Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Etrade Core Mutual Funds Strategic Asset Allocation - Optimal Moderate | NA | 23.63% | 9.47% | 9.25% | 7.38% | 8.96% | 8.32% | 8.67% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Etrade Core Mutual Funds Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 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 (%) | -0.89 | 23.63 | 9.47 | 9.25 | 7.38 | 8.96 | 8.32 | 8.67 | NA | 8.58 | 34.91 | -12.65 | 8.17 | 6.94 | 18.56 | -6.72 | 11.77 | 8.25 | 1.59 | 7.02 | 11.55 | 18.22 | -1.41 | 19.81 | 33.43 | -27.44 | 9.36 | 14.58 | 11.53 | 14.67 | 27.11 | -3.68 | 4.11 |
| Sharpe Ratio | NA | 0.39 | 0.34 | 0.40 | 0.50 | NA | NA | 0.60 | 0.00 | 0.29 | 1.49 | -1.15 | 1.00 | 0.38 | 3.18 | -1.09 | 2.76 | 1.07 | 0.17 | 1.08 | 1.53 | 2.61 | -0.11 | 1.62 | 1.81 | -1.21 | 0.62 | 1.42 | 1.43 | 1.65 | 3.41 | -0.44 | 0.19 |
| Standard Deviation(%) | NA | 6.89 | 14.37 | 14.17 | 11.14 | NA | NA | 11.47 | 5.24 | 6.94 | 20.53 | 12.23 | 8.13 | 17.86 | 5.39 | 7.36 | 4.03 | 7.52 | 9.17 | 6.51 | 7.52 | 6.96 | 13.55 | 12.17 | 18.38 | 23.45 | 10.22 | 7.94 | 6.52 | 8.35 | 7.75 | 10.89 | 9.27 |
| Draw Down(%) | NA | 4.20 | 18.57 | 25.79 | 25.79 | NA | NA | 41.52 | 0.44 | 4.09 | 8.31 | 18.76 | 4.29 | 25.79 | 2.58 | 11.88 | 1.47 | 6.40 | 6.91 | 5.51 | 8.93 | 5.23 | 14.50 | 8.92 | 18.40 | 38.13 | 7.03 | 8.47 | 4.77 | 9.08 | 6.40 | 16.42 | 11.65 |
| Yield(%) | NA | 5.74 | 6.08 | 5.30 | 4.87 | NA | NA | 6.17 | NA | 1.38 | 6.05 | 6.89 | 5.17 | 3.85 | 4.25 | 3.45 | 0.85 | 3.55 | 5.43 | 9.30 | 6.34 | 9.65 | 6.13 | 13.79 | 12.78 | 4.93 | 6.79 | 6.89 | 5.92 | 5.37 | 5.31 | 3.77 | 3.97 |
Data as of 10/31/2024, 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 |
|---|---|---|---|---|
| Etrade Core Mutual Funds Strategic Asset Allocation - Optimal Moderate |
-8.13%
Feb 2006 - Feb 2009 |
-0.29%
Feb 2004 - Feb 2009 |
4.80%
Sep 2012 - Sep 2022 |
4.95%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Etrade Core Mutual Funds Strategic Asset Allocation - Optimal Moderate |
24.14%
Feb 2009 - Feb 2012 |
19.11%
Feb 2009 - Feb 2014 |
11.90%
Feb 2009 - Feb 2019 |
10.99%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart