Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Three Core Asset ETFs Strategic Asset Allocation - Optimal Moderate | NA | 24.03% | 2.62% | 7.31% | 6.71% | 7.78% | 6.38% | 6.19% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Three Core Asset ETFs 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 (%) | -1.08 | 24.03 | 2.62 | 7.31 | 6.71 | 7.78 | 6.38 | 6.19 | NA | 11.21 | 15.79 | -15.95 | 11.36 | 14.44 | 19.98 | -5.44 | 13.39 | 8.38 | -0.30 | 6.37 | 14.57 | 11.69 | 0.98 | 12.63 | 22.29 | -23.38 | 3.91 | 10.06 | 3.96 | 7.44 | 17.55 | -12.44 | 9.46 |
| Sharpe Ratio | NA | 0.68 | -0.08 | 0.31 | 0.48 | NA | NA | 0.42 | 0.02 | 0.57 | 1.31 | -1.14 | 1.41 | 0.69 | 2.72 | -0.73 | 3.13 | 0.96 | -0.04 | 0.98 | 1.97 | 1.44 | 0.07 | 1.10 | 1.33 | -1.06 | 0.10 | 1.09 | 0.28 | 0.96 | 1.69 | -0.91 | 1.34 |
| Standard Deviation(%) | NA | 7.99 | 11.14 | 13.15 | 10.78 | NA | NA | 11.22 | 7.54 | 8.03 | 8.78 | 15.17 | 8.04 | 20.66 | 6.82 | 9.27 | 4.08 | 8.56 | 8.78 | 6.51 | 7.38 | 8.10 | 13.94 | 11.41 | 16.70 | 22.86 | 9.48 | 6.25 | 6.28 | 6.75 | 9.99 | 14.96 | 5.34 |
| Draw Down(%) | NA | 4.27 | 21.07 | 22.20 | 22.20 | NA | NA | 37.42 | 0.65 | 4.27 | 8.45 | 21.68 | 3.58 | 22.02 | 3.22 | 11.95 | 1.56 | 6.19 | 8.25 | 4.69 | 5.98 | 6.40 | 11.98 | 8.29 | 17.05 | 31.29 | 6.03 | 4.99 | 4.31 | 5.27 | 8.08 | 20.62 | 2.44 |
| Yield(%) | NA | 3.15 | 2.46 | 2.42 | 2.26 | NA | NA | 2.06 | NA | 1.03 | 2.76 | 1.89 | 2.33 | 1.74 | 2.81 | 1.73 | 0.82 | 3.43 | 2.35 | 2.42 | 2.43 | 2.58 | 2.58 | 2.88 | 2.64 | 1.37 | 1.78 | 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 |
|---|---|---|---|---|
| Three Core Asset ETFs Strategic Asset Allocation - Optimal Moderate |
-8.56%
Feb 2006 - Feb 2009 |
-3.15%
Feb 2004 - Feb 2009 |
3.43%
Dec 2001 - Dec 2011 |
4.69%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Three Core Asset ETFs Strategic Asset Allocation - Optimal Moderate |
18.43%
Feb 2009 - Feb 2012 |
15.12%
Feb 2009 - Feb 2014 |
10.17%
Feb 2009 - Feb 2019 |
9.20%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart