Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Six Core Asset ETF Benchmark With PTTRX-3USETFs Tactical Asset Allocation Moderate | NA | 9.81% | 2.31% | 6.88% | 3.50% | 4.86% | 7.13% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Six Core Asset ETF Benchmark With PTTRX-3USETFs Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 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 (%) | -0.77 | 9.81 | 2.31 | 6.88 | 3.50 | 4.86 | 7.13 | … | … | -0.13 | 3.26 | 2.46 | -2.63 | 15.46 | 12.37 | 6.60 | -8.35 | 7.27 | 4.14 | -7.28 | 2.98 | 10.83 | 11.48 | -2.91 | 13.30 | 23.20 | -2.28 | 22.42 | 20.23 | 8.45 | 3.80 | 3.51 | 6.92 | 6.72 |
| Sharpe Ratio | NA | -0.47 | -0.31 | 0.37 | 0.16 | NA | NA | … | … | -0.06 | -0.53 | -0.22 | -0.33 | 1.63 | 1.34 | 0.97 | -1.16 | 1.20 | 0.55 | -1.21 | 0.44 | 1.41 | 2.15 | -0.31 | 0.93 | 1.93 | -0.32 | 1.31 | 1.60 | 0.70 | 0.35 | 1.08 | 2.10 | 1.09 |
| Standard Deviation(%) | NA | 6.30 | 9.13 | 9.19 | 8.00 | NA | NA | … | … | 3.07 | 6.30 | 8.04 | 12.16 | 9.47 | 9.07 | 5.35 | 8.36 | 5.55 | 7.12 | 6.05 | 6.70 | 7.66 | 5.32 | 9.63 | 14.27 | 11.97 | 10.14 | 14.84 | 10.61 | 8.93 | 8.16 | 2.62 | 2.77 | 4.06 |
| Draw Down(%) | NA | 4.53 | 13.66 | 13.66 | 16.55 | NA | NA | … | … | 0.42 | 4.53 | 6.37 | 13.14 | 4.87 | 11.99 | 2.91 | 14.39 | 2.83 | 6.79 | 11.11 | 7.09 | 7.44 | 3.85 | 10.86 | 9.95 | 5.84 | 12.37 | 9.91 | 8.72 | 6.03 | 9.04 | 3.32 | 1.64 | 2.78 |
| Yield(%) | NA | 4.48 | 2.62 | 2.63 | 2.68 | NA | NA | … | … | NA | 0.98 | 4.36 | 1.66 | 1.11 | 3.11 | 2.79 | 1.43 | 0.87 | 3.67 | 4.71 | 2.93 | 1.67 | 4.95 | 1.46 | 2.69 | 5.34 | 1.98 | 3.48 | 3.65 | 3.37 | 2.84 | 3.37 | 5.55 | 6.67 |
Data as of 10/31/2024, Common starting date 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 With PTTRX-3USETFs Tactical Asset Allocation Moderate |
-1.27%
Jun 2014 – Jun 2017 |
-1.14%
Mar 2015 – Mar 2020 |
2.31%
Apr 2010 – Apr 2020 |
4.35%
Dec 2009 – Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Six Core Asset ETF Benchmark With PTTRX-3USETFs Tactical Asset Allocation Moderate |
21.22%
Apr 2005 – Apr 2008 |
17.06%
Apr 2005 – Apr 2010 |
11.58%
Aug 2004 – Aug 2014 |
8.04%
Jun 2001 – Jun 2016 |
Annualized Rolling Returns Comparison Chart