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 With PTTRX-PRPFX Tactical Asset Allocation Moderate | NA | 10.80% | 2.18% | 6.45% | 3.58% | 4.98% | 7.10% | 7.33% |
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 With PTTRX-PRPFX 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 (%) | -0.83 | 10.80 | 2.18 | 6.45 | 3.58 | 4.98 | 7.10 | 7.33 | NA | 3.51 | 2.97 | -3.92 | 14.23 | 11.88 | 6.88 | -7.52 | 7.72 | 4.55 | -6.32 | 3.43 | 10.68 | 11.54 | -2.69 | 13.55 | 23.20 | -3.38 | 22.41 | 20.83 | 8.93 | 7.23 | 9.80 | 6.71 | 6.72 |
| Sharpe Ratio | NA | -0.44 | -0.33 | 0.32 | 0.18 | NA | NA | 0.65 | -0.07 | -0.49 | -0.16 | -0.44 | 1.53 | 1.27 | 1.04 | -1.07 | 1.34 | 0.62 | -1.04 | 0.52 | 1.45 | 2.18 | -0.28 | 0.95 | 1.93 | -0.42 | 1.31 | 1.68 | 0.78 | 1.15 | 2.20 | 1.70 | 1.09 |
| Standard Deviation(%) | NA | 6.31 | 9.06 | 9.12 | 7.92 | NA | NA | 8.59 | 3.57 | 6.31 | 8.09 | 11.96 | 9.27 | 9.16 | 5.26 | 8.29 | 5.27 | 7.02 | 6.09 | 6.56 | 7.33 | 5.27 | 9.58 | 14.14 | 11.97 | 10.20 | 14.83 | 10.44 | 8.72 | 5.47 | 4.14 | 3.29 | 4.06 |
| Draw Down(%) | NA | 4.34 | 13.97 | 13.97 | 14.91 | NA | NA | 14.91 | 0.49 | 4.34 | 6.57 | 13.46 | 4.91 | 11.46 | 2.82 | 13.64 | 2.85 | 6.79 | 10.44 | 6.95 | 7.29 | 4.03 | 10.89 | 9.65 | 5.84 | 12.95 | 9.91 | 8.68 | 5.60 | 5.05 | 5.13 | 1.64 | 2.78 |
| Yield(%) | NA | 4.49 | 2.67 | 2.73 | 2.78 | NA | NA | 3.29 | NA | 1.03 | 4.35 | 1.72 | 1.19 | 3.28 | 2.93 | 1.63 | 0.89 | 3.72 | 4.83 | 2.99 | 1.98 | 5.00 | 1.47 | 2.91 | 5.34 | 1.97 | 3.48 | 3.58 | 3.43 | 3.12 | 2.94 | 5.10 | 6.67 |
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 With PTTRX-PRPFX Tactical Asset Allocation Moderate |
-0.40%
Jun 2014 - Jun 2017 |
-0.38%
Mar 2015 - Mar 2020 |
2.78%
Apr 2010 - Apr 2020 |
4.46%
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-PRPFX Tactical Asset Allocation Moderate |
21.16%
Apr 2005 - Apr 2008 |
16.84%
Apr 2005 - Apr 2010 |
11.93%
Apr 2001 - Apr 2011 |
8.81%
Jun 2001 - Jun 2016 |
Annualized Rolling Returns Comparison Chart