Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Five Core Asset CEFs Strategic Asset Allocation – Optimal Moderate | NA | 22.58% | 2.96% | 5.44% | 3.71% | 5.10% | 4.73% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Five Core Asset CEFs 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 (%) | -1.23 | 22.58 | 2.96 | 5.44 | 3.71 | 5.10 | 4.73 | … | … | 0.54 | 9.66 | 9.54 | -11.02 | 13.18 | 2.87 | 13.85 | -12.68 | 12.65 | 7.00 | -4.43 | 1.16 | 13.74 | 8.96 | -3.30 | 12.75 | 39.39 | -31.29 | 2.82 | 18.27 | 5.58 | 2.74 | 11.93 | 0.79 | 3.34 |
| Sharpe Ratio | NA | 0.48 | -0.16 | 0.17 | 0.20 | NA | NA | … | … | 0.13 | 0.42 | 0.66 | -0.98 | 1.83 | 0.12 | 1.99 | -1.56 | 2.45 | 0.73 | -0.52 | 0.17 | 1.81 | 1.08 | -0.23 | 0.98 | 1.75 | -1.15 | -0.02 | 2.21 | 0.59 | 0.21 | 2.99 | -0.08 | 0.34 |
| Standard Deviation(%) | NA | 7.06 | 9.60 | 12.90 | 10.65 | NA | NA | … | … | 3.64 | 7.21 | 8.03 | 12.68 | 7.17 | 22.43 | 6.24 | 8.95 | 4.90 | 9.28 | 8.58 | 6.76 | 7.56 | 8.23 | 14.51 | 12.92 | 22.48 | 28.12 | 11.25 | 6.79 | 5.75 | 8.50 | 3.75 | 3.93 | 3.08 |
| Draw Down(%) | NA | 4.46 | 18.55 | 28.92 | 30.87 | NA | NA | … | … | 0.21 | 4.46 | 9.10 | 18.61 | 3.73 | 28.92 | 3.81 | 17.44 | 2.76 | 8.95 | 11.97 | 7.61 | 7.45 | 8.01 | 15.99 | 11.36 | 26.18 | 43.96 | 11.37 | 5.61 | 4.47 | 11.25 | 1.81 | 5.40 | 2.25 |
| Yield(%) | NA | 5.81 | 5.06 | 3.72 | 3.27 | NA | NA | … | … | NA | 1.85 | 5.90 | 4.32 | 3.92 | 1.14 | 1.03 | 0.52 | 1.43 | 4.30 | 4.76 | 4.17 | 4.51 | 4.19 | 4.68 | 4.53 | 7.06 | 6.05 | 6.42 | 7.32 | 4.88 | 3.80 | 1.59 | 1.42 | 2.08 |
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 |
|---|---|---|---|---|
| Five Core Asset CEFs Strategic Asset Allocation – Optimal Moderate |
-11.29%
Feb 2006 – Feb 2009 |
-4.44%
Feb 2004 – Feb 2009 |
1.85%
Oct 2013 – Oct 2023 |
2.33%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Five Core Asset CEFs Strategic Asset Allocation – Optimal Moderate |
22.85%
Feb 2009 – Feb 2012 |
16.63%
Feb 2009 – Feb 2014 |
9.01%
Feb 2009 – Feb 2019 |
7.25%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart