Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| 60 Percent Six Core Asset SAA 40 Percent Schwab Total Bonds | 4.93% | 5.06% | 5.24% | 7.60% | 7.22% | 8.01% | 6.90% | 7.40% |
Data as of 06/04/2025, AR inception is 01/02/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| 60 Percent Six Core Asset SAA 40 Percent Schwab Total Bonds | 01/02/2001 | 06/04/2025 |
| 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 (%) | 1.43 | 5.06 | 5.24 | 7.60 | 7.22 | 8.01 | 6.90 | 7.40 | 4.93 | 4.50 | 11.29 | -10.66 | 14.71 | 11.74 | 18.96 | -4.44 | 14.05 | 15.89 | -2.57 | 5.25 | 10.60 | 14.16 | -0.03 | 14.03 | 30.41 | -24.68 | 7.52 | 12.63 | 2.70 | 10.09 | 29.06 | -7.64 | 11.71 |
| Sharpe Ratio | NA | 0.15 | 0.19 | 0.55 | 0.56 | NA | NA | 0.54 | 0.25 | 0.10 | 0.90 | -0.95 | 1.83 | 0.64 | 2.81 | -0.67 | 3.27 | 1.53 | -0.29 | 0.75 | 1.30 | 1.64 | 0.00 | 1.11 | 1.69 | -1.16 | 0.37 | 1.33 | 0.07 | 1.18 | 3.01 | -0.68 | 1.68 |
| Standard Deviation(%) | NA | 11.85 | 10.48 | 10.23 | 10.39 | NA | NA | 11.21 | 14.53 | 8.66 | 8.48 | 12.74 | 8.02 | 17.92 | 6.22 | 8.66 | 4.10 | 10.27 | 9.09 | 6.95 | 8.15 | 8.60 | 15.21 | 12.52 | 17.91 | 22.09 | 11.69 | 6.91 | 6.54 | 7.73 | 9.42 | 13.01 | 5.54 |
| Draw Down(%) | NA | 13.46 | 13.46 | 15.99 | 22.48 | NA | NA | 38.58 | 10.72 | 7.30 | 7.91 | 15.76 | 3.76 | 22.48 | 3.09 | 10.08 | 1.36 | 5.70 | 9.47 | 5.54 | 8.25 | 7.83 | 14.06 | 10.12 | 16.42 | 33.33 | 7.43 | 5.37 | 5.10 | 6.86 | 6.54 | 16.38 | 2.76 |
| Yield(%) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
Data as of 06/04/2025, AR inception is 01/02/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 60 Percent Six Core Asset SAA 40 Percent Schwab Total Bonds |
-7.18%
Feb 2006 - Feb 2009 |
-2.15%
Feb 2004 - Feb 2009 |
5.25%
Feb 2006 - Feb 2016 |
5.78%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 60 Percent Six Core Asset SAA 40 Percent Schwab Total Bonds |
21.34%
Feb 2009 - Feb 2012 |
16.33%
Feb 2009 - Feb 2014 |
11.20%
Feb 2009 - Feb 2019 |
10.02%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart