | 6.40% | 8.37% | 9.12% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Major Asset ETFs Plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 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 (%) | -1.52 | 15.87 | 4.65 | 6.97 | 4.23 | 6.40 | 8.37 | 9.12 | NA | 11.01 | 7.73 | -4.77 | 14.74 | 6.16 | 10.33 | -9.64 | 6.41 | 5.60 | -3.71 | 5.89 | 10.54 | 14.19 | 4.70 | 17.93 | 9.99 | 13.50 | 18.50 | 15.23 | 11.25 | 13.53 | 27.47 | 2.61 | 8.21 |
| Sharpe Ratio | NA | 0.63 | 0.12 | 0.39 | 0.25 | NA | NA | 0.77 | 0.05 | 0.53 | 0.47 | -0.50 | 1.47 | 0.40 | 1.52 | -1.11 | 1.03 | 0.61 | -0.43 | 0.87 | 1.46 | 2.07 | 0.37 | 1.33 | 0.73 | 1.80 | 1.12 | 0.98 | 0.97 | 1.20 | 3.79 | 0.25 | 0.96 |
| Standard Deviation(%) | NA | 8.35 | 9.63 | 10.97 | 9.58 | NA | NA | 9.78 | 8.54 | 8.38 | 7.43 | 12.42 | 9.99 | 14.91 | 5.89 | 9.84 | 5.58 | 8.82 | 8.77 | 6.78 | 7.21 | 6.84 | 12.58 | 13.44 | 13.64 | 6.99 | 13.85 | 12.21 | 9.33 | 10.47 | 7.06 | 5.95 | 6.17 |
| Draw Down(%) | NA | 5.18 | 14.83 | 18.46 | 19.51 | NA | NA | 19.51 | 0.69 | 5.18 | 6.36 | 14.83 | 5.17 | 18.46 | 2.78 | 16.44 | 3.33 | 8.70 | 8.74 | 6.21 | 7.02 | 4.94 | 10.64 | 8.64 | 8.90 | 5.25 | 9.44 | 13.23 | 6.04 | 13.74 | 2.29 | 6.86 | 5.13 |
| Yield(%) | NA | 2.52 | 2.41 | 2.24 | 1.96 | NA | NA | 0.00 | NA | 1.74 | 2.19 | 2.26 | 2.58 | 1.49 | 1.91 | 1.77 | 1.27 | 1.66 | 1.82 | 2.39 | 1.95 | 2.67 | 2.60 | 2.49 | 3.26 | 3.10 | 3.19 | 2.88 | 3.56 | 2.72 | 2.79 | 3.37 | 2.98 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Major Asset ETFs Plan Tactical Asset Allocation Moderate |
-2.00%
Mar 2017 - Mar 2020 |
-1.15%
Mar 2015 - Mar 2020 |
3.40%
Oct 2013 - Oct 2023 |
6.01%
Feb 2008 - Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Major Asset ETFs Plan Tactical Asset Allocation Moderate |
19.43%
Apr 2003 - Apr 2006 |
18.23%
Mar 2003 - Mar 2008 |
14.90%
Apr 2003 - Apr 2013 |
11.49%
Jul 2001 - Jul 2016 |
Annualized Rolling Returns Comparison Chart