Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Etrade Commission-free ETFs Tactical Asset Allocation Moderate | NA | 24.60% | 5.14% | 10.56% | 6.92% | 6.82% | 5.95% | 5.37% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Etrade Commission-free ETFs Tactical Asset Allocation 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 (%) | -0.68 | 24.60 | 5.14 | 10.56 | 6.92 | 6.82 | 5.95 | 5.37 | NA | 9.84 | 11.67 | -7.74 | 13.00 | 20.88 | 19.14 | -5.20 | 11.65 | 6.19 | -5.15 | -2.56 | 16.01 | 9.77 | -3.90 | 8.60 | 15.71 | -13.65 | 6.03 | 13.31 | 2.19 | 0.95 | 0.69 | 1.11 | 2.31 |
| Sharpe Ratio | NA | 0.44 | 0.00 | 0.64 | 0.59 | NA | NA | 0.46 | 0.00 | 0.36 | 0.73 | -0.68 | 1.26 | 2.50 | 2.17 | -0.87 | 1.89 | 0.66 | -0.75 | -0.30 | 2.13 | 1.19 | -0.39 | 0.67 | 1.44 | -1.78 | 0.24 | 1.95 | 0.96 | 0.31 | 0.05 | 0.01 | 0.01 |
| Standard Deviation(%) | NA | 8.95 | 11.01 | 10.39 | 9.08 | NA | NA | 8.31 | 7.66 | 9.00 | 10.12 | 13.48 | 10.27 | 8.26 | 8.18 | 7.51 | 5.84 | 9.09 | 6.91 | 8.57 | 7.49 | 8.16 | 10.07 | 12.77 | 10.82 | 8.17 | 12.58 | 5.14 | 0.02 | 0.02 | 0.00 | 0.01 | 0.05 |
| Draw Down(%) | NA | 5.53 | 14.39 | 14.39 | 14.39 | NA | NA | 20.08 | 0.52 | 5.53 | 10.01 | 14.39 | 5.44 | 3.45 | 3.27 | 10.44 | 2.78 | 4.12 | 9.08 | 8.64 | 5.37 | 4.80 | 10.84 | 9.98 | 4.97 | 14.28 | 9.39 | 2.89 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Yield(%) | NA | 3.52 | 3.25 | 7.26 | 4.65 | NA | NA | 3.10 | NA | 0.69 | 3.21 | 4.11 | 1.69 | 11.25 | 15.57 | 1.85 | 0.60 | 4.32 | 0.98 | 1.99 | 1.54 | 3.69 | 2.41 | 2.01 | 2.81 | 0.89 | 2.08 | 2.27 | 2.19 | 0.95 | 0.69 | 1.11 | 2.31 |
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 |
|---|---|---|---|---|
| Etrade Commission-free ETFs Tactical Asset Allocation Moderate |
-2.29%
Jun 2007 - Jun 2010 |
-0.25%
May 2007 - May 2012 |
2.40%
Sep 2001 - Sep 2011 |
2.99%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Etrade Commission-free ETFs Tactical Asset Allocation Moderate |
17.63%
Dec 2018 - Dec 2021 |
12.54%
May 2016 - May 2021 |
8.00%
Sep 2011 - Sep 2021 |
7.20%
Mar 2009 - Mar 2024 |
Annualized Rolling Returns Comparison Chart