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 - Optimal Moderate | NA | 3.67% | 1.15% | 3.60% | 4.96% | 5.03% | 5.64% | 4.89% |
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 - Optimal 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 (%) | 1.86 | 3.67 | 1.15 | 3.60 | 4.96 | 5.03 | 5.64 | 4.89 | -0.72 | -13.01 | 8.54 | 14.66 | 17.68 | -8.04 | 13.49 | 8.02 | -1.57 | 4.11 | 9.54 | 10.95 | -0.55 | 14.69 | 24.40 | -26.09 | 9.52 | 11.77 | 6.09 | 11.16 | 20.31 | -11.83 | -3.33 |
Sharpe Ratio | NA | -0.13 | -0.20 | 0.21 | 0.31 | NA | NA | 0.28 | -0.50 | -1.12 | 0.97 | 0.74 | 2.56 | -0.97 | 2.61 | 0.90 | -0.18 | 0.61 | 1.18 | 1.40 | -0.04 | 1.16 | 1.12 | -1.04 | 0.60 | 1.12 | 0.56 | 1.22 | 1.86 | -0.89 | -0.44 |
Standard Deviation(%) | NA | 9.78 | 10.29 | 12.23 | 10.25 | NA | NA | 12.36 | 8.98 | 12.83 | 8.79 | 19.38 | 6.36 | 9.64 | 4.93 | 8.66 | 8.96 | 6.68 | 8.07 | 7.78 | 15.24 | 12.59 | 21.67 | 26.06 | 10.79 | 7.58 | 6.96 | 8.40 | 10.54 | 14.49 | 12.88 |
Draw Down(%) | NA | 9.63 | 20.89 | 21.58 | 21.58 | NA | NA | 41.74 | 9.63 | 20.65 | 4.79 | 21.58 | 3.23 | 14.93 | 2.08 | 6.18 | 9.65 | 5.44 | 8.84 | 5.86 | 14.28 | 8.88 | 19.53 | 37.90 | 6.19 | 7.55 | 4.37 | 7.40 | 8.78 | 23.85 | 15.99 |
Yield(%) | NA | 3.20 | 2.85 | 2.69 | 2.44 | NA | NA | 2.44 | 2.29 | 3.31 | 2.23 | 1.90 | 3.06 | 1.76 | 0.52 | 4.28 | 1.84 | 2.54 | 2.43 | 3.05 | 2.71 | 2.72 | 2.77 | 2.48 | 3.03 | 2.73 | 3.10 | 1.35 | 0.94 | 0.89 | 1.68 |
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 - Optimal Moderate |
-8.85%
Feb 2006 - Feb 2009 |
-2.32%
Feb 2004 - Feb 2009 |
3.67%
Oct 2013 - Oct 2023 |
3.63%
Sep 2007 - Sep 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 - Optimal Moderate |
20.33%
Feb 2009 - Feb 2012 |
15.23%
Feb 2009 - Feb 2014 |
9.50%
Feb 2009 - Feb 2019 |
7.46%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart