Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Five Core Asset Index Funds Tactical Asset Allocation Moderate | NA | 20.55% | 3.59% | 7.07% | 6.42% | 8.07% | 9.36% | 9.82% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Five Core Asset Index Funds 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 (%) | -1.27 | 20.55 | 3.59 | 7.07 | 6.42 | 8.07 | 9.36 | 9.82 | NA | 9.12 | 15.05 | -13.92 | 15.11 | 10.05 | 17.92 | -5.59 | 12.57 | 6.54 | -0.89 | 6.94 | 11.51 | 13.37 | 4.76 | 19.65 | 16.54 | 0.38 | 19.60 | 15.75 | 12.12 | 12.67 | 30.27 | 4.69 | 0.53 |
| Sharpe Ratio | NA | 0.44 | -0.05 | 0.33 | 0.44 | NA | NA | 0.86 | 0.05 | 0.30 | 1.42 | -1.11 | 1.70 | 0.55 | 2.69 | -0.78 | 2.68 | 0.80 | -0.10 | 0.99 | 1.65 | 1.87 | 0.31 | 1.57 | 1.45 | -0.09 | 1.31 | 1.30 | 1.37 | 1.31 | 5.27 | 0.81 | -0.33 |
| Standard Deviation(%) | NA | 8.39 | 10.28 | 12.00 | 10.00 | NA | NA | 9.48 | 8.42 | 8.44 | 7.61 | 13.74 | 8.86 | 17.94 | 6.13 | 8.89 | 4.45 | 7.95 | 8.99 | 6.99 | 6.96 | 7.11 | 15.12 | 12.47 | 11.31 | 5.74 | 12.64 | 9.57 | 7.25 | 8.94 | 5.61 | 4.41 | 5.36 |
| Draw Down(%) | NA | 5.05 | 16.75 | 21.32 | 21.32 | NA | NA | 21.32 | 0.66 | 5.05 | 6.31 | 18.57 | 4.98 | 21.32 | 2.94 | 12.10 | 1.81 | 5.55 | 9.71 | 6.43 | 7.36 | 4.82 | 12.02 | 8.03 | 5.83 | 5.43 | 9.42 | 12.76 | 5.43 | 13.19 | 2.30 | 2.51 | 6.61 |
| Yield(%) | NA | 2.15 | 2.15 | 2.11 | 2.35 | NA | NA | 0.00 | NA | 1.34 | 2.31 | 1.77 | 1.92 | 2.09 | 2.81 | 1.81 | 2.68 | 2.69 | 2.41 | 2.99 | 1.99 | 3.14 | 2.79 | 3.14 | 4.76 | 4.38 | 4.22 | 3.94 | 4.29 | 3.83 | 6.25 | 6.01 | 5.40 |
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 |
|---|---|---|---|---|
| Five Core Asset Index Funds Tactical Asset Allocation Moderate |
2.03%
Mar 2017 - Mar 2020 |
2.57%
Mar 2015 - Mar 2020 |
5.16%
Oct 2013 - Oct 2023 |
6.94%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Five Core Asset Index Funds Tactical Asset Allocation Moderate |
20.17%
Oct 2004 - Oct 2007 |
18.68%
Oct 2002 - Oct 2007 |
14.49%
Apr 2003 - Apr 2013 |
12.00%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart