Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TD Ameritrade Selected Commission Free ETFs Strategic Asset Allocation - Equal Weight Moderate | NA | -6.83% | 8.45% | 3.84% | 6.90% | 5.75% | NA | 5.50% |
Data as of 12/31/2018, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TD Ameritrade Selected Commission Free ETFs Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 03/14/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.00 | -6.83 | 8.45 | 3.84 | 6.90 | 5.75 | NA | 5.50 | 7.90 | -6.35 | 8.05 | 26.06 | -5.29 | -0.07 | 6.51 | 9.07 | -1.42 | 14.72 | 22.81 | -24.13 | 9.86 | 17.46 | 8.28 | 12.04 | 21.16 | -6.62 | 0.20 |
| Sharpe Ratio | NA | -0.20 | 0.89 | 0.46 | 0.83 | NA | NA | 0.45 | 1.26 | -1.00 | 1.76 | 1.38 | -0.66 | -0.01 | 1.00 | 1.36 | -0.11 | 1.41 | 1.37 | -1.31 | 0.62 | 1.62 | 0.83 | 1.46 | 2.41 | -0.71 | -0.20 |
| Standard Deviation(%) | NA | 7.20 | 11.76 | 10.24 | 10.36 | NA | NA | 10.88 | 6.02 | 7.68 | 4.21 | 18.75 | 8.04 | 5.46 | 6.47 | 6.61 | 12.90 | 10.40 | 16.58 | 19.14 | 11.03 | 8.73 | 7.34 | 7.60 | 8.51 | 10.93 | 10.74 |
| Draw Down(%) | NA | 10.10 | 11.69 | 14.79 | 14.79 | NA | NA | 37.93 | 0.99 | 11.69 | 1.89 | 6.12 | 9.52 | 5.55 | 6.62 | 5.69 | 12.74 | 7.35 | 16.71 | 35.29 | 7.56 | 8.35 | 5.01 | 8.37 | 6.35 | 16.67 | 12.65 |
| Yield(%) | NA | 1.60 | 1.75 | 1.82 | 2.30 | NA | NA | 2.24 | 0.15 | 1.47 | 0.52 | 3.24 | 2.01 | 1.81 | 2.07 | 2.58 | 2.68 | 3.11 | 3.40 | 2.86 | 2.37 | 2.48 | 3.37 | 2.40 | 1.53 | 1.16 | 1.05 |
Data as of 12/31/2018, 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 |
|---|---|---|---|---|
| TD Ameritrade Selected Commission Free ETFs Strategic Asset Allocation - Equal Weight Moderate |
-6.28%
Feb 2006 - Feb 2009 |
0.22%
Feb 2004 - Feb 2009 |
3.29%
Feb 2006 - Feb 2016 |
4.68%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TD Ameritrade Selected Commission Free ETFs Strategic Asset Allocation - Equal Weight Moderate |
18.44%
Feb 2009 - Feb 2012 |
14.76%
Oct 2002 - Oct 2007 |
9.03%
Feb 2009 - Feb 2019 |
7.94%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart