Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Etrade Total Return Bond Plan Strategic Asset Allocation - Equal Weight Moderate | NA | 11.30% | 2.11% | 0.76% | 1.19% | 2.41% | 3.24% | 4.12% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Etrade Total Return Bond Plan Strategic Asset Allocation - Equal Weight 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 (%) | -0.36 | 11.30 | 2.11 | 0.76 | 1.19 | 2.41 | 3.24 | 4.12 | NA | 1.26 | 7.01 | -3.40 | -1.54 | -0.82 | 5.60 | -2.27 | 2.43 | 1.61 | 1.43 | 4.37 | 0.91 | 10.08 | 2.33 | 6.49 | 15.47 | -0.88 | 6.15 | 5.09 | 2.37 | 5.82 | 5.98 | 11.56 | 8.36 |
| Sharpe Ratio | NA | -0.98 | -0.58 | -0.45 | -0.15 | NA | NA | 0.73 | 0.14 | -1.17 | 0.61 | -2.81 | -0.61 | -0.14 | 1.51 | -1.75 | 0.89 | 0.52 | 0.57 | 2.11 | 0.30 | 6.82 | 0.94 | 1.97 | 3.21 | -0.27 | 1.00 | 0.86 | 0.09 | 1.26 | 1.43 | 3.45 | 1.54 |
| Standard Deviation(%) | NA | 4.49 | 3.81 | 4.58 | 3.67 | NA | NA | 3.58 | 0.13 | 4.56 | 4.49 | 1.70 | 2.57 | 7.40 | 2.77 | 2.05 | 2.02 | 2.71 | 2.44 | 2.06 | 2.95 | 1.47 | 2.44 | 3.25 | 4.79 | 6.68 | 3.17 | 2.13 | 2.26 | 3.88 | 3.69 | 3.03 | 3.93 |
| Draw Down(%) | NA | 4.23 | 4.90 | 14.80 | 14.80 | NA | NA | 14.80 | 0.00 | 4.23 | 4.90 | 4.63 | 3.24 | 14.80 | 1.92 | 3.68 | 1.35 | 4.00 | 1.40 | 1.95 | 5.18 | 0.46 | 3.06 | 2.73 | 4.85 | 7.20 | 2.36 | 0.92 | 2.02 | 4.98 | 4.92 | 1.31 | 2.23 |
| Yield(%) | NA | 4.89 | 3.27 | 3.59 | 3.33 | NA | NA | 4.86 | NA | 1.72 | 4.89 | 1.97 | 1.83 | 5.19 | 3.03 | 1.94 | 1.15 | 3.98 | 4.11 | 4.62 | 4.19 | 6.01 | 5.49 | 5.50 | 8.37 | 6.98 | 5.52 | 4.63 | 4.40 | 6.46 | 5.53 | 7.45 | 6.79 |
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 Total Return Bond Plan Strategic Asset Allocation - Equal Weight Moderate |
-2.65%
Jan 2020 - Jan 2023 |
-0.79%
Aug 2017 - Aug 2022 |
0.52%
Oct 2013 - Oct 2023 |
2.30%
Dec 2009 - Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Etrade Total Return Bond Plan Strategic Asset Allocation - Equal Weight Moderate |
9.46%
Feb 2009 - Feb 2012 |
7.74%
Feb 2009 - Feb 2014 |
6.66%
Apr 2001 - Apr 2011 |
5.66%
Jun 2001 - Jun 2016 |
Annualized Rolling Returns Comparison Chart