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 Strategic Asset Allocation - Equal Weight Moderate | 6.73% | NA | 17.50% | 3.41% | 6.29% | 4.82% | 5.54% | 5.98% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Six Core Asset ETF Benchmark With PTTRX-3USETfs-2REIT 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 (%) | -0.92 | 17.50 | 3.41 | 6.29 | 4.82 | 5.54 | 5.98 | 6.73 | NA | 4.44 | 9.93 | -5.87 | 12.54 | 6.83 | 14.98 | -6.66 | 10.84 | 9.59 | -5.18 | 0.57 | 2.43 | 11.85 | -1.99 | 15.10 | 31.79 | -23.95 | 11.33 | 16.25 | 9.66 | 14.54 | 20.61 | 3.46 | 3.52 |
| Sharpe Ratio | NA | -0.18 | -0.16 | 0.27 | 0.35 | NA | NA | 0.46 | -0.01 | -0.30 | 0.69 | -0.68 | 1.53 | 0.40 | 2.45 | -1.01 | 2.10 | 1.01 | -0.59 | 0.10 | 0.33 | 1.48 | -0.13 | 1.16 | 1.52 | -1.00 | 0.76 | 1.36 | 0.89 | 1.58 | 2.77 | 0.25 | 0.22 |
| Standard Deviation(%) | NA | 7.14 | 8.77 | 10.72 | 9.24 | NA | NA | 11.16 | 4.20 | 7.17 | 8.17 | 10.63 | 8.21 | 16.61 | 5.53 | 7.89 | 4.86 | 9.29 | 8.77 | 5.82 | 7.37 | 7.95 | 15.22 | 12.89 | 20.92 | 24.78 | 10.96 | 9.55 | 8.45 | 8.63 | 7.19 | 9.53 | 5.57 |
| Draw Down(%) | NA | 4.71 | 11.88 | 22.04 | 22.04 | NA | NA | 39.63 | 0.37 | 4.71 | 6.75 | 11.88 | 4.16 | 22.04 | 2.92 | 11.39 | 2.42 | 6.50 | 11.26 | 6.39 | 8.71 | 7.25 | 15.69 | 9.01 | 17.56 | 38.86 | 6.59 | 8.53 | 5.46 | 9.40 | 4.19 | 10.90 | 6.14 |
| Yield(%) | NA | 3.78 | 2.62 | 2.41 | 2.28 | NA | NA | 3.04 | NA | 0.84 | 3.80 | 1.92 | 1.82 | 1.54 | 2.44 | 1.57 | 0.71 | 3.63 | 2.78 | 2.40 | 2.18 | 4.36 | 2.44 | 4.26 | 4.26 | 4.85 | 3.66 | 3.02 | 2.76 | 2.76 | 3.12 | 4.00 | 4.90 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-6.00%
Feb 2006 - Feb 2009 |
0.16%
Feb 2011 - Feb 2016 |
2.80%
Mar 2010 - Mar 2020 |
3.69%
May 2008 - May 2023 |
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 Strategic Asset Allocation - Equal Weight Moderate |
21.44%
Feb 2009 - Feb 2012 |
16.00%
Oct 2002 - Oct 2007 |
9.96%
Apr 2001 - Apr 2011 |
7.75%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart