Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| test_ Etrade All Star ETFs Tactical Asset Allocation Moderate | NA | 3.14% | 2.29% | 1.85% | 3.76% | 5.34% | 6.73% | 6.65% |
Data as of 08/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| test_ Etrade All Star ETFs Tactical Asset Allocation Moderate | 12/31/2000 | 11/08/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | 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 (%) | 2.22 | 3.14 | 2.29 | 1.85 | 3.76 | 5.34 | 6.73 | 6.65 | 2.42 | -17.12 | 13.79 | 14.45 | 5.41 | -6.00 | 13.11 | 9.22 | -4.90 | 2.16 | 13.40 | 8.62 | 0.64 | 9.60 | 18.11 | -2.86 | 17.42 | 13.77 | 9.46 | 11.38 | 16.52 | 3.09 | 1.10 |
| Sharpe Ratio | NA | -0.32 | -0.07 | 0.11 | 0.26 | NA | NA | 0.57 | -0.17 | -1.94 | 1.21 | 1.29 | 0.76 | -0.81 | 1.97 | 1.25 | -0.70 | 0.30 | 1.63 | 1.41 | 0.05 | 0.69 | 1.26 | -0.45 | 0.93 | 0.96 | 0.86 | 1.20 | 2.71 | 0.40 | -0.51 |
| Standard Deviation(%) | NA | 7.60 | 9.78 | 9.29 | 8.39 | NA | NA | 9.28 | 7.82 | 9.53 | 11.40 | 10.99 | 5.26 | 8.98 | 6.33 | 7.20 | 7.08 | 7.20 | 8.20 | 6.08 | 11.57 | 13.76 | 14.29 | 8.37 | 15.47 | 10.95 | 8.48 | 8.66 | 5.84 | 4.92 | 2.37 |
| Draw Down(%) | NA | 6.76 | 20.85 | 20.85 | 20.85 | NA | NA | 20.85 | 6.76 | 17.49 | 6.26 | 13.47 | 2.77 | 13.92 | 2.44 | 5.54 | 9.54 | 6.56 | 8.06 | 4.67 | 10.21 | 8.68 | 6.57 | 8.78 | 9.72 | 13.53 | 5.04 | 10.41 | 2.76 | 5.86 | 3.09 |
| Yield(%) | NA | 2.90 | 2.68 | 2.47 | 2.33 | NA | NA | 2.43 | 1.89 | 2.79 | 2.76 | 2.12 | 2.07 | 2.02 | 0.57 | 3.38 | 2.31 | 2.58 | 1.83 | 3.53 | 2.46 | 2.82 | 2.81 | 3.71 | 2.63 | 2.30 | 2.65 | 1.33 | 1.61 | 1.19 | 2.18 |
Data as of 08/31/2023, 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 |
|---|---|---|---|---|
| test_ Etrade All Star ETFs Tactical Asset Allocation Moderate |
0.97%
Apr 2017 - Apr 2020 |
0.42%
Jan 2018 - Jan 2023 |
2.73%
Oct 2013 - Oct 2023 |
4.40%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| test_ Etrade All Star ETFs Tactical Asset Allocation Moderate |
17.84%
Oct 2004 - Oct 2007 |
15.03%
Oct 2002 - Oct 2007 |
10.79%
Apr 2003 - Apr 2013 |
9.23%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart