Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
| Name | Inception | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR |
|---|---|---|---|---|---|---|---|---|
| Five Core Asset Fixed Income Treasury Most Popular ETF Index Funds Tactical Asset Allocation Moderate | 10.08% | NA | 20.50% | 4.71% | 7.98% | 6.92% | 8.17% | 9.58% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Five Core Asset Fixed Income Treasury Most Popular ETF Index Funds Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| 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 (%) | -1.50 | 20.50 | 4.71 | 7.98 | 6.92 | 8.17 | 9.58 | 10.08 | NA | 12.55 | 15.75 | -13.35 | 16.51 | 10.60 | 16.40 | -2.42 | 11.80 | 5.29 | -0.07 | 5.89 | 10.57 | 12.48 | 4.94 | 18.12 | 9.02 | 13.16 | 16.35 | 17.10 | 10.59 | 10.66 | 29.05 | 1.39 | 8.21 |
| Sharpe Ratio | NA | 0.84 | 0.09 | 0.44 | 0.51 | NA | NA | 0.85 | 0.04 | 0.76 | 1.54 | -1.07 | 1.83 | 0.57 | 2.45 | -0.39 | 2.14 | 0.62 | -0.01 | 0.90 | 1.51 | 1.82 | 0.35 | 1.39 | 0.71 | 1.76 | 0.92 | 1.19 | 0.94 | 0.96 | 3.79 | 0.05 | 0.96 |
| Standard Deviation(%) | NA | 7.82 | 10.11 | 12.00 | 10.10 | NA | NA | 9.98 | 8.53 | 7.84 | 7.46 | 13.79 | 9.01 | 18.16 | 6.11 | 9.44 | 5.21 | 8.20 | 8.99 | 6.54 | 6.99 | 6.84 | 14.23 | 12.96 | 12.66 | 6.95 | 14.50 | 11.64 | 8.95 | 10.07 | 7.48 | 5.86 | 6.17 |
| Draw Down(%) | NA | 5.22 | 16.73 | 19.36 | 19.36 | NA | NA | 19.36 | 0.68 | 5.22 | 5.83 | 18.35 | 4.74 | 19.36 | 3.08 | 9.51 | 2.18 | 5.66 | 8.42 | 5.77 | 6.77 | 4.99 | 11.35 | 7.92 | 8.86 | 5.25 | 8.47 | 12.65 | 5.50 | 12.68 | 2.23 | 6.86 | 5.13 |
| Yield(%) | NA | 2.42 | 2.16 | 1.88 | 1.92 | NA | NA | 0.00 | NA | 1.61 | 2.23 | 1.80 | 1.33 | 1.51 | 2.48 | 1.66 | 1.46 | 2.12 | 2.07 | 2.01 | 1.66 | 2.13 | 2.55 | 2.26 | 3.50 | 3.10 | 3.30 | 2.84 | 2.37 | 1.49 | 1.99 | 3.12 | 2.98 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Five Core Asset Fixed Income Treasury Most Popular ETF Index Funds Tactical Asset Allocation Moderate |
2.91%
Sep 2019 - Sep 2022 |
3.21%
Mar 2015 - Mar 2020 |
5.33%
Sep 2012 - Sep 2022 |
7.30%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Five Core Asset Fixed Income Treasury Most Popular ETF Index Funds Tactical Asset Allocation Moderate |
19.02%
Mar 2003 - Mar 2006 |
17.75%
Mar 2003 - Mar 2008 |
14.24%
Apr 2003 - Apr 2013 |
11.66%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart