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 | 3.73% | 1.13% | 3.66% | 4.95% | 4.84% | 5.50% | 4.77% |
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 | 3.73 | 1.13 | 3.66 | 4.95 | 4.84 | 5.50 | 4.77 | -0.81 | -12.89 | 8.49 | 14.66 | 17.81 | -8.04 | 13.62 | 8.04 | -1.62 | 4.11 | 8.73 | 10.88 | -0.64 | 12.43 | 24.39 | -26.08 | 9.52 | 11.77 | 6.09 | 11.16 | 20.31 | -11.83 | -3.33 |
| Sharpe Ratio | NA | -0.14 | -0.20 | 0.21 | 0.31 | NA | NA | 0.27 | -0.50 | -1.11 | 0.96 | 0.74 | 2.54 | -0.97 | 2.64 | 0.90 | -0.18 | 0.61 | 1.07 | 1.38 | -0.04 | 0.95 | 1.12 | -1.04 | 0.60 | 1.12 | 0.56 | 1.22 | 1.86 | -0.89 | -0.44 |
| Standard Deviation(%) | NA | 9.79 | 10.29 | 12.24 | 10.26 | NA | NA | 12.40 | 8.99 | 12.82 | 8.81 | 19.39 | 6.46 | 9.60 | 4.93 | 8.72 | 8.98 | 6.66 | 8.14 | 7.87 | 15.37 | 13.06 | 21.69 | 26.06 | 10.79 | 7.58 | 6.97 | 8.40 | 10.54 | 14.50 | 12.88 |
| Draw Down(%) | NA | 9.68 | 20.85 | 21.49 | 21.49 | NA | NA | 41.74 | 9.68 | 20.60 | 4.93 | 21.49 | 3.29 | 14.89 | 2.07 | 6.21 | 9.65 | 5.41 | 8.68 | 6.03 | 14.36 | 10.35 | 19.53 | 37.90 | 6.19 | 7.55 | 4.37 | 7.40 | 8.78 | 23.85 | 15.99 |
| Yield(%) | NA | 3.18 | 2.87 | 2.70 | 2.40 | NA | NA | 2.41 | 2.27 | 3.33 | 2.26 | 1.89 | 3.08 | 1.75 | 0.50 | 4.28 | 1.84 | 2.54 | 1.95 | 3.23 | 2.71 | 2.53 | 2.65 | 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 |
-2.31%
Feb 2004 - Feb 2009 |
3.65%
Oct 2013 - Oct 2023 |
3.44%
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 |
19.51%
Feb 2009 - Feb 2012 |
14.57%
Feb 2009 - Feb 2014 |
9.20%
Feb 2009 - Feb 2019 |
7.26%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart