Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Six Core Asset ETFs Strategic Asset Allocation - Optimal Moderate | NA | 22.58% | 1.94% | 6.27% | 5.63% | 6.59% | 5.77% | 5.72% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Six Core Asset ETFs Strategic Asset Allocation - Optimal 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 (%) | -1.07 | 22.58 | 1.94 | 6.27 | 5.63 | 6.59 | 5.77 | 5.72 | NA | 8.22 | 13.20 | -14.32 | 12.06 | 10.87 | 18.44 | -5.88 | 13.89 | 7.18 | -2.43 | 4.65 | 8.55 | 11.44 | 0.28 | 12.45 | 25.13 | -24.56 | 6.35 | 11.80 | 4.68 | 8.00 | 18.08 | -12.02 | 9.58 |
| Sharpe Ratio | NA | 0.29 | -0.20 | 0.24 | 0.39 | NA | NA | 0.36 | -0.02 | 0.20 | 1.01 | -1.16 | 1.59 | 0.54 | 2.79 | -0.88 | 3.16 | 0.79 | -0.28 | 0.76 | 1.11 | 1.40 | 0.02 | 1.02 | 1.30 | -1.02 | 0.29 | 1.35 | 0.40 | 1.05 | 1.74 | -0.88 | 1.36 |
| Standard Deviation(%) | NA | 7.91 | 10.42 | 12.40 | 10.20 | NA | NA | 11.47 | 6.63 | 7.96 | 8.87 | 13.55 | 7.56 | 19.61 | 6.11 | 8.21 | 4.19 | 8.80 | 8.63 | 6.07 | 7.67 | 8.12 | 14.40 | 12.11 | 19.24 | 24.94 | 11.41 | 6.32 | 6.25 | 6.74 | 9.97 | 14.94 | 5.34 |
| Draw Down(%) | NA | 4.00 | 19.86 | 21.76 | 21.76 | NA | NA | 38.74 | 0.61 | 4.00 | 8.84 | 20.14 | 3.61 | 21.76 | 3.14 | 11.22 | 1.67 | 5.86 | 9.47 | 4.81 | 7.38 | 6.69 | 12.59 | 8.61 | 17.41 | 34.85 | 6.79 | 4.59 | 4.21 | 5.08 | 8.08 | 20.34 | 2.44 |
| Yield(%) | NA | 3.53 | 2.72 | 2.77 | 2.64 | NA | NA | 2.45 | NA | 1.13 | 3.08 | 2.14 | 2.80 | 2.03 | 3.04 | 2.49 | 2.60 | 2.65 | 2.47 | 2.64 | 2.48 | 2.56 | 2.88 | 2.95 | 3.19 | 1.92 | 2.55 | 2.68 | 1.95 | 1.45 | 1.23 | 1.16 | 2.36 |
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 |
|---|---|---|---|---|
| Six Core Asset ETFs Strategic Asset Allocation - Optimal Moderate |
-8.01%
Feb 2006 - Feb 2009 |
-2.54%
Feb 2004 - Feb 2009 |
4.02%
Feb 2006 - Feb 2016 |
3.84%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Six Core Asset ETFs Strategic Asset Allocation - Optimal Moderate |
19.20%
Feb 2009 - Feb 2012 |
14.26%
Feb 2009 - Feb 2014 |
9.20%
Feb 2009 - Feb 2019 |
8.18%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart