Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Six Core Asset ETF Benchmark Asset Allocation Composite Moderate | NA | 16.72% | 0.43% | 4.58% | 4.56% | 5.55% | 5.92% | 6.20% |
Data as of 11/29/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Six Core Asset ETF Benchmark Asset Allocation Composite Moderate | 12/31/2000 | 02/28/2025 |
| 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 (%) | 1.35 | 16.72 | 0.43 | 4.58 | 4.56 | 5.55 | 5.92 | 6.20 | NA | 7.75 | 7.79 | -17.17 | 13.87 | 9.09 | 18.67 | -5.66 | 11.63 | 6.50 | -4.67 | 8.14 | 9.71 | 10.59 | 1.12 | 6.87 | 17.59 | -1.86 | 2.33 | 13.03 | 4.68 | 8.00 | 15.14 | 1.11 | 2.31 |
| Sharpe Ratio | NA | 0.56 | -0.25 | 0.28 | 0.33 | NA | NA | 0.58 | 0.38 | 0.15 | 0.41 | -1.84 | 1.79 | 0.79 | 2.82 | -0.83 | 2.68 | 0.95 | -0.65 | 1.33 | 1.25 | 1.38 | 0.07 | 0.69 | 1.72 | -0.59 | -0.06 | 1.53 | 0.40 | 1.05 | 2.20 | 0.01 | 0.01 |
| Standard Deviation(%) | NA | 7.85 | 8.73 | 9.15 | 8.04 | NA | NA | 7.99 | 7.51 | 7.99 | 8.57 | 10.10 | 7.72 | 11.18 | 6.11 | 8.36 | 4.10 | 6.65 | 7.20 | 6.12 | 7.72 | 7.62 | 14.60 | 9.84 | 10.20 | 4.73 | 11.39 | 6.37 | 6.25 | 6.74 | 6.58 | 0.01 | 0.05 |
| Draw Down(%) | NA | 4.99 | 17.59 | 21.48 | 21.48 | NA | NA | 21.48 | 1.79 | 4.11 | 9.02 | 17.76 | 3.80 | 13.24 | 2.71 | 10.69 | 1.75 | 4.73 | 8.54 | 4.16 | 7.49 | 5.76 | 12.34 | 7.46 | 4.01 | 6.13 | 7.74 | 3.99 | 4.21 | 5.08 | 2.52 | 0.00 | 0.00 |
| Yield(%) | NA | 3.62 | 2.79 | 2.55 | 2.00 | NA | NA | 1.82 | NA | 1.16 | 3.14 | 2.09 | 2.66 | 1.92 | 1.83 | 1.64 | 1.74 | 1.50 | 0.78 | 1.76 | 1.41 | 1.78 | 1.59 | 0.99 | 1.22 | 0.81 | 2.78 | 2.99 | 1.95 | 1.45 | 1.17 | 1.11 | 2.31 |
Data as of 11/29/2024, 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 |
|---|---|---|---|---|
| Six Core Asset ETF Benchmark Asset Allocation Composite Moderate |
-1.55%
Apr 2021 - Apr 2024 |
2.22%
Sep 2018 - Sep 2023 |
3.08%
Oct 2013 - Oct 2023 |
5.01%
Oct 2008 - Oct 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Six Core Asset ETF Benchmark Asset Allocation Composite Moderate |
13.81%
Dec 2018 - Dec 2021 |
10.25%
Jun 2009 - Jun 2014 |
8.29%
Apr 2003 - Apr 2013 |
7.18%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart