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 Strategic Asset Allocation - Equal Weight Moderate | NA | 18.21% | 3.76% | 6.77% | 5.18% | 5.79% | 5.96% | 6.71% |
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 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 (%) | -1.02 | 18.21 | 3.76 | 6.77 | 5.18 | 5.79 | 5.96 | 6.71 | NA | 5.65 | 10.85 | -6.67 | 13.76 | 6.44 | 16.70 | -7.08 | 10.35 | 9.68 | -4.40 | 2.03 | 2.19 | 10.83 | -0.78 | 14.75 | 27.71 | -21.85 | 11.03 | 14.69 | 8.45 | 9.65 | 17.43 | 6.68 | 5.82 |
| Sharpe Ratio | NA | -0.03 | -0.10 | 0.30 | 0.39 | NA | NA | 0.50 | -0.03 | -0.13 | 0.85 | -0.74 | 1.75 | 0.36 | 2.75 | -1.09 | 2.26 | 1.08 | -0.53 | 0.35 | 0.31 | 1.50 | -0.06 | 1.30 | 1.56 | -0.99 | 0.82 | 1.46 | 0.96 | 1.41 | 2.82 | 0.78 | 0.54 |
| Standard Deviation(%) | NA | 6.94 | 8.70 | 10.86 | 9.19 | NA | NA | 10.20 | 4.12 | 6.97 | 7.75 | 10.91 | 7.83 | 17.34 | 5.56 | 7.69 | 4.31 | 8.75 | 8.37 | 5.81 | 7.07 | 7.19 | 13.29 | 11.31 | 17.74 | 22.97 | 9.85 | 7.84 | 6.58 | 6.19 | 5.93 | 7.17 | 6.50 |
| Draw Down(%) | NA | 4.60 | 12.62 | 22.36 | 22.36 | NA | NA | 37.31 | 0.38 | 4.60 | 6.23 | 12.62 | 3.82 | 22.36 | 2.81 | 11.09 | 2.16 | 6.02 | 10.56 | 6.16 | 7.88 | 6.26 | 13.47 | 7.79 | 15.52 | 37.31 | 5.58 | 7.62 | 4.31 | 5.66 | 4.58 | 6.92 | 4.13 |
| Yield(%) | NA | 3.96 | 2.66 | 2.62 | 2.50 | NA | NA | 3.13 | NA | 0.93 | 3.96 | 1.91 | 1.89 | 1.85 | 3.01 | 1.80 | 0.92 | 3.56 | 3.01 | 2.93 | 1.99 | 4.08 | 2.48 | 4.33 | 4.03 | 4.78 | 3.57 | 3.28 | 3.04 | 3.17 | 2.63 | 3.99 | 4.85 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-4.89%
Feb 2006 - Feb 2009 |
0.70%
Feb 2011 - Feb 2016 |
3.14%
Mar 2010 - Mar 2020 |
3.92%
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-PRPFX Strategic Asset Allocation - Equal Weight Moderate |
19.82%
Feb 2009 - Feb 2012 |
13.25%
Oct 2002 - Oct 2007 |
9.37%
Apr 2001 - Apr 2011 |
7.51%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart