Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Four Core Asset ETFs (EM) Strategic Asset Allocation - Equal Weight Moderate | NA | 18.99% | 3.47% | 6.82% | 5.76% | 6.72% | 6.72% | 6.58% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Four Core Asset ETFs (EM) 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 (%) | -0.96 | 18.99 | 3.47 | 6.82 | 5.76 | 6.72 | 6.72 | 6.58 | NA | 9.42 | 12.75 | -10.02 | 7.44 | 11.90 | 18.36 | -8.55 | 15.57 | 7.77 | -1.90 | 3.29 | 11.16 | 13.74 | -3.22 | 12.97 | 28.96 | -26.88 | 15.12 | 15.08 | 10.44 | 8.30 | 18.67 | -5.42 | 2.31 |
| Sharpe Ratio | NA | 0.47 | -0.03 | 0.27 | 0.40 | NA | NA | 0.42 | 0.01 | 0.36 | 1.09 | -0.90 | 0.86 | 0.57 | 2.33 | -0.98 | 2.92 | 0.74 | -0.21 | 0.48 | 1.43 | 1.49 | -0.21 | 1.05 | 1.58 | -1.03 | 0.93 | 1.18 | 1.04 | 0.97 | 1.72 | -0.51 | 0.01 |
| Standard Deviation(%) | NA | 7.74 | 9.70 | 12.49 | 10.73 | NA | NA | 12.01 | 6.24 | 7.77 | 7.80 | 12.70 | 8.63 | 20.56 | 7.28 | 10.10 | 5.11 | 10.18 | 9.35 | 6.77 | 7.77 | 9.19 | 15.29 | 12.32 | 18.29 | 26.94 | 13.09 | 9.98 | 7.94 | 7.60 | 10.44 | 12.84 | 0.05 |
| Draw Down(%) | NA | 4.60 | 16.63 | 22.53 | 22.53 | NA | NA | 40.11 | 0.58 | 4.60 | 6.87 | 16.63 | 4.04 | 22.53 | 4.13 | 14.99 | 1.55 | 6.43 | 10.92 | 5.72 | 6.82 | 8.47 | 15.20 | 9.58 | 17.26 | 38.92 | 7.99 | 10.65 | 5.08 | 5.95 | 8.26 | 13.07 | 0.00 |
| Yield(%) | NA | 3.65 | 2.69 | 2.67 | 2.60 | NA | NA | 2.71 | NA | 1.07 | 3.50 | 1.95 | 2.25 | 1.81 | 3.08 | 1.64 | 0.94 | 3.78 | 3.33 | 3.51 | 3.23 | 3.78 | 3.63 | 3.76 | 3.81 | 4.16 | 3.54 | 2.58 | 2.08 | 0.91 | 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 |
|---|---|---|---|---|
| Four Core Asset ETFs (EM) Strategic Asset Allocation - Equal Weight Moderate |
-6.43%
Feb 2006 - Feb 2009 |
-0.06%
Feb 2004 - Feb 2009 |
4.54%
Oct 2013 - Oct 2023 |
3.98%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Four Core Asset ETFs (EM) Strategic Asset Allocation - Equal Weight Moderate |
19.95%
Feb 2009 - Feb 2012 |
14.93%
Feb 2009 - Feb 2014 |
9.51%
Feb 2009 - Feb 2019 |
8.56%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart