Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Five Core Asset ETFs Tactical Asset Allocation Moderate | NA | 21.47% | 4.00% | 7.59% | 6.71% | 8.28% | 9.17% | 9.05% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Five Core Asset ETFs 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 (%) | -1.26 | 21.47 | 4.00 | 7.59 | 6.71 | 8.28 | 9.17 | 9.05 | NA | 12.02 | 15.02 | -13.88 | 15.23 | 10.78 | 17.74 | -4.65 | 12.39 | 6.70 | -1.14 | 6.58 | 11.96 | 12.96 | 5.28 | 19.66 | 13.55 | 2.35 | 15.12 | 20.06 | 8.03 | 11.24 | 15.61 | 1.11 | 2.31 |
| Sharpe Ratio | NA | 0.75 | 0.03 | 0.37 | 0.45 | NA | NA | 0.74 | 0.06 | 0.63 | 1.39 | -1.09 | 1.68 | 0.52 | 2.58 | -0.64 | 2.29 | 0.76 | -0.12 | 0.93 | 1.64 | 1.80 | 0.36 | 1.49 | 1.05 | 0.15 | 0.80 | 1.64 | 0.67 | 1.29 | 2.20 | 0.01 | 0.01 |
| Standard Deviation(%) | NA | 8.53 | 10.46 | 12.85 | 10.68 | NA | NA | 10.13 | 8.58 | 8.56 | 7.77 | 13.96 | 9.02 | 20.34 | 6.34 | 9.33 | 5.14 | 8.55 | 9.41 | 7.03 | 7.28 | 7.17 | 14.75 | 13.17 | 12.80 | 9.71 | 15.18 | 10.22 | 8.77 | 7.98 | 6.79 | 0.01 | 0.05 |
| Draw Down(%) | NA | 5.15 | 17.32 | 21.79 | 21.79 | NA | NA | 21.79 | 0.68 | 5.15 | 6.31 | 18.45 | 5.06 | 21.79 | 3.17 | 10.87 | 1.92 | 5.88 | 9.80 | 6.63 | 7.36 | 4.85 | 11.96 | 7.97 | 5.75 | 9.31 | 9.12 | 8.95 | 6.93 | 5.53 | 2.64 | 0.00 | 0.00 |
| Yield(%) | NA | 2.21 | 2.15 | 2.09 | 2.35 | NA | NA | 0.00 | NA | 1.39 | 2.46 | 1.86 | 1.41 | 2.17 | 2.94 | 1.91 | 2.77 | 2.79 | 2.60 | 2.74 | 2.27 | 3.21 | 2.88 | 3.35 | 4.34 | 4.25 | 3.03 | 3.28 | 2.92 | 2.57 | 1.19 | 1.11 | 2.31 |
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 ETFs Tactical Asset Allocation Moderate |
2.01%
Mar 2017 - Mar 2020 |
2.54%
Mar 2015 - Mar 2020 |
5.37%
Oct 2013 - Oct 2023 |
6.96%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Five Core Asset ETFs Tactical Asset Allocation Moderate |
18.14%
Oct 2004 - Oct 2007 |
15.01%
Oct 2002 - Oct 2007 |
12.84%
Apr 2003 - Apr 2013 |
10.71%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart