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 - Optimal Moderate | NA | 12.12% | -0.18% | -0.56% | 1.15% | 2.52% | 3.73% | 5.13% |
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 - Optimal 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 (%) | -0.29 | 12.12 | -0.18 | -0.56 | 1.15 | 2.52 | 3.73 | 5.13 | NA | 3.59 | 7.83 | -11.74 | -0.82 | -1.99 | 8.61 | -0.86 | 4.65 | 4.66 | -1.21 | 7.09 | 2.35 | 9.75 | -4.48 | 8.53 | 19.59 | -1.18 | 8.25 | 7.30 | 3.97 | 10.91 | 16.80 | 10.88 | 9.49 |
| Sharpe Ratio | NA | -0.60 | -0.76 | -0.59 | -0.04 | NA | NA | 0.47 | -0.10 | -0.72 | 0.61 | -2.09 | -0.35 | -0.27 | 2.04 | -0.07 | 2.54 | 1.88 | -0.35 | 2.28 | 0.75 | 6.05 | -1.08 | 1.94 | 3.77 | -0.30 | 1.25 | 1.20 | 0.58 | 1.38 | 3.41 | 3.45 | 1.87 |
| Standard Deviation(%) | NA | 4.10 | 5.52 | 5.74 | 10.50 | NA | NA | 7.57 | 1.48 | 4.14 | 5.87 | 6.28 | 2.40 | 8.23 | 3.53 | 30.13 | 1.58 | 2.37 | 3.52 | 3.11 | 3.10 | 1.60 | 4.18 | 4.36 | 5.17 | 7.05 | 4.20 | 3.36 | 3.13 | 7.25 | 4.73 | 2.83 | 3.84 |
| Draw Down(%) | NA | 2.85 | 14.85 | 21.56 | 26.41 | NA | NA | 26.41 | 0.17 | 2.85 | 5.28 | 15.73 | 2.80 | 16.36 | 2.37 | 19.12 | 0.64 | 2.01 | 2.78 | 3.00 | 5.14 | 0.45 | 8.24 | 4.43 | 3.25 | 6.65 | 3.04 | 2.91 | 2.80 | 7.57 | 6.18 | 1.05 | 2.38 |
| Yield(%) | NA | 5.74 | 4.84 | 4.96 | 4.40 | NA | NA | 5.39 | NA | 1.96 | 5.37 | 4.73 | 3.32 | 6.31 | 3.62 | 2.84 | 1.73 | 4.14 | 4.65 | 5.92 | 5.29 | 5.61 | 5.59 | 5.99 | 7.25 | 5.57 | 6.15 | 6.07 | 3.85 | 7.12 | 7.05 | 6.96 | 6.85 |
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 - Optimal Moderate |
-5.80%
Oct 2019 - Oct 2022 |
-2.16%
Sep 2017 - Sep 2022 |
0.72%
Sep 2012 - Sep 2022 |
2.23%
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 - Optimal Moderate |
12.83%
Dec 2001 - Dec 2004 |
10.07%
Mar 2002 - Mar 2007 |
9.18%
Apr 2001 - Apr 2011 |
6.94%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison Chart