Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 09/30/2016.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Etrade Core Mutual Funds Tactical Asset Allocation Moderate | NA | 10.58% | 5.03% | 8.34% | 10.04% | 12.56% | NA | 12.88% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Etrade Core Mutual Funds Tactical Asset Allocation Moderate | 12/31/2000 | 12/30/2016 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 09/30/2016.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.28 | 10.58 | 5.03 | 8.34 | 10.04 | 12.56 | NA | 12.88 | 3.97 | -1.95 | 5.45 | 9.49 | 16.41 | 1.14 | 17.57 | 25.18 | -2.25 | 17.24 | 20.50 | 17.43 | 21.07 | 37.61 | 4.66 | 4.16 |
| Sharpe Ratio | NA | 0.39 | 0.28 | 0.76 | 0.85 | NA | NA | 1.22 | 0.45 | -0.22 | 0.67 | 1.04 | 2.16 | 0.08 | 1.36 | 2.80 | -0.44 | 1.20 | 1.76 | 2.04 | 2.19 | 6.42 | 0.89 | 0.34 |
| Standard Deviation(%) | NA | 8.39 | 8.57 | 8.50 | 9.91 | NA | NA | 9.01 | 8.40 | 9.18 | 8.15 | 9.09 | 7.58 | 13.49 | 12.83 | 8.97 | 7.25 | 11.89 | 9.80 | 7.50 | 9.21 | 5.75 | 4.01 | 5.44 |
| Draw Down(%) | NA | 6.51 | 11.25 | 12.44 | 12.71 | NA | NA | 12.71 | 6.51 | 10.56 | 5.60 | 12.44 | 6.51 | 12.71 | 10.06 | 3.86 | 6.42 | 9.19 | 11.02 | 5.57 | 11.46 | 2.82 | 5.11 | 4.63 |
| Yield(%) | NA | 4.29 | 5.52 | 6.12 | 6.23 | NA | NA | 0.00 | 4.32 | 4.89 | 7.41 | 6.47 | 7.44 | 6.20 | 9.00 | 5.47 | 5.33 | 5.67 | 7.28 | 8.04 | 5.81 | 6.27 | 6.95 | 7.57 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Etrade Core Mutual Funds Tactical Asset Allocation Moderate |
1.93%
Apr 2013 - Apr 2016 |
4.92%
Apr 2011 - Apr 2016 |
8.78%
Nov 2006 - Nov 2016 |
12.19%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Etrade Core Mutual Funds Tactical Asset Allocation Moderate |
27.42%
Mar 2003 - Mar 2006 |
22.95%
Jan 2003 - Jan 2008 |
17.05%
Feb 2003 - Feb 2013 |
12.95%
Jun 2001 - Jun 2016 |
Annualized Rolling Returns Comparison Chart