Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Six Core Asset ETFs Most Popular Tactical Asset Allocation Moderate | NA | 17.21% | 6.49% | 8.64% | 5.84% | 7.53% | 8.95% | 9.56% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Six Core Asset ETFs Most Popular Tactical Asset Allocation 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.49 | 17.21 | 6.49 | 8.64 | 5.84 | 7.53 | 8.95 | 9.56 | NA | 12.59 | 8.25 | -0.99 | 11.40 | 10.79 | 17.64 | -9.84 | 6.68 | 4.09 | -0.53 | 6.98 | 10.50 | 13.23 | 4.30 | 18.40 | 12.13 | 4.83 | 19.19 | 17.62 | 10.12 | 11.52 | 28.86 | 1.39 | 8.21 |
| Sharpe Ratio | NA | 0.82 | 0.31 | 0.47 | 0.39 | NA | NA | 0.78 | 0.04 | 0.73 | 0.56 | -0.20 | 1.17 | 0.53 | 2.57 | -1.16 | 1.12 | 0.46 | -0.06 | 1.06 | 1.46 | 1.93 | 0.33 | 1.39 | 0.93 | 0.34 | 1.15 | 1.23 | 0.88 | 1.04 | 3.80 | 0.05 | 0.96 |
| Standard Deviation(%) | NA | 8.25 | 9.28 | 12.23 | 10.31 | NA | NA | 10.17 | 8.54 | 8.27 | 7.15 | 11.81 | 9.72 | 19.85 | 6.31 | 9.61 | 5.40 | 8.52 | 8.97 | 6.59 | 7.18 | 6.84 | 12.74 | 13.22 | 12.90 | 11.45 | 14.12 | 11.68 | 9.05 | 10.15 | 7.40 | 5.86 | 6.17 |
| Draw Down(%) | NA | 4.93 | 13.28 | 21.78 | 21.78 | NA | NA | 21.78 | 0.69 | 4.93 | 5.79 | 13.28 | 5.50 | 21.78 | 3.12 | 15.94 | 3.30 | 7.89 | 8.90 | 5.78 | 7.15 | 4.81 | 10.95 | 8.29 | 7.02 | 12.83 | 9.28 | 12.65 | 5.66 | 13.53 | 2.23 | 6.86 | 5.13 |
| Yield(%) | NA | 2.48 | 1.86 | 1.76 | 1.96 | NA | NA | 0.00 | NA | 1.73 | 2.18 | 1.18 | 0.91 | 1.96 | 2.79 | 1.50 | 1.75 | 2.32 | 2.48 | 2.49 | 2.16 | 3.05 | 2.60 | 2.98 | 4.27 | 4.29 | 3.51 | 3.19 | 2.93 | 2.38 | 2.47 | 3.12 | 2.98 |
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 |
|---|---|---|---|---|
| Six Core Asset ETFs Most Popular Tactical Asset Allocation Moderate |
0.04%
Dec 2015 - Dec 2018 |
0.29%
Mar 2015 - Mar 2020 |
4.96%
Oct 2013 - Oct 2023 |
6.77%
Feb 2008 - Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Six Core Asset ETFs Most Popular Tactical Asset Allocation Moderate |
18.88%
Mar 2003 - Mar 2006 |
17.88%
Jan 2003 - Jan 2008 |
14.08%
Apr 2003 - Apr 2013 |
11.15%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart