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-3USETfs-2REIT-2Comm Strategic Asset Allocation - Equal Weight Moderate | NA | 17.38% | 3.38% | 6.22% | 4.68% | 5.62% | 5.92% | 6.68% |
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-3USETfs-2REIT-2Comm 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 (%) | -0.84 | 17.38 | 3.38 | 6.22 | 4.68 | 5.62 | 5.92 | 6.68 | NA | 6.11 | 8.87 | -5.51 | 9.73 | 9.19 | 14.94 | -6.54 | 10.44 | 7.48 | -5.30 | 2.85 | 3.49 | 11.75 | -1.63 | 15.49 | 30.63 | -24.49 | 10.35 | 16.25 | 9.66 | 14.54 | 20.61 | 3.46 | 3.52 |
| Sharpe Ratio | NA | 0.03 | -0.13 | 0.29 | 0.33 | NA | NA | 0.46 | -0.02 | -0.07 | 0.58 | -0.66 | 1.23 | 0.55 | 2.41 | -1.04 | 2.08 | 0.82 | -0.63 | 0.51 | 0.46 | 1.49 | -0.12 | 1.23 | 1.45 | -1.02 | 0.61 | 1.36 | 0.89 | 1.58 | 2.77 | 0.25 | 0.22 |
| Standard Deviation(%) | NA | 7.00 | 8.60 | 10.50 | 9.01 | NA | NA | 11.05 | 4.30 | 7.04 | 7.98 | 10.46 | 7.91 | 16.32 | 5.61 | 7.57 | 4.72 | 8.86 | 8.45 | 5.57 | 7.48 | 7.88 | 13.96 | 12.49 | 20.99 | 24.89 | 12.07 | 9.55 | 8.45 | 8.63 | 7.19 | 9.53 | 5.57 |
| Draw Down(%) | NA | 4.04 | 12.27 | 21.14 | 21.14 | NA | NA | 39.90 | 0.41 | 4.04 | 7.07 | 12.27 | 4.12 | 21.14 | 2.89 | 11.11 | 2.33 | 6.83 | 10.55 | 4.63 | 8.53 | 6.79 | 14.11 | 8.77 | 17.91 | 39.29 | 7.30 | 8.53 | 5.46 | 9.40 | 4.19 | 10.90 | 6.14 |
| Yield(%) | NA | 3.70 | 2.56 | 2.33 | 2.20 | NA | NA | 2.99 | NA | 0.91 | 3.66 | 1.92 | 1.69 | 1.52 | 2.27 | 1.42 | 0.72 | 3.56 | 2.54 | 2.41 | 2.13 | 4.17 | 2.57 | 4.44 | 4.40 | 4.62 | 3.38 | 3.02 | 2.76 | 2.76 | 3.12 | 4.00 | 4.90 |
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-3USETfs-2REIT-2Comm Strategic Asset Allocation - Equal Weight Moderate |
-6.58%
Feb 2006 - Feb 2009 |
0.36%
Mar 2015 - Mar 2020 |
3.05%
Mar 2010 - Mar 2020 |
3.67%
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-3USETfs-2REIT-2Comm Strategic Asset Allocation - Equal Weight Moderate |
21.37%
Feb 2009 - Feb 2012 |
15.91%
Oct 2002 - Oct 2007 |
9.68%
Jan 2003 - Jan 2013 |
7.67%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart