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-3USETfs-2REIT Tactical Asset Allocation Moderate | 6.34% | NA | 10.18% | 2.64% | 7.15% | 3.41% | 4.94% | 6.86% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Six Core Asset ETF Benchmark With PTTRX-3USETfs-2REIT 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 (%) | -0.75 | 10.18 | 2.64 | 7.15 | 3.41 | 4.94 | 6.86 | 6.34 | NA | 4.04 | 3.03 | -2.75 | 16.25 | 12.37 | 5.14 | -8.57 | 7.25 | 2.39 | -6.24 | 2.95 | 11.44 | 13.10 | -2.60 | 12.88 | 23.29 | -2.43 | 23.47 | 13.73 | 6.24 | 4.53 | 3.45 | 7.54 | 0.20 |
| Sharpe Ratio | NA | -0.37 | -0.29 | 0.41 | 0.15 | NA | NA | 0.53 | -0.06 | -0.40 | -0.15 | -0.34 | 1.67 | 1.34 | 0.71 | -1.18 | 1.19 | 0.30 | -0.94 | 0.43 | 1.47 | 2.39 | -0.27 | 0.89 | 1.93 | -0.33 | 1.39 | 1.00 | 0.50 | 0.44 | 1.05 | 0.80 | -0.37 |
| Standard Deviation(%) | NA | 6.36 | 9.16 | 9.26 | 8.08 | NA | NA | 8.91 | 3.55 | 6.35 | 8.17 | 12.10 | 9.70 | 9.07 | 5.28 | 8.38 | 5.54 | 7.22 | 6.67 | 6.88 | 7.75 | 5.46 | 9.74 | 14.41 | 12.03 | 10.26 | 14.68 | 10.49 | 8.12 | 8.20 | 2.63 | 8.00 | 5.70 |
| Draw Down(%) | NA | 4.15 | 14.20 | 14.20 | 17.89 | NA | NA | 17.89 | 0.41 | 4.15 | 6.42 | 13.96 | 4.87 | 11.99 | 3.04 | 14.57 | 2.83 | 7.15 | 11.32 | 7.13 | 8.42 | 3.69 | 10.84 | 10.01 | 5.84 | 13.05 | 10.48 | 11.09 | 5.68 | 9.04 | 3.38 | 10.59 | 6.14 |
| Yield(%) | NA | 4.34 | 2.56 | 2.54 | 2.52 | NA | NA | 2.93 | NA | 0.85 | 4.32 | 1.64 | 1.15 | 3.11 | 2.25 | 1.15 | 0.87 | 3.58 | 4.47 | 2.62 | 1.66 | 5.26 | 1.43 | 2.38 | 5.31 | 1.94 | 3.39 | 2.26 | 1.79 | 2.26 | 3.37 | 4.98 | 5.31 |
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-3USETfs-2REIT Tactical Asset Allocation Moderate |
-1.62%
Jul 2016 - Jul 2019 |
-1.76%
Mar 2015 - Mar 2020 |
2.31%
Apr 2010 - Apr 2020 |
4.45%
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-3USETfs-2REIT Tactical Asset Allocation Moderate |
18.72%
May 2005 - May 2008 |
15.21%
Apr 2005 - Apr 2010 |
11.09%
Aug 2004 - Aug 2014 |
7.47%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart