Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Five Core Asset Index Funds Commodity Tactical Asset Allocation Moderate | NA | 17.45% | 5.48% | 8.21% | 5.27% | 7.20% | NA | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Five Core Asset Index Funds Commodity Tactical Asset Allocation Moderate | 12/31/2007 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.96 | 17.45 | 5.48 | 8.21 | 5.27 | 7.20 | NA | … | … | 0.49 | 11.51 | 8.10 | -1.13 | 10.07 | 9.92 | 17.73 | -12.34 | 6.97 | 4.75 | -0.48 | 8.97 | 13.79 | 14.17 | 3.98 | 12.71 | 15.96 | 0.60 | 0.00 |
| Sharpe Ratio | NA | 0.72 | 0.24 | 0.44 | 0.37 | NA | NA | … | … | 0.05 | 0.58 | 0.55 | -0.21 | 1.10 | 0.54 | 2.36 | -1.49 | 1.38 | 0.56 | -0.06 | 1.32 | 2.02 | 1.85 | 0.34 | 1.12 | 1.56 | -0.06 | NA |
| Standard Deviation(%) | NA | 8.45 | 9.33 | 11.57 | 9.81 | NA | NA | … | … | 8.63 | 8.50 | 7.02 | 11.82 | 9.10 | 18.02 | 6.91 | 9.17 | 4.58 | 8.06 | 8.79 | 6.80 | 6.81 | 7.65 | 11.52 | 11.28 | 10.18 | 5.73 | NA |
| Draw Down(%) | NA | 4.92 | 12.66 | 21.45 | 21.45 | NA | NA | … | … | 0.67 | 4.92 | 6.04 | 12.66 | 5.07 | 21.45 | 3.24 | 18.91 | 2.67 | 6.00 | 8.03 | 4.97 | 4.79 | 5.65 | 10.62 | 8.49 | 5.83 | 5.43 | 0.00 |
| Yield(%) | NA | 2.11 | 1.89 | 1.87 | 1.97 | NA | NA | … | … | NA | 1.36 | 2.18 | 1.59 | 1.18 | 2.09 | 2.41 | 1.44 | 2.61 | 2.13 | 2.00 | 2.13 | 1.93 | 2.87 | 2.07 | 2.39 | 4.40 | 4.38 | 0.00 |
Data as of 10/31/2024, Common starting date is 12/31/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Five Core Asset Index Funds Commodity Tactical Asset Allocation Moderate |
-1.09%
Mar 2017 – Mar 2020 |
-0.09%
Mar 2015 – Mar 2020 |
4.58%
Oct 2013 – Oct 2023 |
6.52%
Feb 2008 – Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Five Core Asset Index Funds Commodity Tactical Asset Allocation Moderate |
13.72%
Jun 2009 – Jun 2012 |
13.64%
Jun 2009 – Jun 2014 |
8.19%
Jan 2008 – Jan 2018 |
7.88%
Jun 2009 – Jun 2024 |
Annualized Rolling Returns Comparison Chart