Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| High Income ETFs Tactical Asset Allocation Moderate | NA | 17.41% | -2.98% | 2.25% | 1.82% | 3.66% | 4.31% | 4.76% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| High Income ETFs 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 (%) | -1.54 | 17.41 | -2.98 | 2.25 | 1.82 | 3.66 | 4.31 | 4.76 | NA | -0.98 | 6.57 | -19.51 | 13.74 | 9.94 | 4.76 | -5.01 | 13.09 | 4.47 | -7.01 | 2.20 | 5.10 | 6.27 | 0.96 | 14.40 | 2.73 | -2.38 | 6.77 | 19.39 | 8.32 | 14.53 | 0.59 | 7.68 | 6.41 |
| Sharpe Ratio | NA | -0.83 | -0.74 | -0.13 | -0.03 | NA | NA | 0.34 | -0.14 | -0.82 | 0.22 | -1.44 | 1.69 | 0.84 | 0.64 | -0.80 | 1.91 | 0.59 | -1.02 | 0.31 | 0.74 | 1.09 | 0.09 | 1.28 | 0.28 | -0.39 | 0.31 | 2.25 | 0.61 | 1.25 | -0.01 | 0.74 | 0.59 |
| Standard Deviation(%) | NA | 9.23 | 11.67 | 11.04 | 9.17 | NA | NA | 9.05 | 6.54 | 9.28 | 10.74 | 14.46 | 8.10 | 11.52 | 5.21 | 7.93 | 6.51 | 7.21 | 6.91 | 6.99 | 6.88 | 5.70 | 10.28 | 11.22 | 9.56 | 8.51 | 12.12 | 7.18 | 10.14 | 10.89 | 7.18 | 8.94 | 7.01 |
| Draw Down(%) | NA | 10.05 | 23.27 | 25.57 | 25.57 | NA | NA | 25.57 | 0.97 | 10.05 | 14.05 | 25.22 | 4.84 | 15.84 | 2.90 | 11.92 | 3.67 | 6.31 | 11.51 | 9.18 | 8.36 | 4.63 | 10.90 | 7.45 | 9.80 | 8.21 | 8.96 | 3.79 | 6.33 | 13.54 | 10.51 | 11.11 | 7.93 |
| Yield(%) | NA | 3.69 | 3.97 | 3.41 | 2.70 | NA | NA | 3.21 | NA | 1.05 | 3.26 | 3.95 | 4.21 | 2.25 | 2.11 | 1.93 | 0.19 | 3.84 | 1.29 | 3.67 | 2.76 | 3.80 | 4.17 | 4.63 | 3.39 | 4.15 | 3.45 | 3.12 | 3.80 | 2.68 | 4.71 | 2.85 | 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 |
|---|---|---|---|---|
| High Income ETFs Tactical Asset Allocation Moderate |
-5.30%
Dec 2021 - Dec 2024 |
-0.71%
Oct 2018 - Oct 2023 |
0.64%
Oct 2013 - Oct 2023 |
2.00%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| High Income ETFs Tactical Asset Allocation Moderate |
18.42%
Apr 2004 - Apr 2007 |
11.40%
Oct 2002 - Oct 2007 |
8.73%
Apr 2004 - Apr 2014 |
6.17%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart