Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ETF 401K Tactical Asset Allocation Moderate | NA | 2.82% | 0.95% | 3.24% | 1.61% | 1.07% | NA | 0.84% |
Data as of 10/30/2020, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ETF 401K Tactical Asset Allocation Moderate | 12/31/2000 | 01/28/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.57 | 2.82 | 0.95 | 3.24 | 1.61 | 1.07 | NA | 0.84 | 1.44 | 14.44 | 3.72 | -2.73 | 10.64 | 5.37 | -5.82 | 4.25 | 9.40 | -0.15 | 5.09 | 8.55 | 8.92 | -0.10 | 24.42 | 16.99 | 10.61 | 14.80 | 19.23 | 3.20 | 2.32 |
| Sharpe Ratio | NA | 1.26 | 0.26 | 0.67 | NA | NA | NA | 0.45 | 0.13 | 1.17 | 0.39 | -0.52 | 1.26 | 0.64 | -0.91 | 0.58 | 1.17 | -0.02 | 0.51 | 0.61 | 0.64 | -0.09 | 1.32 | 1.13 | 0.86 | 1.24 | 2.01 | 0.35 | 0.00 |
| Standard Deviation(%) | NA | 12.19 | 9.06 | 8.68 | NA | NA | NA | 8.18 | 11.12 | 12.11 | 5.91 | 7.82 | 7.92 | 8.01 | 6.42 | 7.32 | 8.04 | 8.99 | 9.98 | 13.95 | 13.89 | 11.88 | 16.22 | 12.08 | 9.79 | 11.17 | 9.21 | 6.01 | 5.74 |
| Draw Down(%) | NA | 13.71 | 16.42 | 16.42 | NA | NA | NA | 16.42 | 1.96 | 13.71 | 3.81 | 10.20 | 3.12 | 6.38 | 9.54 | 7.39 | 7.48 | 8.78 | 8.23 | 8.84 | 8.17 | 17.35 | 11.80 | 13.96 | 6.41 | 14.53 | 5.24 | 7.03 | 8.50 |
| Yield(%) | NA | 1.87 | 1.89 | 2.51 | 2.69 | NA | NA | 7.25 | 0.00 | 1.86 | 2.04 | 1.86 | 0.15 | 6.67 | 2.19 | 2.29 | 2.17 | 2.41 | 2.10 | 2.96 | 3.88 | 1.67 | 5.50 | 2.08 | 2.40 | 1.70 | 2.22 | 1.98 | 2.61 |
Data as of 10/30/2020, 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 |
|---|---|---|---|---|
| ETF 401K Tactical Asset Allocation Moderate |
0.42%
Mar 2017 - Mar 2020 |
0.93%
Mar 2015 - Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ETF 401K Tactical Asset Allocation Moderate |
6.88%
Aug 2015 - Aug 2018 |
6.12%
Dec 2015 - Dec 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart