Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Five Core Asset ETF Benchmark Strategic Asset Allocation - Equal Weight Moderate | NA | 19.19% | 2.51% | 6.07% | 5.34% | 6.24% | 6.05% | 6.01% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Five Core Asset ETF Benchmark 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 (%) | -1.13 | 19.19 | 2.51 | 6.07 | 5.34 | 6.24 | 6.05 | 6.01 | NA | 8.67 | 11.04 | -11.91 | 10.98 | 10.05 | 18.21 | -7.28 | 12.02 | 7.49 | -2.09 | 6.55 | 6.12 | 10.44 | -3.68 | 14.78 | 29.11 | -27.53 | 8.53 | 18.28 | 10.38 | 7.92 | 18.67 | -5.42 | 2.31 |
| Sharpe Ratio | NA | 0.35 | -0.18 | 0.22 | 0.34 | NA | NA | 0.35 | -0.04 | 0.29 | 0.87 | -1.03 | 1.33 | 0.47 | 2.67 | -0.94 | 2.40 | 0.77 | -0.24 | 0.95 | 0.73 | 1.17 | -0.22 | 1.02 | 1.17 | -1.00 | 0.40 | 1.47 | 1.07 | 0.91 | 1.72 | -0.51 | 0.01 |
| Standard Deviation(%) | NA | 7.15 | 9.62 | 12.59 | 10.52 | NA | NA | 12.79 | 5.99 | 7.19 | 7.85 | 12.85 | 8.25 | 21.11 | 6.30 | 9.10 | 4.75 | 9.48 | 8.99 | 6.87 | 8.29 | 8.85 | 17.24 | 14.43 | 24.80 | 28.49 | 13.84 | 10.22 | 7.68 | 7.63 | 10.44 | 12.84 | 0.05 |
| Draw Down(%) | NA | 3.82 | 17.47 | 22.63 | 22.63 | NA | NA | 43.76 | 0.50 | 3.82 | 7.07 | 17.73 | 4.02 | 22.63 | 3.31 | 12.30 | 2.01 | 6.28 | 10.24 | 5.08 | 8.09 | 6.96 | 15.93 | 9.34 | 19.91 | 39.88 | 7.39 | 9.45 | 4.85 | 5.95 | 8.26 | 13.07 | 0.00 |
| Yield(%) | NA | 3.93 | 2.87 | 2.86 | 2.56 | NA | NA | 2.29 | NA | 1.17 | 3.75 | 2.07 | 2.28 | 2.16 | 3.24 | 1.81 | 1.06 | 3.60 | 2.37 | 2.62 | 2.27 | 0.77 | 1.28 | 2.98 | 2.88 | 2.62 | 2.69 | 2.71 | 2.64 | 1.53 | 0.77 | 1.02 | 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 ETF Benchmark Strategic Asset Allocation - Equal Weight Moderate |
-8.84%
Feb 2006 - Feb 2009 |
-1.59%
Feb 2004 - Feb 2009 |
3.63%
Oct 2007 - Oct 2017 |
3.40%
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 Strategic Asset Allocation - Equal Weight Moderate |
21.34%
Feb 2009 - Feb 2012 |
14.56%
Feb 2009 - Feb 2014 |
9.26%
Feb 2009 - Feb 2019 |
8.19%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart