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 Strategic Asset Allocation - Equal Weight Moderate | NA | 15.32% | 3.12% | 6.44% | 4.90% | 5.45% | 5.71% | 5.86% |
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 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.18 | 15.32 | 3.12 | 6.44 | 4.90 | 5.45 | 5.71 | 5.86 | NA | 5.99 | 8.76 | -6.87 | 13.74 | 7.43 | 16.37 | -7.18 | 11.02 | 7.46 | -4.34 | 0.22 | 4.46 | 9.14 | -0.42 | 13.00 | 22.13 | -22.38 | 10.73 | 17.06 | 9.89 | 13.17 | 23.09 | -7.21 | 0.27 |
| Sharpe Ratio | NA | 0.02 | -0.17 | 0.28 | 0.35 | NA | NA | 0.38 | 0.01 | -0.09 | 0.60 | -0.74 | 1.75 | 0.40 | 2.53 | -1.01 | 2.28 | 0.82 | -0.53 | 0.04 | 0.62 | 1.19 | -0.03 | 1.04 | 1.09 | -0.91 | 0.75 | 1.58 | 1.01 | 1.46 | 2.76 | -0.76 | -0.23 |
| Standard Deviation(%) | NA | 6.90 | 8.75 | 11.10 | 9.42 | NA | NA | 11.20 | 4.57 | 6.92 | 7.56 | 11.20 | 7.83 | 17.98 | 5.91 | 8.39 | 4.56 | 8.82 | 8.30 | 5.55 | 7.14 | 7.61 | 13.80 | 12.38 | 20.31 | 25.48 | 10.31 | 8.75 | 7.66 | 8.38 | 8.11 | 10.99 | 8.78 |
| Draw Down(%) | NA | 4.46 | 12.62 | 21.44 | 21.44 | NA | NA | 38.32 | 0.36 | 4.46 | 5.78 | 12.62 | 3.63 | 21.44 | 3.06 | 11.75 | 2.03 | 5.95 | 9.55 | 5.73 | 7.42 | 6.67 | 12.79 | 8.17 | 18.24 | 36.77 | 6.09 | 8.10 | 4.97 | 9.33 | 6.90 | 15.01 | 10.06 |
| Yield(%) | NA | 3.54 | 2.35 | 2.23 | 2.09 | NA | NA | 2.20 | NA | 0.79 | 3.56 | 1.57 | 1.54 | 1.72 | 2.29 | 1.65 | 0.44 | 3.15 | 2.35 | 2.26 | 1.77 | 1.69 | 2.54 | 2.56 | 3.11 | 2.78 | 3.26 | 2.67 | 2.35 | 1.93 | 1.35 | 1.48 | 1.72 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-5.88%
Feb 2006 - Feb 2009 |
0.53%
Feb 2011 - Feb 2016 |
2.86%
May 2008 - May 2018 |
3.27%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Six Core Asset ETFs Most Popular Strategic Asset Allocation - Equal Weight Moderate |
19.00%
Feb 2009 - Feb 2012 |
15.55%
Oct 2002 - Oct 2007 |
9.23%
Mar 2003 - Mar 2013 |
7.29%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart