Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| admin test Merrill Edge No Load No Transaction Fee Mutual Funds Strategic Asset Allocation - Optimal Moderate | NA | 5.14% | 2.79% | 2.53% | 5.81% | 5.78% | NA | 7.65% |
Data as of 06/30/2020, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| admin test Merrill Edge No Load No Transaction Fee Mutual Funds Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 09/24/2020 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.24 | 5.14 | 2.79 | 2.53 | 5.81 | 5.78 | NA | 7.65 | 8.04 | 11.17 | -5.59 | 5.97 | 1.05 | 0.72 | 5.19 | 9.79 | 12.39 | 1.75 | 14.36 | 30.65 | -23.87 | 9.67 | 12.70 | 10.35 | 15.63 | 28.34 | 5.64 | 9.54 |
| Sharpe Ratio | NA | 0.58 | 0.21 | 0.36 | 0.57 | NA | NA | 0.68 | 0.37 | 2.09 | -0.77 | 1.00 | 0.13 | 0.10 | 0.94 | 1.65 | 1.96 | 0.14 | 1.62 | 1.71 | -1.26 | 0.76 | 1.22 | 1.55 | 2.40 | 4.30 | 0.61 | 0.90 |
| Standard Deviation(%) | NA | 18.44 | 12.23 | 10.18 | 9.10 | NA | NA | 9.99 | 21.43 | 4.68 | 8.94 | 5.32 | 6.35 | 7.07 | 5.48 | 5.90 | 6.28 | 12.48 | 8.82 | 17.83 | 19.70 | 8.77 | 7.70 | 5.28 | 6.12 | 6.43 | 7.48 | 8.05 |
| Draw Down(%) | NA | 24.26 | 24.26 | 24.26 | 24.26 | NA | NA | 37.45 | 24.26 | 2.76 | 12.83 | 5.33 | 7.43 | 7.79 | 3.98 | 6.84 | 4.89 | 12.76 | 7.67 | 16.88 | 35.64 | 8.38 | 9.42 | 4.38 | 7.33 | 5.34 | 11.32 | 9.91 |
| Yield(%) | NA | 2.00 | 3.06 | 3.11 | 3.32 | NA | NA | 3.61 | 0.30 | 2.55 | 6.62 | 0.26 | 2.52 | 4.40 | 6.10 | 4.16 | 3.27 | 2.32 | 2.12 | 2.17 | 2.50 | 3.94 | 5.37 | 7.52 | 3.45 | 2.70 | 2.84 | 3.48 |
Data as of 06/30/2020, 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 |
|---|---|---|---|---|
| admin test Merrill Edge No Load No Transaction Fee Mutual Funds Strategic Asset Allocation - Optimal Moderate |
-7.65%
Feb 2006 - Feb 2009 |
-1.24%
Mar 2015 - Mar 2020 |
3.57%
Mar 2010 - Mar 2020 |
4.67%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| admin test Merrill Edge No Load No Transaction Fee Mutual Funds Strategic Asset Allocation - Optimal Moderate |
21.89%
Feb 2009 - Feb 2012 |
16.74%
Feb 2009 - Feb 2014 |
10.90%
Mar 2003 - Mar 2013 |
9.00%
Sep 2001 - Sep 2016 |
Annualized Rolling Returns Comparison Chart