Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Six Core Asset ETF Benchmark Tactical Asset Allocation Moderate | NA | 11.67% | 3.98% | 7.72% | 4.17% | 5.03% | 6.92% | 6.94% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Six 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 | 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 (%) | -1.27 | 11.67 | 3.98 | 7.72 | 4.17 | 5.03 | 6.92 | 6.94 | NA | 6.43 | 4.68 | 0.93 | 14.18 | 11.96 | 7.05 | -7.96 | 6.60 | 5.06 | -5.81 | 4.50 | 11.24 | 6.54 | -0.61 | 10.16 | 17.02 | -0.14 | 19.27 | 21.24 | 7.09 | 8.10 | 15.20 | 1.11 | 2.31 |
| Sharpe Ratio | NA | 0.14 | 0.04 | 0.55 | 0.30 | NA | NA | 0.62 | 0.06 | -0.02 | 0.06 | -0.05 | 1.54 | 0.99 | 1.07 | -1.11 | 1.12 | 0.69 | -0.92 | 0.70 | 1.54 | 1.19 | -0.07 | 0.72 | 1.43 | -0.10 | 1.02 | 1.56 | 0.57 | 0.90 | 2.14 | 0.01 | 0.01 |
| Standard Deviation(%) | NA | 8.05 | 8.02 | 9.13 | 7.96 | NA | NA | 8.83 | 8.62 | 8.11 | 6.89 | 8.94 | 9.17 | 11.83 | 5.25 | 8.36 | 5.36 | 6.99 | 6.36 | 6.43 | 7.26 | 5.46 | 9.82 | 13.99 | 11.80 | 10.68 | 15.89 | 11.52 | 8.71 | 7.96 | 6.79 | 0.01 | 0.05 |
| Draw Down(%) | NA | 4.91 | 11.79 | 12.59 | 16.34 | NA | NA | 16.34 | 0.68 | 4.91 | 5.81 | 8.64 | 4.50 | 12.59 | 2.82 | 14.16 | 2.75 | 7.07 | 9.72 | 6.45 | 6.26 | 4.64 | 9.48 | 9.45 | 5.61 | 11.72 | 9.96 | 10.53 | 7.36 | 5.73 | 2.74 | 0.00 | 0.00 |
| Yield(%) | NA | 4.02 | 2.53 | 2.37 | 2.31 | NA | NA | 2.27 | NA | 1.09 | 3.76 | 1.98 | 1.13 | 1.73 | 3.08 | 1.58 | 0.81 | 3.60 | 2.05 | 3.31 | 1.78 | 1.45 | 1.70 | 3.38 | 3.24 | 1.58 | 2.67 | 3.15 | 2.79 | 2.16 | 0.81 | 1.11 | 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 |
|---|---|---|---|---|
| Six Core Asset ETF Benchmark Tactical Asset Allocation Moderate |
-0.84%
Jul 2016 - Jul 2019 |
-0.41%
Mar 2015 - Mar 2020 |
2.50%
Mar 2010 - Mar 2020 |
4.63%
May 2008 - May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Six Core Asset ETF Benchmark Tactical Asset Allocation Moderate |
19.98%
May 2005 - May 2008 |
15.63%
Apr 2005 - Apr 2010 |
10.56%
Apr 2003 - Apr 2013 |
8.38%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart