Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Five Core Asset Index Funds Strategic Asset Allocation - Optimal Moderate | NA | 22.64% | 1.14% | 5.51% | 5.23% | 6.50% | 6.38% | 6.54% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Five Core Asset Index Funds 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 (%) | -1.02 | 22.64 | 1.14 | 5.51 | 5.23 | 6.50 | 6.38 | 6.54 | NA | 7.57 | 13.04 | -16.64 | 9.73 | 12.25 | 18.83 | -5.97 | 12.56 | 7.23 | -2.61 | 6.88 | 9.02 | 12.14 | -0.31 | 13.30 | 26.02 | -24.68 | 9.75 | 15.70 | 9.28 | 13.47 | 24.77 | -4.96 | -1.34 |
| Sharpe Ratio | NA | 0.24 | -0.31 | 0.17 | 0.35 | NA | NA | 0.45 | -0.03 | 0.13 | 1.04 | -1.35 | 1.34 | 0.67 | 2.88 | -0.89 | 2.96 | 0.86 | -0.31 | 1.16 | 1.25 | 1.57 | -0.02 | 1.15 | 1.37 | -1.05 | 0.64 | 1.67 | 1.18 | 1.86 | 3.32 | -0.60 | -0.37 |
| Standard Deviation(%) | NA | 7.53 | 10.13 | 11.73 | 9.72 | NA | NA | 10.95 | 5.89 | 7.60 | 8.45 | 13.36 | 7.26 | 18.05 | 6.04 | 8.19 | 4.03 | 8.21 | 8.41 | 5.90 | 7.19 | 7.70 | 13.87 | 11.50 | 18.89 | 24.44 | 10.51 | 7.44 | 6.05 | 6.75 | 7.25 | 10.12 | 9.99 |
| Draw Down(%) | NA | 4.12 | 21.93 | 22.72 | 22.72 | NA | NA | 39.25 | 0.56 | 4.00 | 8.83 | 22.43 | 3.66 | 22.07 | 3.06 | 11.76 | 1.53 | 5.87 | 10.25 | 4.88 | 7.54 | 6.50 | 12.81 | 8.36 | 18.09 | 36.85 | 6.51 | 7.82 | 4.11 | 7.88 | 6.62 | 15.19 | 15.28 |
| Yield(%) | NA | 3.20 | 2.59 | 2.53 | 2.34 | NA | NA | 2.90 | NA | 0.85 | 2.88 | 2.12 | 2.12 | 2.14 | 2.98 | 2.04 | 0.47 | 3.15 | 2.49 | 2.81 | 2.61 | 2.97 | 2.85 | 2.73 | 3.44 | 3.34 | 3.55 | 3.50 | 3.32 | 3.36 | 3.58 | 3.58 | 3.78 |
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 |
|---|---|---|---|---|
| Five Core Asset Index Funds Strategic Asset Allocation - Optimal Moderate |
-7.09%
Feb 2006 - Feb 2009 |
-0.06%
Feb 2004 - Feb 2009 |
3.85%
Oct 2013 - Oct 2023 |
3.80%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Five Core Asset Index Funds Strategic Asset Allocation - Optimal Moderate |
20.51%
Feb 2009 - Feb 2012 |
15.73%
Oct 2002 - Oct 2007 |
9.69%
Feb 2009 - Feb 2019 |
8.42%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart