Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ETF Tactical Asset Allocation Moderate | NA | 23.38% | -0.36% | 4.65% | 4.06% | 6.18% | 6.36% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ETF 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 | Common | Inception | 2025 | 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 (%) | -1.10 | 23.38 | -0.36 | 4.65 | 4.06 | 6.18 | 6.36 | … | … | 0.21 | 14.51 | 7.78 | -21.41 | 17.13 | 10.89 | 12.33 | -4.28 | 11.00 | 5.05 | -6.37 | 8.93 | 11.14 | 8.78 | -0.20 | 20.93 | 13.83 | -3.74 | 6.47 | 8.27 | 9.36 | 12.59 | 18.17 | 1.71 | -2.49 |
| Sharpe Ratio | NA | 0.92 | -0.42 | 0.20 | 0.25 | NA | NA | … | … | 0.01 | 0.84 | 0.32 | -1.79 | 1.61 | 0.91 | 1.68 | -0.54 | 2.10 | 0.56 | -0.72 | 1.23 | 1.43 | 1.17 | -0.01 | 1.60 | 1.37 | -0.49 | 0.38 | 0.78 | 1.01 | 1.55 | 2.49 | 0.06 | -0.75 |
| Standard Deviation(%) | NA | 9.41 | 11.16 | 11.17 | 9.74 | NA | NA | … | … | 12.27 | 9.40 | 10.99 | 12.72 | 10.60 | 11.66 | 6.50 | 10.42 | 4.93 | 8.63 | 8.85 | 7.26 | 7.78 | 7.44 | 16.04 | 13.03 | 10.06 | 9.55 | 9.21 | 6.41 | 7.15 | 7.54 | 7.02 | 10.84 | 6.43 |
| Draw Down(%) | NA | 6.64 | 26.57 | 27.60 | 27.60 | NA | NA | … | … | 0.98 | 6.64 | 12.92 | 22.37 | 3.94 | 12.22 | 3.71 | 13.36 | 2.45 | 6.91 | 7.26 | 4.94 | 8.68 | 5.67 | 13.76 | 8.43 | 5.89 | 12.74 | 6.37 | 5.69 | 4.43 | 5.40 | 2.77 | 6.67 | 7.14 |
| Yield(%) | NA | 2.62 | 2.05 | 1.72 | 1.50 | NA | NA | … | … | NA | 0.89 | 2.18 | 2.05 | 0.98 | 0.59 | 2.35 | 1.64 | 1.07 | 1.48 | 0.67 | 1.22 | 0.95 | 1.57 | 1.69 | 1.38 | 0.68 | 0.75 | 1.78 | 2.38 | 1.86 | 1.49 | 1.50 | 0.93 | 2.05 |
Data as of 10/31/2024, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ETF Tactical Asset Allocation Moderate |
-1.82%
Apr 2021 – Apr 2024 |
0.74%
Sep 2018 – Sep 2023 |
2.86%
Apr 2013 – Apr 2023 |
4.54%
May 2008 – May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ETF Tactical Asset Allocation Moderate |
15.24%
Apr 2003 – Apr 2006 |
12.29%
Jun 2009 – Jun 2014 |
10.02%
Apr 2003 – Apr 2013 |
8.29%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart