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% | 3.81% | 6.02% | 7.35% | 7.00% |
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 | 3.81 | 6.02 | 7.35 | 7.00 | 2.42 | -17.12 | 13.79 | 14.45 | 5.41 | -6.00 | 13.11 | 9.22 | -4.90 | 2.37 | 12.37 | 11.10 | 1.52 | 10.85 | 21.24 | 1.31 | 19.09 | 14.39 | 9.13 | 11.63 | 15.81 | 2.00 | -2.31 |
| Sharpe Ratio | NA | -0.32 | -0.07 | 0.11 | 0.26 | NA | NA | 0.59 | -0.17 | -1.94 | 1.21 | 1.29 | 0.76 | -0.81 | 1.97 | 1.25 | -0.70 | 0.32 | 1.44 | 1.69 | 0.13 | 0.78 | 1.49 | 0.05 | 1.09 | 1.07 | 0.81 | 1.19 | 2.53 | 0.10 | -0.64 |
| Standard Deviation(%) | NA | 7.60 | 9.78 | 9.29 | 8.41 | NA | NA | 9.48 | 7.82 | 9.53 | 11.40 | 10.99 | 5.26 | 8.98 | 6.33 | 7.20 | 7.08 | 7.40 | 8.59 | 6.55 | 11.57 | 13.77 | 14.19 | 8.24 | 14.73 | 10.43 | 8.57 | 9.01 | 5.98 | 8.81 | 7.27 |
| 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 | 6.53 | 9.14 | 4.50 | 10.59 | 7.79 | 6.55 | 7.59 | 9.13 | 12.56 | 5.19 | 10.91 | 2.68 | 13.02 | 10.32 |
| Yield(%) | NA | 2.90 | 2.68 | 2.47 | 2.33 | NA | NA | 2.45 | 1.89 | 2.79 | 2.76 | 2.12 | 2.07 | 2.02 | 0.57 | 3.38 | 2.31 | 2.53 | 1.77 | 3.36 | 2.50 | 2.77 | 3.07 | 3.57 | 2.85 | 2.43 | 2.80 | 1.75 | 1.65 | 1.26 | 1.59 |
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 |
5.18%
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 |
18.30%
Oct 2004 - Oct 2007 |
15.16%
Oct 2002 - Oct 2007 |
12.11%
Apr 2003 - Apr 2013 |
10.08%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart