Select Page
Performance Comparison
Comparison Box

Portfolio Performance Comparison
Name YTD Return 1Yr AR 3Yr AR 5Yr AR 10Yr AR 15Yr AR 20Yr AR Inception
Major Asset ETFs Tactical Asset Allocation Moderate NA -2.86% 0.11% 0.15% 4.25% 7.51% NA 7.32%
Data as of 08/30/2019, AR inception is 12/31/2000
More Performance Analytics Comparison
Name Start Date End Date
Major Asset ETFs Tactical Asset Allocation Moderate 12/31/2000 11/14/2019
Last 1 Week 1 Yr 3 Yr 5 Yr 10 Yr 15 Yr 20 Yr Inception 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001
Annualized Return (%) 0.67 -2.86 0.11 0.15 4.25 7.51 NA 7.32 7.42 -10.27 9.00 0.87 -4.92 4.41 10.92 15.27 -0.79 7.16 8.91 9.26 17.32 19.61 8.83 16.72 23.59 -9.87 5.36
Sharpe Ratio NA 0.10 0.18 -0.03 0.36 NA NA 0.58 1.13 -1.22 1.45 0.09 -0.61 0.61 1.25 2.13 -0.07 0.56 0.67 1.09 1.05 1.41 0.68 1.54 3.46 -0.77 0.18
Standard Deviation(%) NA 6.71 7.25 7.49 8.73 NA NA 10.37 5.41 9.47 5.78 7.71 8.13 7.26 8.68 7.15 11.38 12.55 13.23 7.67 13.62 11.57 9.86 10.23 6.62 14.30 17.09
Draw Down(%) NA 8.03 17.99 17.99 17.99 NA NA 28.43 2.75 17.99 3.27 8.26 9.66 6.68 10.79 4.27 9.16 9.07 8.93 5.24 8.35 9.98 6.41 14.17 2.43 28.43 19.82
Yield(%) NA 2.69 1.91 1.90 2.28 NA NA 2.62 2.34 1.23 1.76 1.42 2.14 2.64 1.89 3.86 2.45 2.40 3.19 2.87 3.18 3.33 3.20 3.09 2.89 1.38 1.86
Data as of 08/30/2019, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name 3 Year 5 Year 10 Year 15 Year
Major Asset ETFs Tactical Asset Allocation Moderate -1.03%
Jul 2016 - Jul 2019
-0.42%
Dec 2013 - Dec 2018
3.78%
Dec 2008 - Dec 2018
6.98%
Feb 2004 - Feb 2019
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name 3 Year 5 Year 10 Year 15 Year
Major Asset ETFs Tactical Asset Allocation Moderate 19.13%
Apr 2003 - Apr 2006
17.55%
Mar 2003 - Mar 2008
13.16%
Apr 2003 - Apr 2013
9.84%
Jan 2003 - Jan 2018
Annualized Rolling Returns Comparison Chart