Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Etrade All Star Funds Strategic Asset Allocation - Optimal Moderate | NA | 14.24% | 7.38% | 7.72% | 6.66% | 6.41% | NA | 8.02% |
Data as of 11/30/2020, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Etrade All Star Funds Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 02/19/2021 |
| 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 (%) | 0.75 | 14.24 | 7.38 | 7.72 | 6.66 | 6.41 | NA | 8.02 | 4.06 | 15.93 | 19.48 | -5.83 | 10.84 | 3.98 | -0.88 | 4.55 | 9.44 | 11.80 | -0.79 | 13.36 | 30.40 | -26.20 | 7.66 | 14.61 | 12.21 | 16.40 | 24.10 | 2.07 | 6.08 |
| Sharpe Ratio | NA | 0.86 | 0.75 | 0.94 | 0.65 | NA | NA | 0.65 | 0.39 | 0.84 | 2.97 | -0.81 | 2.21 | 0.53 | -0.11 | 0.81 | 1.36 | 1.70 | -0.06 | 1.21 | 1.60 | -1.14 | 0.48 | 1.42 | 1.76 | 2.35 | 4.01 | 0.13 | 0.48 |
| Standard Deviation(%) | NA | 18.90 | 12.43 | 10.37 | 9.61 | NA | NA | 10.82 | 10.33 | 18.65 | 6.09 | 8.85 | 4.62 | 7.16 | 8.03 | 5.60 | 6.92 | 6.89 | 13.65 | 10.95 | 18.96 | 23.71 | 9.63 | 7.97 | 5.70 | 6.59 | 5.84 | 7.26 | 7.80 |
| Draw Down(%) | NA | 22.33 | 22.33 | 22.33 | 22.33 | NA | NA | 40.65 | 2.56 | 22.33 | 2.60 | 12.11 | 3.18 | 6.18 | 8.86 | 5.26 | 8.23 | 5.87 | 13.91 | 8.42 | 17.91 | 39.02 | 6.68 | 9.54 | 4.04 | 7.62 | 4.73 | 13.98 | 10.47 |
| Yield(%) | NA | 5.30 | 4.61 | 3.63 | 3.31 | NA | NA | 3.77 | 0.02 | 5.50 | 3.55 | 5.16 | 0.10 | 4.13 | 3.64 | 2.95 | 3.84 | 2.94 | 1.88 | 2.29 | 1.64 | 3.39 | 6.40 | 7.87 | 5.96 | 4.95 | 2.76 | 2.80 | 3.65 |
Data as of 11/30/2020, 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 |
|---|---|---|---|---|
| Etrade All Star Funds Strategic Asset Allocation - Optimal Moderate |
-8.62%
Feb 2006 - Feb 2009 |
-0.05%
Feb 2004 - Feb 2009 |
4.26%
Nov 2006 - Nov 2016 |
5.26%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Etrade All Star Funds Strategic Asset Allocation - Optimal Moderate |
21.12%
Feb 2009 - Feb 2012 |
16.47%
Oct 2002 - Oct 2007 |
9.95%
Mar 2003 - Mar 2013 |
8.29%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart