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 ETF Benchmark Tactical Asset Allocation Moderate | NA | 18.14% | 1.40% | 5.82% | 4.33% | 5.63% | 6.87% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Five Core Asset ETF Benchmark 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 | Common | Inception | 2025 | 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 | 18.14 | 1.40 | 5.82 | 4.33 | 5.63 | 6.87 | … | … | 0.56 | 8.97 | 8.65 | -13.12 | 14.23 | 11.96 | 7.04 | -5.02 | 13.77 | 5.75 | -5.70 | 4.49 | 10.44 | 7.29 | 3.86 | 13.03 | 16.17 | -2.80 | 13.65 | 16.33 | 10.29 | 8.10 | 15.20 | 1.11 | 2.31 |
| Sharpe Ratio | NA | 0.46 | -0.28 | 0.34 | 0.32 | NA | NA | … | … | 0.06 | 0.30 | 0.62 | -1.48 | 1.62 | 0.99 | 1.07 | -0.81 | 2.35 | 0.87 | -0.90 | 0.69 | 1.42 | 1.32 | 0.43 | 0.96 | 1.32 | -0.35 | 0.66 | 0.90 | 0.76 | 0.90 | 2.14 | 0.01 | 0.01 |
| Standard Deviation(%) | NA | 7.97 | 8.39 | 9.26 | 7.94 | NA | NA | … | … | 8.58 | 8.03 | 7.14 | 9.79 | 8.76 | 11.83 | 5.25 | 7.78 | 5.59 | 6.35 | 6.36 | 6.50 | 7.34 | 5.50 | 8.90 | 13.44 | 12.22 | 10.50 | 16.10 | 14.53 | 10.63 | 7.96 | 6.79 | 0.01 | 0.05 |
| Draw Down(%) | NA | 5.13 | 15.03 | 16.40 | 16.40 | NA | NA | … | … | 0.68 | 5.13 | 6.60 | 13.78 | 4.53 | 12.59 | 2.82 | 11.35 | 2.21 | 4.92 | 9.60 | 6.46 | 6.92 | 4.07 | 7.51 | 8.43 | 5.82 | 12.47 | 9.58 | 17.93 | 6.92 | 5.73 | 2.74 | 0.00 | 0.00 |
| Yield(%) | NA | 4.00 | 2.84 | 2.61 | 2.49 | NA | NA | … | … | NA | 1.08 | 3.72 | 2.37 | 1.55 | 1.73 | 3.08 | 2.02 | 0.88 | 3.59 | 2.17 | 3.31 | 1.88 | 2.93 | 2.13 | 3.49 | 3.77 | 3.24 | 2.58 | 3.24 | 2.81 | 2.16 | 0.81 | 1.11 | 2.31 |
Data as of 10/31/2024, Common starting date 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 ETF Benchmark Tactical Asset Allocation Moderate |
0.95%
Dec 2021 – Dec 2024 |
1.66%
Mar 2015 – Mar 2020 |
3.14%
Oct 2013 – Oct 2023 |
4.85%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Five Core Asset ETF Benchmark Tactical Asset Allocation Moderate |
17.20%
Oct 2004 – Oct 2007 |
13.76%
Oct 2002 – Oct 2007 |
10.40%
Apr 2003 – Apr 2013 |
8.73%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart