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 Strategic Asset Allocation - Equal Weight Moderate | NA | 19.05% | 2.67% | 6.23% | 5.62% | 6.64% | 6.40% | 6.37% |
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 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 (%) | -1.11 | 19.05 | 2.67 | 6.23 | 5.62 | 6.64 | 6.40 | 6.37 | NA | 8.35 | 11.27 | -11.49 | 11.47 | 10.04 | 18.35 | -7.14 | 13.25 | 6.41 | -0.95 | 6.41 | 6.51 | 12.09 | -1.17 | 14.55 | 27.33 | -25.73 | 8.77 | 17.66 | 9.63 | 8.42 | 19.27 | -5.19 | 2.31 |
| Sharpe Ratio | NA | 0.31 | -0.16 | 0.24 | 0.37 | NA | NA | 0.39 | -0.03 | 0.24 | 0.89 | -1.01 | 1.43 | 0.48 | 2.77 | -0.97 | 2.77 | 0.66 | -0.11 | 0.99 | 0.84 | 1.44 | -0.08 | 1.09 | 1.20 | -0.92 | 0.45 | 1.63 | 0.97 | 0.98 | 1.78 | -0.49 | 0.01 |
| Standard Deviation(%) | NA | 7.21 | 9.60 | 12.34 | 10.30 | NA | NA | 12.34 | 5.93 | 7.26 | 7.87 | 12.73 | 8.01 | 20.47 | 6.11 | 8.71 | 4.55 | 9.47 | 8.77 | 6.43 | 7.74 | 8.36 | 15.97 | 13.32 | 22.66 | 29.01 | 12.71 | 8.81 | 7.69 | 7.64 | 10.43 | 12.84 | 0.05 |
| Draw Down(%) | NA | 3.87 | 17.19 | 22.01 | 22.01 | NA | NA | 41.81 | 0.50 | 3.87 | 7.11 | 17.54 | 3.79 | 22.01 | 3.12 | 11.97 | 1.85 | 6.55 | 9.40 | 4.70 | 7.62 | 6.46 | 14.37 | 8.54 | 19.53 | 39.74 | 7.07 | 7.62 | 4.75 | 5.76 | 8.26 | 12.98 | 0.00 |
| Yield(%) | NA | 3.95 | 2.86 | 2.88 | 2.69 | NA | NA | 2.68 | NA | 1.22 | 3.74 | 2.05 | 2.40 | 2.15 | 3.22 | 1.78 | 2.54 | 2.93 | 2.75 | 2.67 | 1.89 | 2.77 | 2.99 | 3.12 | 3.60 | 3.48 | 3.12 | 3.20 | 3.16 | 2.00 | 1.28 | 1.26 | 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 Strategic Asset Allocation - Equal Weight Moderate |
-8.13%
Feb 2006 - Feb 2009 |
-1.16%
Feb 2004 - Feb 2009 |
4.30%
Oct 2007 - Oct 2017 |
3.97%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Five Core Asset ETFs Strategic Asset Allocation - Equal Weight Moderate |
21.49%
Feb 2009 - Feb 2012 |
15.19%
Feb 2009 - Feb 2014 |
9.69%
Feb 2009 - Feb 2019 |
8.56%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart