Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Retirement Income ETFs with Commodities Tactical Asset Allocation Moderate | NA | 12.62% | 0.39% | 5.25% | 2.57% | 3.79% | 5.87% | 6.82% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Retirement Income ETFs with Commodities 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 (%) | -0.91 | 12.62 | 0.39 | 5.25 | 2.57 | 3.79 | 5.87 | 6.82 | NA | 3.91 | 2.37 | -9.13 | 16.01 | 11.10 | 3.87 | -8.52 | 5.10 | 4.63 | -4.55 | 4.02 | 8.03 | 4.84 | -2.54 | 11.46 | 13.86 | 1.11 | 19.66 | 17.58 | 10.95 | 14.10 | 20.39 | 6.61 | 6.41 |
| Sharpe Ratio | NA | -0.30 | -0.44 | 0.19 | 0.05 | NA | NA | 0.55 | -0.04 | -0.37 | -0.21 | -0.75 | 1.71 | 1.09 | 0.51 | -1.18 | 0.72 | 0.58 | -0.71 | 0.64 | 1.09 | 0.76 | -0.22 | 0.83 | 1.03 | 0.02 | 1.21 | 1.49 | 0.95 | 1.44 | 2.18 | 0.61 | 0.59 |
| Standard Deviation(%) | NA | 7.20 | 10.42 | 10.14 | 8.63 | NA | NA | 9.42 | 3.34 | 7.21 | 8.94 | 14.02 | 9.36 | 9.98 | 4.80 | 8.31 | 6.17 | 7.64 | 6.42 | 6.28 | 7.34 | 6.31 | 11.68 | 13.66 | 13.39 | 9.41 | 13.80 | 9.63 | 9.27 | 9.13 | 9.04 | 9.00 | 7.01 |
| Draw Down(%) | NA | 5.01 | 18.54 | 18.54 | 20.73 | NA | NA | 20.73 | 0.47 | 5.01 | 7.96 | 17.84 | 4.31 | 12.56 | 2.52 | 15.71 | 3.51 | 8.29 | 9.52 | 6.30 | 8.31 | 5.51 | 13.81 | 8.89 | 5.54 | 11.95 | 10.38 | 10.31 | 6.44 | 13.71 | 6.35 | 11.11 | 7.93 |
| Yield(%) | NA | 3.68 | 4.18 | 3.29 | 2.58 | NA | NA | 2.89 | NA | 0.62 | 3.39 | 6.18 | 3.20 | 1.58 | 2.06 | 1.40 | 0.54 | 2.52 | 2.06 | 3.47 | 2.33 | 3.91 | 2.71 | 3.19 | 2.62 | 2.97 | 3.75 | 2.94 | 2.83 | 2.23 | 4.49 | 2.91 | 2.56 |
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 |
|---|---|---|---|---|
| Retirement Income ETFs with Commodities Tactical Asset Allocation Moderate |
-2.74%
Jul 2016 - Jul 2019 |
-1.39%
Mar 2015 - Mar 2020 |
1.32%
Apr 2010 - Apr 2020 |
2.99%
May 2008 - May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Retirement Income ETFs with Commodities Tactical Asset Allocation Moderate |
18.92%
Jul 2004 - Jul 2007 |
17.15%
Apr 2003 - Apr 2008 |
12.58%
Apr 2001 - Apr 2011 |
8.92%
Jul 2001 - Jul 2016 |
Annualized Rolling Returns Comparison Chart