Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Retirement Income ETFs Strategic Asset Allocation - Optimal Moderate | NA | 20.23% | 4.48% | 6.83% | 6.18% | 6.95% | 6.22% | 5.89% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Retirement Income ETFs Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 01/08/2025 |
| 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 (%) | -1.16 | 20.23 | 4.48 | 6.83 | 6.18 | 6.95 | 6.22 | 5.89 | NA | 7.97 | 13.11 | -9.12 | 13.01 | 7.22 | 18.09 | -5.60 | 12.63 | 7.46 | -0.41 | 4.89 | 7.87 | 10.70 | 2.97 | 11.63 | 19.50 | -23.14 | 9.12 | 15.29 | 5.64 | 7.76 | 17.11 | -6.75 | -1.35 |
| Sharpe Ratio | NA | 0.26 | -0.06 | 0.30 | 0.40 | NA | NA | 0.36 | -0.02 | 0.21 | 1.07 | -0.82 | 1.79 | 0.36 | 2.92 | -0.39 | 2.89 | 0.86 | -0.05 | 0.78 | 1.00 | 1.40 | 0.22 | 0.96 | 0.98 | -0.99 | 0.56 | 1.62 | 0.52 | 1.08 | 1.83 | -0.57 | -0.28 |
| Standard Deviation(%) | NA | 6.62 | 9.61 | 11.96 | 11.08 | NA | NA | 11.91 | 4.35 | 6.66 | 8.30 | 12.81 | 7.24 | 19.62 | 5.72 | 17.75 | 4.15 | 8.44 | 8.82 | 6.26 | 7.85 | 7.59 | 13.31 | 11.98 | 19.86 | 24.42 | 10.95 | 7.40 | 6.72 | 6.31 | 8.97 | 13.89 | 13.13 |
| Draw Down(%) | NA | 3.64 | 17.20 | 23.19 | 23.19 | NA | NA | 39.67 | 0.27 | 3.64 | 6.56 | 17.20 | 3.56 | 23.19 | 2.89 | 16.45 | 1.56 | 4.88 | 8.35 | 4.93 | 8.21 | 5.22 | 11.29 | 8.77 | 20.14 | 35.43 | 6.15 | 5.53 | 4.43 | 5.68 | 7.92 | 17.87 | 16.25 |
| Yield(%) | NA | 6.11 | 4.71 | 3.92 | 3.25 | NA | NA | 3.14 | NA | 1.66 | 5.62 | 4.22 | 3.25 | 2.34 | 2.51 | 2.59 | 2.95 | 2.86 | 2.04 | 2.93 | 2.55 | 3.32 | 3.65 | 3.50 | 3.48 | 3.95 | 3.65 | 3.53 | 3.22 | 2.77 | 1.91 | 1.89 | 1.88 |
Data as of 10/31/2024, 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 |
|---|---|---|---|---|
| Retirement Income ETFs Strategic Asset Allocation - Optimal Moderate |
-7.25%
Feb 2006 - Feb 2009 |
-1.57%
Feb 2004 - Feb 2009 |
4.23%
Oct 2007 - Oct 2017 |
3.93%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Retirement Income ETFs Strategic Asset Allocation - Optimal Moderate |
19.10%
Feb 2009 - Feb 2012 |
14.13%
Feb 2009 - Feb 2014 |
9.40%
Feb 2009 - Feb 2019 |
8.56%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart