Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Retirement Income ETFs with Commodities Strategic Asset Allocation - Optimal Moderate | NA | 19.83% | 2.99% | 5.35% | 4.37% | 5.52% | 5.27% | 5.10% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Retirement Income ETFs with Commodities 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 (%) | -1.29 | 19.83 | 2.99 | 5.35 | 4.37 | 5.52 | 5.27 | 5.10 | NA | 7.63 | 8.16 | -9.02 | 12.75 | 4.51 | 15.56 | -7.10 | 7.91 | 10.10 | -4.16 | 4.27 | 7.23 | 9.89 | 1.55 | 12.26 | 20.78 | -24.10 | 7.00 | 18.15 | 7.49 | 9.39 | 3.13 | 1.02 | 2.31 |
| Sharpe Ratio | NA | 0.17 | -0.23 | 0.18 | 0.28 | NA | NA | 0.34 | -0.04 | 0.16 | 0.50 | -0.87 | 1.85 | 0.23 | 2.60 | -1.02 | 1.74 | 1.14 | -0.50 | 0.73 | 0.98 | 1.40 | 0.12 | 1.09 | 1.04 | -1.04 | 0.37 | 2.02 | 0.81 | 1.34 | 2.29 | -0.08 | 0.01 |
| Standard Deviation(%) | NA | 6.58 | 9.11 | 11.45 | 9.57 | NA | NA | 10.36 | 3.48 | 6.61 | 7.87 | 11.99 | 6.89 | 18.93 | 5.45 | 8.24 | 4.19 | 8.66 | 8.45 | 5.79 | 7.32 | 7.04 | 12.70 | 11.14 | 19.87 | 24.13 | 10.87 | 7.36 | 6.55 | 6.29 | 1.06 | 1.20 | 0.05 |
| Draw Down(%) | NA | 4.04 | 16.40 | 22.86 | 22.86 | NA | NA | 40.00 | 0.33 | 4.04 | 7.70 | 16.40 | 3.02 | 22.86 | 2.97 | 12.57 | 2.10 | 5.86 | 10.07 | 4.50 | 7.95 | 5.23 | 12.05 | 8.08 | 19.51 | 35.44 | 6.22 | 4.38 | 4.50 | 6.25 | 0.55 | 1.36 | 0.00 |
| Yield(%) | NA | 4.21 | 3.83 | 3.31 | 2.79 | NA | NA | 3.05 | NA | 1.25 | 3.62 | 3.68 | 3.77 | 2.05 | 2.45 | 2.16 | 0.60 | 3.42 | 2.73 | 2.89 | 2.68 | 3.35 | 3.40 | 3.29 | 3.35 | 3.38 | 3.07 | 5.85 | 5.68 | 2.97 | 0.88 | 1.30 | 2.31 |
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 |
|---|---|---|---|---|
| Retirement Income ETFs with Commodities Strategic Asset Allocation - Optimal Moderate |
-7.08%
Feb 2006 - Feb 2009 |
-0.65%
Feb 2004 - Feb 2009 |
3.02%
Oct 2013 - Oct 2023 |
2.90%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Retirement Income ETFs with Commodities Strategic Asset Allocation - Optimal Moderate |
18.34%
Feb 2009 - Feb 2012 |
13.40%
Feb 2009 - Feb 2014 |
8.18%
Feb 2009 - Feb 2019 |
7.05%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart