Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| High Income ETFs Strategic Asset Allocation – Optimal Moderate | NA | 13.90% | -1.25% | 1.60% | 1.63% | 2.73% | 3.22% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| High Income 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 | 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 (%) | -1.08 | 13.90 | -1.25 | 1.60 | 1.63 | 2.73 | 3.22 | … | … | -0.56 | -3.07 | 10.32 | -13.84 | 6.23 | 4.95 | 11.47 | -5.99 | 9.17 | 7.44 | -7.74 | -0.05 | -1.00 | 10.54 | 2.05 | 9.48 | 25.34 | -11.95 | 5.78 | 4.66 | 3.61 | 3.50 | 3.13 | 1.02 | 2.31 |
| Sharpe Ratio | NA | -1.04 | -0.61 | -0.18 | -0.01 | NA | NA | … | … | -0.06 | -1.13 | 0.55 | -1.19 | 0.93 | 0.34 | 2.10 | -0.19 | 1.69 | 0.88 | -0.98 | -0.01 | -0.14 | 1.52 | 0.18 | 0.84 | 1.61 | -1.13 | 0.60 | 0.66 | 0.59 | 1.60 | 2.29 | -0.08 | 0.01 |
| Standard Deviation(%) | NA | 8.52 | 10.97 | 10.97 | 14.99 | NA | NA | … | … | 9.69 | 8.52 | 11.09 | 12.83 | 6.67 | 14.01 | 4.79 | 38.34 | 5.05 | 8.25 | 7.89 | 5.48 | 7.47 | 6.90 | 11.32 | 11.15 | 15.70 | 11.41 | 4.62 | 2.12 | 2.43 | 1.60 | 1.06 | 1.20 | 0.05 |
| Draw Down(%) | NA | 8.90 | 22.53 | 22.75 | 33.91 | NA | NA | … | … | 1.10 | 8.68 | 10.32 | 22.53 | 3.82 | 19.55 | 2.30 | 27.76 | 3.20 | 6.81 | 11.77 | 8.00 | 10.98 | 4.87 | 10.71 | 9.48 | 12.14 | 21.38 | 2.60 | 1.47 | 1.50 | 2.03 | 0.55 | 1.36 | 0.00 |
| Yield(%) | NA | 6.43 | 5.91 | 4.43 | 3.22 | NA | NA | … | … | NA | 1.85 | 6.05 | 6.26 | 4.16 | 1.91 | 1.81 | 2.11 | 0.25 | 3.39 | 2.14 | 3.05 | 2.64 | 3.27 | 4.17 | 2.98 | 3.10 | 3.18 | 3.56 | 3.67 | 3.27 | 1.32 | 0.88 | 1.30 | 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 |
|---|---|---|---|---|
| High Income ETFs Strategic Asset Allocation – Optimal Moderate |
-4.25%
Feb 2006 – Feb 2009 |
-1.14%
Feb 2004 – Feb 2009 |
0.42%
Oct 2013 – Oct 2023 |
2.14%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| High Income ETFs Strategic Asset Allocation – Optimal Moderate |
17.16%
Feb 2009 – Feb 2012 |
11.24%
Feb 2009 – Feb 2014 |
5.98%
Feb 2009 – Feb 2019 |
4.57%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart