Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Merrill Edge No Load No Transaction Fee Funds Strategic Asset Allocation - Optimal Moderate | NA | 3.23% | 4.89% | 4.35% | 8.71% | 6.97% | NA | 7.50% |
Data as of 06/30/2020, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Merrill Edge No Load No Transaction Fee Funds Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 09/24/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.66 | 3.23 | 4.89 | 4.35 | 8.71 | 6.97 | NA | 7.50 | 4.15 | 17.98 | -5.55 | 9.55 | 4.95 | -1.51 | 3.65 | 13.22 | 14.67 | 2.00 | 31.82 | 26.74 | -29.98 | 13.95 | 11.03 | 10.75 | 12.25 | 29.58 | -3.72 | 0.08 |
| Sharpe Ratio | NA | 0.45 | 0.37 | 0.56 | 0.76 | NA | NA | 0.58 | 0.21 | 2.80 | -0.76 | 1.85 | 0.58 | -0.19 | 0.57 | 1.95 | 2.14 | 0.14 | 1.73 | 1.54 | -1.42 | 1.12 | 0.80 | 1.30 | 1.34 | 3.31 | -0.50 | -0.23 |
| Standard Deviation(%) | NA | 16.26 | 11.30 | 9.85 | 10.38 | NA | NA | 11.33 | 18.83 | 5.91 | 9.09 | 4.83 | 8.12 | 8.01 | 6.41 | 6.76 | 6.82 | 13.85 | 18.31 | 17.31 | 21.78 | 9.71 | 9.63 | 6.58 | 8.41 | 8.72 | 9.57 | 9.63 |
| Draw Down(%) | NA | 23.43 | 23.43 | 23.43 | 23.43 | NA | NA | 42.99 | 23.43 | 2.98 | 12.62 | 3.29 | 8.02 | 8.78 | 4.96 | 5.36 | 5.04 | 12.88 | 8.36 | 18.41 | 39.09 | 7.67 | 11.87 | 5.15 | 8.12 | 5.66 | 16.83 | 16.00 |
| Yield(%) | NA | 1.90 | 2.88 | 3.15 | 3.28 | NA | NA | 3.78 | 0.59 | 2.26 | 6.12 | 0.28 | 2.77 | 4.74 | 4.63 | 3.66 | 3.29 | 3.82 | 2.24 | 1.75 | 3.80 | 4.49 | 6.92 | 5.09 | 5.80 | 2.18 | 1.68 | 5.69 |
Data as of 06/30/2020, 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 |
|---|---|---|---|---|
| Merrill Edge No Load No Transaction Fee Funds Strategic Asset Allocation - Optimal Moderate |
-9.44%
Feb 2006 - Feb 2009 |
-1.43%
Feb 2004 - Feb 2009 |
6.02%
Oct 2007 - Oct 2017 |
6.21%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Merrill Edge No Load No Transaction Fee Funds Strategic Asset Allocation - Optimal Moderate |
27.90%
Feb 2009 - Feb 2012 |
20.29%
Feb 2009 - Feb 2014 |
11.72%
Feb 2009 - Feb 2019 |
9.54%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart