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 - Optimal Moderate | NA | 24.10% | 3.96% | 7.15% | 5.81% | 6.42% | 5.63% | 5.32% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TD Ameritrade Selected Commission Free ETFs 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 (%) | -1.15 | 24.10 | 3.96 | 7.15 | 5.81 | 6.42 | 5.63 | 5.32 | NA | 11.55 | 10.97 | -10.94 | 9.90 | 12.72 | 17.53 | -7.39 | 9.43 | 12.07 | -3.24 | 2.52 | 10.13 | 10.50 | -1.00 | 12.16 | 20.92 | -25.66 | 9.49 | 11.41 | 5.73 | 12.30 | 19.26 | -9.29 | -4.44 |
| Sharpe Ratio | NA | 0.73 | -0.05 | 0.32 | 0.42 | NA | NA | 0.33 | 0.01 | 0.63 | 0.84 | -1.03 | 1.11 | 0.65 | 2.49 | -1.01 | 1.97 | 1.32 | -0.38 | 0.40 | 1.35 | 1.40 | -0.07 | 1.01 | 1.01 | -1.08 | 0.60 | 1.15 | 0.54 | 1.46 | 1.71 | -0.73 | -0.52 |
| Standard Deviation(%) | NA | 7.80 | 9.50 | 11.99 | 10.04 | NA | NA | 11.72 | 8.12 | 7.85 | 8.02 | 12.00 | 8.88 | 19.20 | 6.49 | 8.65 | 4.46 | 8.99 | 8.51 | 6.29 | 7.48 | 7.47 | 14.35 | 11.94 | 20.64 | 24.53 | 10.86 | 7.05 | 6.65 | 7.76 | 10.87 | 14.26 | 12.85 |
| Draw Down(%) | NA | 4.84 | 17.70 | 22.75 | 22.75 | NA | NA | 41.15 | 0.73 | 4.84 | 6.97 | 18.10 | 4.55 | 22.75 | 3.12 | 13.23 | 2.21 | 6.18 | 9.53 | 5.49 | 7.56 | 5.93 | 14.15 | 9.06 | 19.68 | 37.58 | 6.65 | 6.42 | 4.28 | 6.84 | 7.95 | 22.92 | 18.11 |
| Yield(%) | NA | 2.72 | 2.62 | 2.37 | 2.06 | NA | NA | 2.13 | NA | 0.73 | 2.58 | 2.67 | 2.06 | 1.69 | 2.29 | 1.58 | 0.34 | 3.19 | 1.87 | 1.95 | 2.16 | 2.91 | 2.56 | 2.26 | 2.55 | 2.50 | 2.74 | 2.69 | 2.84 | 1.72 | 0.77 | 0.74 | 1.57 |
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 |
|---|---|---|---|---|
| TD Ameritrade Selected Commission Free ETFs Strategic Asset Allocation - Optimal Moderate |
-8.74%
Feb 2006 - Feb 2009 |
-2.28%
Feb 2004 - Feb 2009 |
3.30%
Feb 2006 - Feb 2016 |
3.37%
Sep 2007 - Sep 2022 |
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 - Optimal Moderate |
18.05%
Feb 2009 - Feb 2012 |
14.06%
Feb 2009 - Feb 2014 |
8.64%
Feb 2009 - Feb 2019 |
7.99%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart