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 Strategic Asset Allocation - Equal Weight Moderate | NA | 4.59% | 4.41% | 4.12% | 4.66% | 4.92% | 6.08% | 6.04% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | 1.28 | 4.59 | 4.41 | 4.12 | 4.66 | 4.92 | 6.08 | 6.04 | 1.72 | -8.74 | 12.51 | 4.58 | 15.61 | -6.49 | 9.08 | 7.18 | 1.01 | 4.47 | 5.68 | 9.70 | 0.44 | 12.99 | 25.19 | -20.27 | 6.34 | 16.97 | 9.38 | 13.42 | 23.11 | -3.69 | 1.42 |
| Sharpe Ratio | NA | 0.10 | 0.17 | 0.22 | 0.31 | NA | NA | 0.43 | -0.26 | -0.91 | 1.63 | 0.21 | 2.61 | -0.91 | 1.88 | 0.80 | 0.11 | 0.69 | 0.78 | 1.49 | 0.03 | 1.18 | 1.33 | -1.00 | 0.32 | 1.65 | 0.92 | 1.64 | 2.94 | -0.54 | -0.13 |
| Standard Deviation(%) | NA | 8.47 | 8.98 | 11.91 | 9.95 | NA | NA | 10.80 | 7.79 | 11.11 | 7.64 | 20.78 | 5.44 | 8.53 | 4.49 | 8.77 | 8.75 | 6.50 | 7.27 | 6.45 | 13.58 | 10.90 | 18.85 | 21.21 | 10.35 | 8.31 | 7.81 | 7.61 | 7.62 | 8.82 | 6.62 |
| Draw Down(%) | NA | 7.38 | 15.77 | 24.53 | 24.53 | NA | NA | 36.06 | 7.38 | 15.77 | 3.45 | 24.53 | 3.14 | 11.16 | 1.70 | 5.36 | 8.58 | 5.36 | 7.53 | 4.71 | 12.71 | 7.71 | 17.47 | 32.16 | 5.41 | 7.49 | 5.33 | 9.07 | 6.66 | 13.20 | 6.06 |
| Yield(%) | NA | 4.14 | 3.91 | 3.35 | 2.94 | NA | NA | 3.30 | 3.14 | 3.97 | 3.57 | 2.50 | 2.90 | 1.99 | 0.62 | 3.54 | 3.26 | 3.48 | 2.46 | 3.88 | 4.11 | 3.96 | 4.50 | 4.86 | 3.31 | 3.22 | 4.01 | 2.45 | 2.41 | 2.19 | 2.21 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-6.21%
Feb 2006 - Feb 2009 |
0.58%
Feb 2004 - Feb 2009 |
3.63%
Oct 2013 - Oct 2023 |
3.72%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TEST_Retirement Income ETFs Strategic Asset Allocation - Equal Weight Moderate |
19.52%
Feb 2009 - Feb 2012 |
14.94%
Oct 2002 - Oct 2007 |
9.41%
Feb 2003 - Feb 2013 |
8.07%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart