Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Strategic ETF Moderate Growth Tactical Asset Allocation Moderate | NA | 6.58% | 3.84% | 2.92% | 2.01% | 1.58% | 2.02% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Strategic ETF Moderate Growth 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 (%) | 0.17 | 6.58 | 3.84 | 2.92 | 2.01 | 1.58 | 2.02 | … | … | 0.06 | 6.58 | 4.24 | 1.38 | -0.02 | 3.02 | 3.41 | 1.68 | 0.38 | 0.89 | -0.40 | 0.36 | 0.15 | 0.07 | 1.44 | 1.58 | 0.09 | 5.55 | 6.27 | 3.33 | 1.67 | 0.33 | 2.52 | 2.11 | 2.31 |
| Sharpe Ratio | NA | 0.03 | -0.05 | 0.89 | 0.70 | NA | NA | … | … | 0.02 | -0.02 | -0.05 | 0.00 | -0.28 | 2.37 | 1.66 | 2.18 | -0.47 | 0.75 | -0.51 | 0.48 | 0.51 | 0.04 | 1.48 | 1.30 | 0.00 | 1.61 | 1.80 | 0.10 | -0.79 | -0.38 | 1.07 | 0.96 | 0.01 |
| Standard Deviation(%) | NA | 0.55 | 0.38 | 0.61 | 0.73 | NA | NA | … | … | 0.00 | 0.55 | 0.29 | 0.06 | 0.15 | 1.18 | 1.21 | 0.17 | 0.54 | 0.91 | 0.84 | 0.73 | 0.22 | 0.36 | 0.95 | 1.15 | 1.86 | 2.87 | 1.82 | 0.60 | 0.64 | 1.61 | 1.72 | 1.05 | 0.05 |
| Draw Down(%) | NA | 0.00 | 0.00 | 0.65 | 0.87 | NA | NA | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.12 | 0.65 | 0.67 | 0.05 | 0.40 | 0.73 | 0.71 | 0.57 | 0.19 | 0.21 | 0.54 | 0.73 | 1.15 | 2.49 | 0.67 | 0.36 | 0.54 | 1.89 | 0.98 | 0.80 | 0.00 |
| Yield(%) | NA | 3.80 | 2.33 | 1.82 | 1.33 | NA | NA | … | … | NA | 1.31 | 4.25 | 1.38 | 0.08 | 0.86 | 2.22 | 1.42 | 0.38 | 0.74 | 0.42 | 0.37 | 0.12 | 0.19 | 0.82 | 0.94 | 2.13 | 2.51 | 3.79 | 3.51 | 2.39 | 1.78 | 2.33 | 1.25 | 2.31 |
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 |
|---|---|---|---|---|
| Strategic ETF Moderate Growth Tactical Asset Allocation Moderate |
0.04%
Dec 2012 – Dec 2015 |
0.20%
Jan 2012 – Jan 2017 |
0.62%
Dec 2008 – Dec 2018 |
1.20%
Jan 2008 – Jan 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Strategic ETF Moderate Growth Tactical Asset Allocation Moderate |
5.04%
Dec 2005 – Dec 2008 |
3.59%
Nov 2004 – Nov 2009 |
2.51%
May 2001 – May 2011 |
1.91%
Apr 2005 – Apr 2020 |
Annualized Rolling Returns Comparison Chart