Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Major Asset ETFs Strategic Asset Allocation - Equal Weight Moderate | NA | 21.98% | 3.95% | 5.78% | 4.81% | 5.08% | 5.40% | 5.95% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Major Asset ETFs Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 01/08/2025 |
| 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 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.08 | 21.98 | 3.95 | 5.78 | 4.81 | 5.08 | 5.40 | 5.95 | NA | 12.09 | 6.91 | -7.58 | 8.34 | 7.40 | 16.12 | -7.50 | 7.47 | 6.94 | -1.75 | 2.14 | 2.32 | 11.75 | -1.61 | 10.76 | 20.75 | -20.88 | 8.97 | 14.80 | 11.85 | 14.49 | 26.42 | -8.61 | 6.52 | 0.00 |
| Sharpe Ratio | NA | 0.93 | -0.02 | 0.24 | 0.31 | NA | NA | 0.40 | 0.03 | 0.78 | 0.37 | -0.79 | 1.02 | 0.41 | 2.65 | -1.06 | 1.57 | 0.94 | -0.23 | 0.37 | 0.30 | 1.66 | -0.13 | 0.92 | 1.10 | -0.97 | 0.53 | 1.18 | 1.16 | 1.54 | 2.67 | -0.73 | NA | NA |
| Standard Deviation(%) | NA | 7.02 | 8.73 | 11.01 | 9.13 | NA | NA | 10.90 | 5.46 | 7.07 | 7.10 | 11.35 | 8.14 | 17.61 | 5.55 | 8.29 | 4.36 | 7.20 | 7.62 | 5.78 | 7.61 | 7.05 | 12.52 | 11.60 | 18.70 | 22.45 | 11.25 | 9.76 | 8.36 | 8.77 | 9.62 | 13.25 | 0.00 | NA |
| Draw Down(%) | NA | 3.29 | 12.64 | 18.45 | 18.45 | NA | NA | 36.04 | 0.47 | 3.29 | 6.51 | 12.64 | 4.28 | 18.45 | 2.52 | 12.94 | 2.07 | 5.05 | 8.05 | 4.21 | 9.46 | 5.33 | 11.48 | 8.62 | 15.61 | 35.85 | 6.57 | 9.75 | 5.08 | 8.86 | 8.32 | 19.58 | 11.89 | 0.00 |
| Yield(%) | NA | 2.84 | 2.51 | 2.14 | 1.92 | NA | NA | 1.89 | NA | 0.93 | 2.72 | 2.16 | 1.91 | 1.30 | 2.03 | 1.51 | 0.35 | 2.65 | 2.03 | 2.04 | 2.44 | 2.50 | 2.44 | 1.64 | 2.03 | 2.17 | 1.78 | 2.30 | 2.48 | 1.19 | 0.87 | 0.75 | 1.30 | 0.00 |
Data as of 10/31/2024, 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 Strategic Asset Allocation - Equal Weight Moderate |
-5.75%
Feb 2006 - Feb 2009 |
1.30%
Dec 2013 - Dec 2018 |
2.79%
Oct 2007 - Oct 2017 |
2.79%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Major Asset ETFs Strategic Asset Allocation - Equal Weight Moderate |
21.00%
Mar 2003 - Mar 2006 |
16.16%
Oct 2002 - Oct 2007 |
9.47%
Mar 2003 - Mar 2013 |
7.43%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart