Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ETrade Conservative Fund Plan Tactical Asset Allocation Moderate | NA | 10.22% | -1.20% | 2.25% | 2.82% | 4.49% | 5.34% | 6.72% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ETrade Conservative Fund Plan 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 (%) | -0.86 | 10.22 | -1.20 | 2.25 | 2.82 | 4.49 | 5.34 | 6.72 | NA | 2.69 | 2.13 | -10.25 | 6.04 | 7.01 | 10.97 | -3.71 | 7.71 | 5.03 | -1.07 | 4.53 | 8.89 | 7.11 | 5.54 | 12.76 | 21.98 | -1.89 | 8.66 | 8.09 | 2.98 | 8.84 | 28.32 | 8.19 | 7.38 |
| Sharpe Ratio | NA | -0.61 | -1.17 | -0.22 | 0.20 | NA | NA | 1.13 | 0.01 | -0.72 | -0.49 | -2.67 | 1.36 | 0.94 | 3.32 | -1.37 | 2.82 | 1.44 | -0.36 | 1.37 | 2.01 | 2.45 | 0.96 | 2.57 | 4.71 | -0.44 | 1.17 | 1.20 | 0.22 | 1.46 | 6.39 | 2.22 | 1.14 |
| Standard Deviation(%) | NA | 5.41 | 4.74 | 5.29 | 4.35 | NA | NA | 4.48 | 2.28 | 5.45 | 4.37 | 4.36 | 4.43 | 7.21 | 2.88 | 3.67 | 2.51 | 3.35 | 3.08 | 3.30 | 4.41 | 2.88 | 5.76 | 4.94 | 4.65 | 6.39 | 4.86 | 4.03 | 3.65 | 5.40 | 4.32 | 3.19 | 4.43 |
| Draw Down(%) | NA | 5.31 | 11.61 | 13.59 | 13.59 | NA | NA | 13.59 | 0.23 | 5.28 | 5.44 | 12.07 | 2.38 | 11.42 | 1.37 | 6.92 | 1.18 | 2.28 | 4.31 | 3.79 | 4.68 | 2.87 | 4.70 | 4.62 | 3.25 | 5.55 | 3.38 | 3.80 | 2.82 | 5.57 | 4.56 | 2.44 | 4.11 |
| Yield(%) | NA | 3.34 | 4.30 | 4.15 | 3.84 | NA | NA | 0.00 | NA | 1.74 | 3.86 | 2.73 | 5.58 | 3.37 | 5.19 | 4.25 | 4.60 | 2.75 | 2.64 | 3.96 | 7.37 | 5.34 | 4.61 | 5.23 | 7.58 | 5.03 | 6.06 | 4.04 | 3.90 | 4.35 | 5.37 | 6.48 | 8.67 |
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 Conservative Fund Plan Tactical Asset Allocation Moderate |
-2.00%
Dec 2021 - Dec 2024 |
1.33%
Dec 2019 - Dec 2024 |
2.29%
Apr 2014 - Apr 2024 |
4.20%
Dec 2009 - Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ETrade Conservative Fund Plan Tactical Asset Allocation Moderate |
14.75%
Dec 2001 - Dec 2004 |
11.47%
Feb 2009 - Feb 2014 |
10.72%
Apr 2001 - Apr 2011 |
8.48%
Jun 2001 - Jun 2016 |
Annualized Rolling Returns Comparison Chart