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 - Optimal Moderate | NA | 7.51% | 5.39% | 5.36% | 5.73% | 5.45% | 5.84% | 5.33% |
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 - 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 (%) | 1.48 | 7.51 | 5.39 | 5.36 | 5.73 | 5.45 | 5.84 | 5.33 | 5.09 | -9.06 | 13.02 | 7.08 | 17.99 | -5.97 | 10.21 | 8.45 | -0.45 | 5.19 | 8.09 | 11.15 | 3.42 | 12.17 | 19.56 | -23.28 | 8.41 | 14.21 | 5.39 | 7.64 | 16.80 | -7.00 | -1.47 |
| Sharpe Ratio | NA | 0.47 | 0.29 | 0.34 | 0.35 | NA | NA | 0.33 | 0.16 | -0.81 | 1.78 | 0.35 | 2.92 | -0.34 | 2.24 | 1.00 | -0.05 | 0.81 | 1.01 | 1.49 | 0.26 | 1.01 | 0.98 | -0.99 | 0.49 | 1.50 | 0.48 | 1.05 | 1.80 | -0.58 | -0.29 |
| Standard Deviation(%) | NA | 9.46 | 9.82 | 11.92 | 11.65 | NA | NA | 12.35 | 8.44 | 12.91 | 7.31 | 19.44 | 5.68 | 21.37 | 4.27 | 8.25 | 8.76 | 6.37 | 7.98 | 7.44 | 13.26 | 11.94 | 19.87 | 24.41 | 10.99 | 7.29 | 6.74 | 6.39 | 8.97 | 13.90 | 13.13 |
| Draw Down(%) | NA | 6.57 | 17.21 | 22.86 | 22.86 | NA | NA | 39.93 | 6.57 | 17.21 | 3.57 | 22.86 | 2.87 | 18.99 | 1.56 | 5.00 | 8.31 | 4.94 | 8.34 | 5.13 | 11.18 | 8.65 | 20.11 | 35.20 | 6.32 | 5.44 | 4.58 | 5.90 | 7.96 | 17.97 | 16.28 |
| Yield(%) | NA | 5.63 | 4.25 | 3.44 | 3.00 | NA | NA | 3.06 | 4.45 | 4.21 | 3.21 | 1.97 | 2.49 | 2.31 | 0.60 | 3.79 | 2.52 | 3.62 | 2.99 | 3.32 | 3.78 | 3.64 | 3.42 | 3.62 | 3.25 | 3.27 | 3.10 | 2.62 | 1.67 | 1.64 | 1.77 |
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 - Optimal Moderate |
-7.75%
Feb 2006 - Feb 2009 |
-1.98%
Feb 2004 - Feb 2009 |
4.31%
Oct 2007 - Oct 2017 |
3.89%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TEST_Retirement Income ETFs Strategic Asset Allocation - Optimal Moderate |
19.45%
Feb 2009 - Feb 2012 |
14.50%
Feb 2009 - Feb 2014 |
9.40%
Feb 2009 - Feb 2019 |
6.94%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart