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 |
|---|---|---|---|---|---|---|---|---|
| Six Core Asset ETF Benchmark With PTTRX Tactical Asset Allocation Moderate | 7.34% | NA | 10.80% | 2.18% | 6.45% | 3.61% | 4.68% | 7.00% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Six Core Asset ETF Benchmark With PTTRX 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 (%) | -0.83 | 10.80 | 2.18 | 6.45 | 3.61 | 4.68 | 7.00 | 7.34 | NA | 3.51 | 2.97 | -3.92 | 14.23 | 11.88 | 7.04 | -7.52 | 7.72 | 4.55 | -6.31 | 3.62 | 11.18 | 8.47 | -2.78 | 11.38 | 23.38 | -3.63 | 23.13 | 20.81 | 9.80 | 7.43 | 13.17 | 6.93 | 6.32 |
| Sharpe Ratio | NA | -0.44 | -0.33 | 0.32 | 0.18 | NA | NA | 0.64 | -0.07 | -0.49 | -0.16 | -0.44 | 1.53 | 1.27 | 1.07 | -1.07 | 1.34 | 0.62 | -1.04 | 0.55 | 1.54 | 1.57 | -0.29 | 0.81 | 1.93 | -0.42 | 1.23 | 1.47 | 0.87 | 1.00 | 2.22 | 2.10 | 1.10 |
| Standard Deviation(%) | NA | 6.31 | 9.06 | 9.12 | 7.92 | NA | NA | 8.85 | 3.57 | 6.31 | 8.09 | 11.96 | 9.27 | 9.16 | 5.25 | 8.29 | 5.27 | 7.02 | 6.09 | 6.55 | 7.23 | 5.35 | 9.58 | 13.88 | 12.08 | 10.80 | 16.42 | 11.93 | 8.78 | 6.52 | 5.61 | 2.77 | 3.63 |
| Draw Down(%) | NA | 4.34 | 13.97 | 13.97 | 14.79 | NA | NA | 14.79 | 0.49 | 4.34 | 6.57 | 13.46 | 4.91 | 11.46 | 2.82 | 13.64 | 2.85 | 6.79 | 10.43 | 6.94 | 6.58 | 4.61 | 11.15 | 9.68 | 5.94 | 13.09 | 10.44 | 10.81 | 5.75 | 5.25 | 3.67 | 1.64 | 2.78 |
| Yield(%) | NA | 4.49 | 2.67 | 2.76 | 2.81 | NA | NA | 3.11 | NA | 1.03 | 4.35 | 1.72 | 1.19 | 3.28 | 3.08 | 1.63 | 0.89 | 3.72 | 4.83 | 3.15 | 1.97 | 2.43 | 0.92 | 2.73 | 4.96 | 1.84 | 3.26 | 3.47 | 3.39 | 3.09 | 2.71 | 5.56 | 6.42 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Six Core Asset ETF Benchmark With PTTRX Tactical Asset Allocation Moderate |
-0.34%
Jun 2014 - Jun 2017 |
-0.35%
Mar 2015 - Mar 2020 |
2.51%
Apr 2010 - Apr 2020 |
4.18%
Dec 2009 - Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Six Core Asset ETF Benchmark With PTTRX Tactical Asset Allocation Moderate |
21.45%
May 2005 - May 2008 |
16.73%
Apr 2005 - Apr 2010 |
12.29%
Apr 2001 - Apr 2011 |
8.84%
Jun 2001 - Jun 2016 |
Annualized Rolling Returns Comparison Chart