Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Liquid ETF Plan Strategic Asset Allocation - Optimal Moderate | NA | -9.22% | 4.97% | 3.25% | 4.27% | 3.66% | 5.85% | 5.22% |
Data as of 08/31/2022, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Liquid ETF Plan Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 11/21/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.43 | -9.22 | 4.97 | 3.25 | 4.27 | 3.66 | 5.85 | 5.22 | -10.88 | 7.05 | 15.03 | 14.80 | -11.28 | 13.45 | 8.67 | -4.37 | 2.51 | 7.71 | 10.69 | -2.22 | 13.38 | 20.26 | -25.04 | 11.64 | 15.25 | 10.06 | 11.40 | 21.88 | -7.74 | 0.98 |
| Sharpe Ratio | NA | -0.09 | 0.05 | 0.03 | 0.09 | NA | NA | 0.14 | -0.09 | 0.74 | 0.84 | 2.13 | -1.39 | 2.29 | 0.34 | -0.40 | 0.40 | 0.99 | 1.49 | -0.16 | 1.13 | 1.05 | -1.05 | 0.81 | 1.42 | 1.16 | 1.43 | 2.18 | -0.66 | -0.10 |
| Standard Deviation(%) | NA | 123.87 | 72.38 | 56.25 | 40.85 | NA | NA | 29.30 | 131.37 | 9.48 | 17.62 | 6.27 | 9.07 | 5.61 | 24.95 | 10.91 | 6.29 | 7.75 | 7.12 | 14.41 | 11.74 | 19.20 | 24.69 | 10.62 | 8.45 | 6.80 | 7.29 | 9.70 | 13.31 | 13.03 |
| Draw Down(%) | NA | 36.90 | 36.90 | 36.90 | 36.90 | NA | NA | 39.61 | 36.90 | 6.15 | 18.79 | 2.98 | 17.23 | 2.47 | 16.11 | 15.75 | 4.47 | 8.74 | 5.22 | 14.94 | 9.58 | 18.27 | 37.21 | 6.06 | 9.07 | 4.40 | 6.52 | 7.58 | 21.11 | 15.91 |
| Yield(%) | NA | 2.48 | 1.87 | 1.63 | 1.74 | NA | NA | 2.04 | 1.91 | 2.03 | 1.19 | 1.68 | 1.36 | 0.33 | 2.95 | 1.12 | 1.98 | 2.05 | 2.93 | 2.45 | 2.65 | 2.17 | 2.39 | 2.93 | 2.88 | 2.80 | 1.59 | 0.99 | 0.93 | 1.59 |
Data as of 08/31/2022, 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 |
|---|---|---|---|---|
| Liquid ETF Plan Strategic Asset Allocation - Optimal Moderate |
-7.03%
Feb 2006 - Feb 2009 |
-0.11%
Feb 2004 - Feb 2009 |
3.23%
Oct 2007 - Oct 2017 |
2.88%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Liquid ETF Plan Strategic Asset Allocation - Optimal Moderate |
17.42%
Feb 2009 - Feb 2012 |
15.09%
Oct 2002 - Oct 2007 |
8.59%
Mar 2003 - Mar 2013 |
7.40%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart