Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| test_TD Ameritrade Premier List No Transaction Fee Mutual Fund Plan Strategic Asset Allocation - Equal Weight Moderate | NA | -7.02% | 0.73% | 2.68% | 7.27% | 6.69% | NA | 7.59% |
Data as of 10/31/2018, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| test_TD Ameritrade Premier List No Transaction Fee Mutual Fund Plan Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 12/31/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.03 | -7.02 | 0.73 | 2.68 | 7.27 | 6.69 | NA | 7.59 | -7.85 | 4.93 | 4.97 | 6.75 | 2.49 | 6.06 | 14.01 | -0.42 | 13.69 | 27.13 | -21.86 | 8.99 | 13.69 | 14.55 | 14.11 | 26.81 | 0.50 | 8.63 |
| Sharpe Ratio | NA | -1.25 | -0.03 | 0.22 | 0.75 | NA | NA | 0.71 | -1.25 | 0.94 | 0.64 | 0.56 | 0.46 | 1.05 | 2.60 | -0.04 | 1.55 | 1.93 | -1.45 | 0.76 | 1.52 | 2.40 | 2.00 | 5.53 | -0.09 | 0.89 |
| Standard Deviation(%) | NA | 7.35 | 6.59 | 7.75 | 8.74 | NA | NA | 8.53 | 7.35 | 4.56 | 7.43 | 11.93 | 5.33 | 5.76 | 5.36 | 11.31 | 8.79 | 14.00 | 15.66 | 7.82 | 6.84 | 5.15 | 6.58 | 4.72 | 6.72 | 7.07 |
| Draw Down(%) | NA | 12.88 | 12.88 | 12.88 | 13.09 | NA | NA | 33.21 | 12.88 | 3.06 | 6.39 | 6.15 | 5.37 | 7.72 | 4.60 | 12.72 | 7.59 | 13.09 | 32.04 | 7.17 | 7.63 | 3.86 | 7.95 | 2.93 | 13.42 | 8.48 |
| Yield(%) | NA | 1.91 | 2.04 | 2.59 | 3.64 | NA | NA | 4.61 | 1.90 | 0.41 | 3.72 | 2.60 | 4.29 | 3.46 | 5.54 | 5.53 | 4.49 | 4.31 | 4.83 | 7.42 | 7.17 | 8.91 | 5.15 | 3.64 | 4.03 | 5.64 |
Data as of 10/31/2018, 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 |
|---|---|---|---|---|
| test_TD Ameritrade Premier List No Transaction Fee Mutual Fund Plan Strategic Asset Allocation - Equal Weight Moderate |
-5.06%
Feb 2006 - Feb 2009 |
2.33%
Feb 2004 - Feb 2009 |
4.86%
May 2008 - May 2018 |
6.63%
Nov 2003 - Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| test_TD Ameritrade Premier List No Transaction Fee Mutual Fund Plan Strategic Asset Allocation - Equal Weight Moderate |
19.86%
Jan 2003 - Jan 2006 |
16.61%
Oct 2002 - Oct 2007 |
10.38%
Mar 2003 - Mar 2013 |
8.80%
Sep 2001 - Sep 2016 |
Annualized Rolling Returns Comparison Chart