Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 05/07/2025.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Five Core Asset Equal Weight | 1.39% | 8.55% | 7.37% | 8.99% | 5.73% | 7.01% | 6.85% | 7.56% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Five Core Asset Equal Weight | 05/13/1996 | 05/07/2025 |
The return data shown below all have the same latest date: 05/07/2025.
AR inception is since 05/13/1996.
AR inception is since 05/13/1996.
| 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 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.08 | 8.55 | 7.37 | 8.99 | 5.73 | 7.01 | 6.85 | 7.56 | 1.39 | 11.23 | 14.89 | -19.07 | 15.31 | 9.93 | 22.28 | -9.02 | 15.59 | 8.76 | -3.08 | 8.95 | 8.24 | 14.90 | -3.32 | 16.74 | 34.45 | -33.55 | 9.67 | 23.02 | 13.36 | 18.61 | 33.30 | -6.28 | -2.90 | -4.72 | 19.93 | 3.14 | 8.65 | 10.78 |
| Sharpe Ratio | NA | 0.16 | 0.16 | 0.49 | 0.30 | NA | NA | 0.40 | 0.02 | 0.48 | 0.99 | -1.20 | 1.55 | 0.38 | 2.55 | -0.91 | 2.56 | 0.78 | -0.28 | 1.14 | 0.86 | 1.44 | -0.17 | 1.01 | 1.38 | -1.02 | 0.44 | 1.99 | 1.35 | 1.95 | 3.73 | -0.62 | -0.46 | -0.82 | 1.97 | -0.01 | 0.56 | 1.59 |
| Standard Deviation(%) | NA | 13.58 | 13.41 | 13.07 | 13.46 | NA | NA | 14.15 | 18.82 | 9.73 | 10.77 | 16.97 | 9.87 | 25.49 | 8.18 | 11.33 | 5.84 | 10.96 | 11.26 | 7.81 | 9.51 | 10.34 | 19.13 | 16.57 | 24.95 | 33.81 | 15.34 | 9.93 | 8.31 | 9.04 | 8.74 | 12.00 | 11.43 | 10.79 | 8.48 | 12.46 | 9.24 | 5.40 |
| Draw Down(%) | NA | 13.81 | 16.30 | 25.79 | 29.45 | NA | NA | 49.63 | 13.24 | 5.62 | 10.76 | 25.79 | 4.84 | 29.45 | 4.64 | 16.17 | 2.15 | 7.99 | 12.93 | 6.39 | 10.15 | 8.52 | 18.36 | 11.17 | 20.79 | 46.39 | 9.54 | 10.32 | 5.62 | 10.98 | 7.79 | 19.37 | 17.94 | 9.95 | 6.20 | 18.10 | 9.35 | 3.86 |
| Yield(%) | NA | 3.09 | 2.44 | 2.48 | 2.44 | NA | NA | 3.08 | NA | 0.77 | 2.59 | 1.80 | 2.39 | 2.01 | 3.17 | 2.18 | 0.43 | 3.76 | 2.67 | 3.37 | 2.81 | 3.05 | 2.66 | 2.60 | 3.70 | 2.99 | 3.29 | 3.37 | 3.41 | 3.43 | 3.79 | 3.46 | 3.77 | 3.75 | 4.25 | 4.04 | 3.97 | 2.65 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Five Core Asset Equal Weight |
-10.56%
Feb 2006 - Feb 2009 |
-0.54%
Feb 2004 - Feb 2009 |
3.67%
Feb 1999 - Feb 2009 |
3.63%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Five Core Asset Equal Weight |
25.66%
Mar 2003 - Mar 2006 |
21.49%
Oct 2002 - Oct 2007 |
11.52%
Mar 2003 - Mar 2013 |
10.10%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart