Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Test Retirement Income ETFs Strategic Asset Allocation – Optimal Moderate | NA | 2.65% | 2.85% | 2.98% | 4.00% | 4.29% | 4.98% | … | … |
Data as of 08/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Test Retirement Income ETFs Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 11/08/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | 1.33 | 2.65 | 2.85 | 2.98 | 4.00 | 4.29 | 4.98 | … | … | 1.52 | -12.72 | 12.58 | 3.49 | 16.05 | -7.38 | 8.25 | 10.48 | -2.89 | 5.00 | 8.68 | 10.45 | 1.18 | 13.27 | 22.31 | -24.54 | 6.97 | 18.14 | 7.49 | 9.39 | 3.13 | 1.02 | 2.31 |
| Sharpe Ratio | NA | 0.20 | 0.01 | 0.13 | 0.23 | NA | NA | … | … | -0.27 | -1.07 | 1.83 | 0.16 | 2.66 | -1.03 | 1.77 | 1.13 | -0.33 | 0.81 | 1.20 | 1.47 | 0.08 | 1.14 | 1.08 | -1.00 | 0.37 | 2.02 | 0.81 | 1.34 | 2.29 | -0.08 | 0.01 |
| Standard Deviation(%) | NA | 9.18 | 9.77 | 12.06 | 10.04 | NA | NA | … | … | 8.09 | 13.21 | 6.85 | 20.13 | 5.51 | 8.41 | 4.29 | 9.08 | 8.87 | 6.14 | 7.21 | 7.08 | 13.95 | 11.60 | 20.63 | 25.39 | 10.87 | 7.36 | 6.55 | 6.29 | 1.06 | 1.20 | 0.05 |
| Draw Down(%) | NA | 7.52 | 20.80 | 24.16 | 24.16 | NA | NA | … | … | 7.52 | 20.80 | 2.84 | 24.16 | 3.07 | 12.82 | 1.88 | 5.88 | 10.05 | 4.64 | 8.31 | 4.96 | 12.64 | 8.22 | 20.35 | 35.79 | 6.22 | 4.38 | 4.50 | 6.25 | 0.55 | 1.36 | 0.00 |
| Yield(%) | NA | 3.70 | 3.89 | 3.33 | 2.91 | NA | NA | … | … | 2.83 | 4.46 | 3.53 | 2.32 | 2.58 | 2.21 | 0.69 | 3.75 | 2.83 | 2.87 | 2.77 | 3.55 | 3.63 | 3.66 | 3.46 | 3.43 | 3.06 | 5.85 | 5.68 | 2.97 | 0.88 | 1.30 | 2.31 |
Data as of 08/31/2023, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Test Retirement Income ETFs Strategic Asset Allocation – Optimal Moderate |
-7.46%
Feb 2006 – Feb 2009 |
-0.90%
Feb 2004 – Feb 2009 |
2.94%
Oct 2013 – Oct 2023 |
2.86%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Test Retirement Income ETFs Strategic Asset Allocation – Optimal Moderate |
19.29%
Feb 2009 – Feb 2012 |
14.34%
Feb 2009 – Feb 2014 |
8.92%
Feb 2009 – Feb 2019 |
6.12%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart