Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MidCapBlendETFs Tactical Asset Allocation Moderate | NA | 21.20% | -0.85% | 5.54% | 1.07% | 3.18% | 4.07% | 4.48% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MidCapBlendETFs 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 (%) | -0.87 | 21.20 | -0.85 | 5.54 | 1.07 | 3.18 | 4.07 | 4.48 | NA | 8.58 | 7.95 | -16.21 | 11.49 | 19.05 | 5.17 | -26.43 | 8.96 | 11.05 | -8.28 | 2.68 | 18.41 | 0.04 | 0.78 | 10.71 | 11.38 | 5.63 | 5.30 | 7.00 | 4.36 | 10.13 | 19.47 | -0.67 | 0.70 |
| Sharpe Ratio | NA | 0.39 | -0.39 | 0.29 | -0.04 | NA | NA | 0.33 | 0.08 | 0.20 | 0.38 | -1.68 | 1.05 | 1.56 | 0.69 | -1.16 | 1.52 | 1.65 | -1.13 | 0.38 | 2.30 | 0.00 | 0.06 | 0.97 | 1.22 | 0.84 | 0.26 | 0.57 | 0.34 | 1.18 | 2.65 | -0.35 | -0.41 |
| Standard Deviation(%) | NA | 9.72 | 10.00 | 10.65 | 11.38 | NA | NA | 9.43 | 8.13 | 9.85 | 9.69 | 10.47 | 10.89 | 12.08 | 5.49 | 23.88 | 5.47 | 6.57 | 7.33 | 7.04 | 7.97 | 6.24 | 11.53 | 10.96 | 9.24 | 5.61 | 8.97 | 6.54 | 6.41 | 7.77 | 7.08 | 5.15 | 3.95 |
| Draw Down(%) | NA | 5.70 | 19.61 | 21.56 | 35.12 | NA | NA | 35.12 | 0.55 | 5.70 | 8.94 | 17.17 | 4.97 | 14.73 | 2.90 | 32.71 | 2.43 | 4.01 | 9.46 | 6.77 | 4.56 | 5.44 | 13.28 | 9.12 | 4.97 | 3.50 | 7.12 | 7.01 | 4.57 | 6.88 | 2.53 | 5.47 | 3.18 |
| Yield(%) | NA | 3.01 | 2.04 | 2.07 | 1.81 | NA | NA | 2.03 | NA | 0.96 | 2.87 | 1.52 | 1.19 | 1.90 | 2.42 | 1.10 | 0.33 | 2.92 | 1.41 | 1.94 | 0.51 | 1.94 | 1.85 | 2.54 | 3.74 | 3.74 | 2.38 | 2.56 | 2.64 | 2.12 | 1.14 | 1.00 | 1.98 |
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 |
|---|---|---|---|---|
| MidCapBlendETFs Tactical Asset Allocation Moderate |
-7.53%
Feb 2017 - Feb 2020 |
-4.07%
May 2018 - May 2023 |
-0.39%
Oct 2013 - Oct 2023 |
2.48%
May 2008 - May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MidCapBlendETFs Tactical Asset Allocation Moderate |
12.87%
Apr 2003 - Apr 2006 |
9.65%
Oct 2002 - Oct 2007 |
8.18%
Apr 2003 - Apr 2013 |
7.09%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart