Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Four Core Asset ETFs (EM) Strategic Asset Allocation - Optimal Moderate | NA | 22.68% | 1.83% | 6.48% | 6.01% | 7.21% | 6.21% | 6.04% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Four Core Asset ETFs (EM) 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 (%) | -0.99 | 22.68 | 1.83 | 6.48 | 6.01 | 7.21 | 6.21 | 6.04 | NA | 9.47 | 14.36 | -15.78 | 9.49 | 14.08 | 19.08 | -6.52 | 14.26 | 8.04 | -0.74 | 5.36 | 12.89 | 13.06 | -0.56 | 12.83 | 27.03 | -25.13 | 7.71 | 10.06 | 3.96 | 7.44 | 17.55 | -12.44 | 9.46 |
| Sharpe Ratio | NA | 0.46 | -0.17 | 0.24 | 0.42 | NA | NA | 0.39 | 0.00 | 0.36 | 1.16 | -1.17 | 1.19 | 0.69 | 2.62 | -0.86 | 3.10 | 0.86 | -0.08 | 0.82 | 1.71 | 1.55 | -0.04 | 1.07 | 1.54 | -1.06 | 0.43 | 1.09 | 0.28 | 0.96 | 1.69 | -0.91 | 1.34 |
| Standard Deviation(%) | NA | 7.92 | 10.86 | 12.78 | 10.62 | NA | NA | 11.48 | 6.85 | 7.97 | 8.73 | 14.61 | 7.93 | 19.97 | 6.75 | 9.14 | 4.40 | 9.15 | 9.00 | 6.52 | 7.54 | 8.41 | 14.47 | 11.91 | 17.51 | 24.58 | 10.97 | 6.25 | 6.28 | 6.75 | 9.99 | 14.96 | 5.34 |
| Draw Down(%) | NA | 4.10 | 21.66 | 22.68 | 22.68 | NA | NA | 38.07 | 0.63 | 4.10 | 8.61 | 21.96 | 3.56 | 21.32 | 3.44 | 12.94 | 1.52 | 6.14 | 9.42 | 5.19 | 6.60 | 7.18 | 13.28 | 9.09 | 16.64 | 33.87 | 6.30 | 4.99 | 4.31 | 5.27 | 8.08 | 20.62 | 2.44 |
| Yield(%) | NA | 3.34 | 2.63 | 2.59 | 2.52 | NA | NA | 2.41 | NA | 1.06 | 2.93 | 2.07 | 2.54 | 1.79 | 2.96 | 1.81 | 0.87 | 3.62 | 3.05 | 3.51 | 3.35 | 3.48 | 3.38 | 3.64 | 3.50 | 1.97 | 2.02 | 1.88 | 1.24 | 0.91 | 0.76 | 0.79 | 2.23 |
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 |
|---|---|---|---|---|
| Four Core Asset ETFs (EM) Strategic Asset Allocation - Optimal Moderate |
-7.87%
Feb 2006 - Feb 2009 |
-2.71%
Feb 2004 - Feb 2009 |
3.82%
Dec 2001 - Dec 2011 |
4.39%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Four Core Asset ETFs (EM) Strategic Asset Allocation - Optimal Moderate |
19.25%
Feb 2009 - Feb 2012 |
15.24%
Feb 2009 - Feb 2014 |
10.05%
Feb 2009 - Feb 2019 |
8.81%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart