Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| FolioInvesting Basic Allocation Folios ETF Plan Strategic Asset Allocation - Equal Weight Moderate | NA | 19.50% | 3.25% | 4.00% | 3.65% | 6.04% | NA | 5.32% |
Data as of 10/31/2024, AR inception is 10/07/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FolioInvesting Basic Allocation Folios ETF Plan Strategic Asset Allocation - Equal Weight Moderate | 10/07/2005 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.29 | 19.50 | 3.25 | 4.00 | 3.65 | 6.04 | NA | 5.32 | NA | 7.72 | 11.97 | -10.90 | 13.37 | -2.37 | 17.94 | -14.22 | 8.39 | 5.59 | 1.77 | 9.13 | 11.15 | 12.75 | 2.25 | 15.45 | 21.99 | -23.42 | 2.04 | 18.02 | 4.29 |
| Sharpe Ratio | NA | 0.21 | -0.11 | 0.08 | 0.16 | NA | NA | 0.30 | -0.01 | 0.15 | 0.92 | -0.93 | 1.86 | -0.11 | 2.75 | -1.22 | 1.88 | 0.64 | 0.20 | 1.40 | 1.38 | 1.59 | 0.14 | 1.19 | 0.93 | -0.85 | -0.09 | 2.02 | 0.52 |
| Standard Deviation(%) | NA | 7.43 | 10.01 | 13.48 | 11.27 | NA | NA | 13.32 | 6.32 | 7.50 | 8.35 | 13.24 | 7.17 | 23.53 | 6.01 | 12.78 | 4.12 | 8.44 | 8.62 | 6.49 | 8.06 | 7.97 | 15.73 | 12.96 | 23.60 | 28.53 | 10.83 | 7.32 | 7.11 |
| Draw Down(%) | NA | 4.37 | 16.11 | 23.68 | 23.68 | NA | NA | 42.25 | 0.40 | 4.37 | 7.35 | 17.11 | 3.60 | 23.68 | 2.58 | 17.74 | 2.06 | 6.73 | 6.85 | 4.86 | 8.31 | 6.44 | 13.49 | 8.18 | 22.04 | 38.59 | 7.64 | 5.66 | 1.06 |
| Yield(%) | NA | 3.35 | 2.39 | 2.32 | 2.36 | NA | NA | 2.97 | NA | 0.94 | 3.25 | 1.64 | 1.76 | 1.80 | 2.57 | 1.48 | 0.55 | 3.89 | 2.91 | 3.37 | 2.80 | 3.75 | 3.55 | 3.55 | 4.26 | 3.12 | 3.53 | 3.43 | 1.25 |
Data as of 10/31/2024, AR inception is 10/07/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FolioInvesting Basic Allocation Folios ETF Plan Strategic Asset Allocation - Equal Weight Moderate |
-9.60%
Feb 2006 - Feb 2009 |
-0.86%
Sep 2017 - Sep 2022 |
2.66%
Oct 2013 - Oct 2023 |
3.22%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FolioInvesting Basic Allocation Folios ETF Plan Strategic Asset Allocation - Equal Weight Moderate |
22.22%
Feb 2009 - Feb 2012 |
17.39%
Feb 2009 - Feb 2014 |
9.71%
Feb 2009 - Feb 2019 |
7.92%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart