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 Strategic Asset Allocation - Equal Weight Moderate | NA | 4.55% | 3.68% | 4.06% | 4.27% | 4.69% | 5.89% | 5.72% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | 1.58 | 4.55 | 3.68 | 4.06 | 4.27 | 4.69 | 5.89 | 5.72 | 0.76 | -9.20 | 10.39 | 10.10 | 15.70 | -9.76 | 11.61 | 5.60 | -1.16 | 3.15 | 5.94 | 13.94 | -1.02 | 15.48 | 26.29 | -26.51 | 9.22 | 17.24 | 8.73 | 13.30 | 21.96 | -6.16 | 2.83 |
| Sharpe Ratio | NA | -0.06 | 0.07 | 0.25 | 0.26 | NA | NA | 0.38 | -0.37 | -0.94 | 1.14 | 0.49 | 2.25 | -1.17 | 2.11 | 0.58 | -0.13 | 0.46 | 0.74 | 1.91 | -0.08 | 1.29 | 1.29 | -1.19 | 0.56 | 1.60 | 0.89 | 1.55 | 2.61 | -0.69 | 0.06 |
| Standard Deviation(%) | NA | 8.65 | 9.59 | 12.03 | 10.22 | NA | NA | 11.49 | 8.09 | 11.28 | 9.13 | 20.01 | 6.34 | 9.44 | 5.19 | 9.23 | 9.13 | 6.86 | 8.00 | 7.28 | 13.87 | 11.94 | 20.27 | 23.07 | 11.14 | 8.75 | 7.39 | 7.96 | 8.16 | 10.59 | 9.11 |
| Draw Down(%) | NA | 8.23 | 16.39 | 22.74 | 22.74 | NA | NA | 41.89 | 8.23 | 16.39 | 4.47 | 22.74 | 3.59 | 15.38 | 2.59 | 6.30 | 9.53 | 5.19 | 10.39 | 6.10 | 12.73 | 8.15 | 19.22 | 36.93 | 6.64 | 8.41 | 4.91 | 9.27 | 6.37 | 16.51 | 10.60 |
| Yield(%) | NA | 3.35 | 3.17 | 2.78 | 2.46 | NA | NA | 2.79 | 2.35 | 3.39 | 3.01 | 2.06 | 2.39 | 1.47 | 0.49 | 4.03 | 2.37 | 2.37 | 2.72 | 4.08 | 3.57 | 4.36 | 4.24 | 3.82 | 3.39 | 2.52 | 3.11 | 1.65 | 1.56 | 1.08 | 1.32 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-8.16%
Feb 2006 - Feb 2009 |
-0.60%
Feb 2004 - Feb 2009 |
3.17%
Oct 2013 - Oct 2023 |
3.31%
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 Strategic Asset Allocation - Equal Weight Moderate |
20.95%
Feb 2009 - Feb 2012 |
15.31%
Oct 2002 - Oct 2007 |
9.27%
Mar 2003 - Mar 2013 |
7.88%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart