The following table shows how these portfolios are compared:
These portfolios have delivered very reasonable returns. Furthermore, their maximum drawdown has been limited to only less than 10% (9.1% for TDAmeritrade and around 7% for all of the other 3 portfolios), compared with BERIX’s 16.8% and VWINX’s 21.7% maximum drawdown! This is also evident from their 2008’s returns.
At the moment, these portfolios are only available to expert users. Please let us know what you think by participating the survey at the end of this newsletter or just simply commenting on this article.
Portfolio Performance Review
The following table compares Strategic Asset Allocation – Optimal portfolios on Brokerage Specific ETF Portfolios page:
Portfolio Performance Comparison
| Ticker/Portfolio Name | YTD Return** | 1Yr AR | 1Yr Sharpe | 3Yr AR | 3Yr Sharpe | 5Yr AR | 5Yr Sharpe | 10Yr AR | 10Yr Sharpe |
|---|---|---|---|---|---|---|---|---|---|
| Schwab Commission Free ETFs Strategic Asset Allocation – Optimal Moderate | 4.5% | 13.3% | 1.83 | 9.8% | 0.86 | ||||
| TD Ameritrade Commission Free ETFs Strategic Asset Allocation – Optimal Moderate | 4.6% | 10.5% | 1.36 | 8.3% | 0.71 | 1.5% | 0.08 | 7.3% | 0.44 |
| Fidelity Commission Free ETFs Strategic Asset Allocation – Optimal Moderate | 4.6% | 13.0% | 1.75 | 11.5% | 1.01 | 5.3% | 0.3 | 8.2% | 0.51 |
| VBINX | 9.7% | 17.1% | 2.36 | 12.5% | 1.21 | 6.4% | 0.42 | 7.4% | 0.52 |
| Etrade All Star ETFs Strategic Asset Allocation – Optimal Moderate | 5.6% | 15.3% | 1.94 | 11.5% | 0.99 | 4.2% | 0.23 | 7.7% | 0.47 |
| Vanguard ETFs Strategic Asset Allocation – Optimal Moderate | 5.9% | 14.5% | 1.84 | 11.4% | 1.01 | 5.7% | 0.32 | 7.9% | 0.49 |
*: NOT annualized
**YTD: Year to Date
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Diversified Asset Allocation Portfolios For Your Plans
