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 Strategic Asset Allocation - Equal Weight Moderate | 6.57% | NA | 18.85% | 4.00% | 7.08% | 5.16% | 5.92% | 6.15% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Six Core Asset ETF Benchmark With PTTRX Strategic Asset Allocation - Equal Weight 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 (%) | -1.05 | 18.85 | 4.00 | 7.08 | 5.16 | 5.92 | 6.15 | 6.57 | NA | 5.71 | 11.73 | -6.64 | 12.97 | 7.60 | 16.46 | -7.44 | 10.83 | 9.26 | -5.07 | 2.27 | 2.81 | 11.48 | -0.99 | 14.77 | 29.09 | -23.65 | 10.69 | 16.85 | 9.31 | 8.96 | 20.27 | -1.36 | 6.32 |
| Sharpe Ratio | NA | -0.02 | -0.07 | 0.32 | 0.39 | NA | NA | 0.44 | -0.04 | -0.12 | 0.96 | -0.73 | 1.63 | 0.44 | 2.61 | -1.09 | 2.31 | 1.05 | -0.60 | 0.41 | 0.38 | 1.45 | -0.07 | 1.18 | 1.42 | -0.99 | 0.72 | 1.52 | 0.91 | 1.06 | 1.96 | -0.20 | 1.10 |
| Standard Deviation(%) | NA | 7.04 | 8.78 | 10.79 | 9.19 | NA | NA | 11.11 | 4.48 | 7.07 | 7.75 | 11.06 | 7.94 | 16.92 | 5.77 | 8.04 | 4.41 | 8.59 | 8.48 | 5.55 | 7.32 | 7.89 | 14.08 | 12.46 | 20.37 | 24.84 | 10.75 | 8.91 | 7.86 | 7.57 | 10.01 | 12.34 | 3.63 |
| Draw Down(%) | NA | 4.73 | 12.45 | 21.79 | 21.79 | NA | NA | 39.85 | 0.41 | 4.73 | 6.06 | 12.45 | 3.99 | 21.79 | 3.05 | 11.82 | 2.12 | 5.84 | 11.03 | 5.98 | 8.28 | 7.16 | 14.18 | 8.77 | 18.16 | 38.84 | 6.18 | 7.73 | 5.02 | 6.12 | 7.38 | 12.34 | 2.78 |
| Yield(%) | NA | 3.91 | 2.64 | 2.82 | 2.58 | NA | NA | 3.29 | NA | 0.95 | 3.86 | 1.90 | 1.56 | 3.19 | 2.95 | 1.77 | 0.90 | 3.49 | 2.98 | 2.91 | 2.11 | 4.11 | 2.55 | 4.58 | 4.16 | 5.05 | 3.71 | 3.60 | 3.48 | 3.15 | 2.37 | 3.83 | 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 Strategic Asset Allocation - Equal Weight Moderate |
-6.22%
Feb 2006 - Feb 2009 |
0.00%
Feb 2004 - Feb 2009 |
3.19%
Mar 2010 - Mar 2020 |
3.81%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Six Core Asset ETF Benchmark With PTTRX Strategic Asset Allocation - Equal Weight Moderate |
21.31%
Feb 2009 - Feb 2012 |
14.12%
Feb 2009 - Feb 2014 |
9.15%
Mar 2003 - Mar 2013 |
7.85%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart