Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TEST_Retirement Income ETFs Tactical Asset Allocation Moderate | NA | -0.58% | 2.98% | 1.10% | 2.43% | 5.23% | 6.98% | 7.08% |
Data as of 08/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TEST_Retirement Income 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 (%) | 1.42 | -0.58 | 2.98 | 1.10 | 2.43 | 5.23 | 6.98 | 7.08 | -0.60 | -14.60 | 17.45 | 2.91 | 6.78 | -6.02 | 9.24 | 3.26 | -3.60 | 2.12 | 9.12 | 11.96 | 5.50 | 12.32 | 20.17 | 1.94 | 16.65 | 17.15 | 8.91 | 13.05 | 20.31 | 5.32 | 0.84 |
| Sharpe Ratio | NA | -0.30 | -0.04 | -0.03 | 0.08 | NA | NA | 0.62 | -0.47 | -1.11 | 2.06 | 0.27 | 1.12 | -0.96 | 1.66 | 0.49 | -0.58 | 0.34 | 1.26 | 2.49 | 0.66 | 0.92 | 1.62 | 0.15 | 0.98 | 1.31 | 0.75 | 1.25 | 3.26 | 0.51 | -0.16 |
| Standard Deviation(%) | NA | 10.51 | 10.94 | 9.81 | 8.24 | NA | NA | 9.02 | 9.31 | 14.34 | 8.44 | 9.97 | 4.81 | 7.63 | 5.18 | 6.20 | 6.25 | 6.24 | 7.21 | 4.77 | 8.24 | 13.33 | 12.37 | 6.76 | 13.88 | 10.57 | 8.95 | 9.64 | 6.01 | 8.25 | 9.21 |
| Draw Down(%) | NA | 9.66 | 20.32 | 20.32 | 20.32 | NA | NA | 20.32 | 9.66 | 20.32 | 4.41 | 14.69 | 2.35 | 11.87 | 1.98 | 5.71 | 8.12 | 7.16 | 7.37 | 2.75 | 6.30 | 8.98 | 5.37 | 6.24 | 8.78 | 12.30 | 6.71 | 13.49 | 2.36 | 11.90 | 9.17 |
| Yield(%) | NA | 3.10 | 3.44 | 2.87 | 2.69 | NA | NA | 2.83 | 2.31 | 3.76 | 3.63 | 1.37 | 2.59 | 2.13 | 0.82 | 2.60 | 2.85 | 4.24 | 2.69 | 3.29 | 3.07 | 3.29 | 3.84 | 2.87 | 3.53 | 2.51 | 2.94 | 1.68 | 2.12 | 1.78 | 2.35 |
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_Retirement Income ETFs Tactical Asset Allocation Moderate |
-1.20%
Oct 2017 - Oct 2020 |
-0.53%
Mar 2015 - Mar 2020 |
1.22%
Oct 2013 - Oct 2023 |
4.56%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TEST_Retirement Income ETFs Tactical Asset Allocation Moderate |
18.12%
Oct 2004 - Oct 2007 |
15.97%
Oct 2002 - Oct 2007 |
13.11%
Apr 2003 - Apr 2013 |
9.92%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart