Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ETFC (E*TRADE Financial LLC) | NA | 41.66% | 4.95% | 14.41% | 13.32% | -7.99% | -5.11% | 2.90% |
Data as of 10/02/2020, AR inception is 08/16/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ETFC (E*TRADE Financial LLC) | 08/16/1996 | 10/02/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 (%) | 1.30 | 41.66 | 4.95 | 14.41 | 13.32 | -7.99 | -5.11 | 2.90 | 9.55 | 4.69 | -11.22 | 43.06 | 16.90 | 22.18 | 23.52 | 119.44 | 12.44 | -50.25 | -9.09 | 53.04 | -67.61 | -84.17 | 7.48 | 39.53 | 19.35 | 168.69 | -50.64 | 41.05 | -71.67 | 123.38 | 103.40 | 100.00 | 2.22 |
| Sharpe Ratio | NA | 0.66 | 0.09 | 0.35 | 0.33 | NA | NA | 0.02 | 0.18 | 0.10 | -0.44 | 1.79 | 0.50 | 0.69 | 0.72 | 4.20 | 0.31 | -0.96 | -0.22 | 0.46 | -0.58 | -0.77 | 0.12 | 1.19 | 0.57 | 3.60 | -0.67 | 0.45 | -0.88 | 1.08 | 1.04 | 1.09 | 0.03 |
| Standard Deviation(%) | NA | 62.51 | 43.60 | 38.78 | 38.44 | NA | NA | 68.86 | 69.84 | 33.80 | 28.16 | 23.88 | 33.46 | 32.13 | 32.60 | 28.44 | 40.38 | 52.56 | 41.28 | 113.92 | 118.91 | 113.69 | 36.46 | 31.37 | 32.02 | 46.63 | 76.84 | 86.96 | 85.91 | 111.52 | 95.96 | 88.11 | 77.77 |
| Draw Down(%) | NA | 50.04 | 57.92 | 57.92 | 60.00 | NA | NA | 98.96 | 50.04 | 30.92 | 37.28 | 13.20 | 31.75 | 22.57 | 24.07 | 19.29 | 36.80 | 58.27 | 38.89 | 57.86 | 82.98 | 86.84 | 29.71 | 27.63 | 35.14 | 32.20 | 75.64 | 67.36 | 79.31 | 64.64 | 65.13 | 60.44 | 31.75 |
| Yield(%) | 0.00 | 1.59 | 0.86 | 0.87 | 0.77 | 0.04 | 0.25 | 1.33 | 0.91 | 1.26 | 0.28 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.88 | 4.41 | 2.14 | 1.53 | 0.40 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 10/02/2020, AR inception is 08/16/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ETFC (E*TRADE Financial LLC) |
-68.49%
Feb 2006 - Feb 2009 |
-49.27%
Jan 2007 - Jan 2012 |
-30.22%
Apr 1999 - Apr 2009 |
-18.93%
Apr 1999 - Apr 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ETFC (E*TRADE Financial LLC) |
122.36%
Nov 1996 - Nov 1999 |
42.60%
Apr 2013 - Apr 2018 |
25.55%
Nov 1996 - Nov 2006 |
2.03%
Mar 2003 - Mar 2018 |
Annualized Rolling Returns Comparison Chart