Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Six Core Asset High Income CEFs Strategic Asset Allocation - Equal Weight Moderate | NA | 30.42% | 1.54% | 12.53% | 10.19% | 10.13% | 9.15% | 10.28% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Six Core Asset High Income CEFs Strategic Asset Allocation - Equal Weight 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 (%) | -1.46 | 30.42 | 1.54 | 12.53 | 10.19 | 10.13 | 9.15 | 10.28 | NA | 11.24 | 10.60 | -18.35 | 12.23 | 51.33 | 27.75 | -6.22 | 17.63 | 9.49 | -0.67 | 6.14 | 6.70 | 10.59 | 0.34 | 15.40 | 41.16 | -23.43 | -2.80 | 23.92 | 8.09 | 3.84 | 29.01 | 7.89 | 19.99 |
| Sharpe Ratio | NA | 0.44 | -0.25 | 0.44 | 0.52 | NA | NA | 0.59 | 0.03 | 0.50 | 0.55 | -1.26 | 0.82 | 1.40 | 3.85 | -0.48 | 2.36 | 0.83 | -0.07 | 0.77 | 0.68 | 1.16 | 0.02 | 0.96 | 2.10 | -0.94 | -0.44 | 2.24 | 0.81 | 0.28 | 3.74 | 0.66 | 1.89 |
| Standard Deviation(%) | NA | 9.16 | 12.37 | 20.11 | 16.07 | NA | NA | 14.45 | 6.77 | 9.29 | 11.45 | 15.61 | 14.87 | 36.50 | 6.84 | 15.67 | 7.20 | 11.20 | 9.77 | 7.92 | 9.82 | 9.10 | 14.27 | 15.96 | 19.51 | 25.97 | 13.07 | 9.21 | 7.33 | 10.39 | 7.57 | 10.25 | 9.35 |
| Draw Down(%) | NA | 7.13 | 23.59 | 40.15 | 40.15 | NA | NA | 42.91 | 0.55 | 7.13 | 12.48 | 24.42 | 10.83 | 40.15 | 3.08 | 16.89 | 4.90 | 11.37 | 13.32 | 7.07 | 12.05 | 8.98 | 16.73 | 13.55 | 22.82 | 41.59 | 18.09 | 7.33 | 9.44 | 18.84 | 6.02 | 14.64 | 5.60 |
| Yield(%) | NA | 10.05 | 8.73 | 8.49 | 7.87 | NA | NA | 9.13 | NA | 3.21 | 9.34 | 7.24 | 6.58 | 6.40 | 8.70 | 7.88 | 6.15 | 7.78 | 7.49 | 7.41 | 7.42 | 6.17 | 6.08 | 7.57 | 10.80 | 11.00 | 11.01 | 13.38 | 11.62 | 10.79 | 8.48 | 12.38 | 15.11 |
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 High Income CEFs Strategic Asset Allocation - Equal Weight Moderate |
-8.37%
Feb 2006 - Feb 2009 |
-1.93%
Feb 2004 - Feb 2009 |
4.64%
Mar 2010 - Mar 2020 |
6.22%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Six Core Asset High Income CEFs Strategic Asset Allocation - Equal Weight Moderate |
29.66%
Oct 2018 - Oct 2021 |
20.15%
Jan 2016 - Jan 2021 |
12.54%
Dec 2011 - Dec 2021 |
12.13%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart