Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TZG (iShares S&P Target Date 2020) | NA | 4.90% | 9.91% | 8.15% | NA | NA | NA | 13.47% |
Data as of 10/14/2014, AR inception is 11/20/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TZG (iShares S&P Target Date 2020) | 11/20/2008 | 10/14/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.13 | 4.90 | 9.91 | 8.15 | NA | NA | NA | 13.47 | 1.21 | 14.61 | 10.92 | 1.00 | 12.58 | 18.59 | 8.41 |
| Sharpe Ratio | NA | 0.73 | 1.00 | 0.69 | NA | NA | NA | 0.88 | 0.23 | 1.73 | 1.00 | 0.06 | 0.98 | 1.12 | 5.95 |
| Standard Deviation(%) | NA | 6.67 | 9.86 | 11.70 | NA | NA | NA | 12.76 | 6.71 | 8.40 | 10.98 | 16.02 | 12.79 | 16.55 | 18.88 |
| Draw Down(%) | NA | 4.28 | 7.85 | 13.53 | NA | NA | NA | 17.16 | 4.28 | 6.85 | 7.45 | 13.53 | 9.69 | 17.16 | 1.82 |
| Yield(%) | 0.00 | 2.07 | 2.47 | 2.41 | 1.60 | 1.07 | 0.80 | 3.20 | 1.52 | 2.02 | 2.33 | 2.42 | 2.24 | 0.00 | 0.83 |
Data as of 10/14/2014, AR inception is 11/20/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TZG (iShares S&P Target Date 2020) |
7.16%
Apr 2011 - Apr 2014 |
8.80%
Sep 2009 - Sep 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TZG (iShares S&P Target Date 2020) |
16.90%
Feb 2009 - Feb 2012 |
13.92%
Feb 2009 - Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart