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 Strategic Asset Allocation - Equal Weight Moderate | NA | 17.24% | 3.80% | 6.06% | 3.98% | 4.55% | 4.82% | 6.04% |
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 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 (%) | -1.04 | 17.24 | 3.80 | 6.06 | 3.98 | 4.55 | 4.82 | 6.04 | NA | 7.31 | 6.38 | -3.76 | 15.61 | 1.79 | 13.92 | -7.92 | 6.22 | 8.37 | -6.09 | 2.75 | 3.01 | 9.08 | -0.33 | 9.87 | 22.68 | -25.17 | 6.74 | 18.58 | 10.76 | 16.32 | 28.46 | 0.84 | 6.41 |
| Sharpe Ratio | NA | 0.15 | -0.11 | 0.25 | 0.23 | NA | NA | 0.43 | -0.05 | 0.11 | 0.30 | -0.51 | 1.93 | 0.08 | 2.34 | -1.09 | 1.32 | 1.00 | -0.74 | 0.49 | 0.42 | 1.32 | -0.03 | 0.80 | 1.14 | -1.24 | 0.40 | 1.95 | 1.03 | 1.94 | 3.51 | -0.03 | 0.59 |
| Standard Deviation(%) | NA | 6.31 | 8.01 | 11.03 | 9.29 | NA | NA | 10.47 | 3.11 | 6.32 | 7.11 | 10.14 | 8.09 | 18.70 | 5.34 | 8.48 | 4.24 | 8.14 | 8.32 | 5.58 | 7.13 | 6.83 | 13.43 | 12.20 | 19.77 | 21.05 | 9.34 | 7.85 | 8.37 | 7.93 | 7.92 | 9.02 | 7.01 |
| Draw Down(%) | NA | 3.55 | 12.26 | 24.26 | 24.26 | NA | NA | 40.53 | 0.39 | 3.55 | 5.71 | 12.26 | 4.76 | 24.26 | 3.24 | 13.31 | 1.88 | 5.97 | 11.25 | 4.87 | 9.25 | 6.39 | 13.53 | 9.10 | 18.26 | 36.88 | 5.57 | 6.40 | 5.62 | 10.21 | 4.61 | 11.98 | 7.93 |
| Yield(%) | NA | 4.57 | 3.78 | 3.42 | 2.67 | NA | NA | 2.90 | NA | 1.11 | 4.18 | 3.03 | 4.14 | 2.36 | 2.64 | 1.96 | 0.21 | 2.78 | 2.37 | 2.68 | 2.61 | 1.45 | 2.60 | 2.97 | 3.53 | 4.19 | 3.12 | 4.21 | 4.11 | 2.76 | 2.50 | 2.56 | 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 Strategic Asset Allocation - Equal Weight Moderate |
-7.59%
Feb 2006 - Feb 2009 |
-1.00%
Mar 2015 - Mar 2020 |
1.70%
Mar 2010 - Mar 2020 |
2.27%
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 Strategic Asset Allocation - Equal Weight Moderate |
20.90%
Jan 2003 - Jan 2006 |
17.45%
Oct 2002 - Oct 2007 |
9.12%
Apr 2001 - Apr 2011 |
7.04%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart