Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TD AMERITRADE HOLDING CORPORATION ASSOCIATES 401(k) PROFIT SHARING PLAN AND TRUST Tactical Asset Allocation Moderate | NA | 2.49% | 3.50% | 3.02% | 3.39% | 5.52% | 7.02% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TD AMERITRADE HOLDING CORPORATION ASSOCIATES 401(k) PROFIT SHARING PLAN AND TRUST Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | -0.54 | 2.49 | 3.50 | 3.02 | 3.39 | 5.52 | 7.02 | … | … | 0.00 | 12.63 | -11.48 | 7.32 | 14.61 | 4.75 | -3.91 | 11.73 | 8.73 | -3.42 | 2.76 | 11.14 | 3.99 | 1.26 | 6.96 | 26.47 | -5.44 | 17.70 | 18.95 | 14.00 | 11.22 | 22.73 | 7.18 | 6.77 |
| Sharpe Ratio | NA | 0.39 | 0.05 | 0.45 | 0.47 | NA | NA | … | … | -0.04 | 1.20 | -1.50 | 0.85 | 1.61 | 0.64 | -0.72 | 2.11 | 1.47 | -0.68 | 0.46 | 1.65 | 0.75 | 0.17 | 0.65 | 2.57 | -1.00 | 1.23 | 1.64 | 1.88 | 1.22 | 4.21 | 1.27 | 1.10 |
| Standard Deviation(%) | NA | 6.95 | 7.98 | 7.82 | 6.91 | NA | NA | … | … | 7.32 | 6.98 | 8.58 | 8.57 | 8.91 | 5.20 | 7.29 | 5.25 | 5.78 | 5.09 | 5.94 | 6.74 | 5.24 | 7.09 | 10.61 | 10.27 | 6.37 | 11.98 | 9.57 | 6.30 | 8.46 | 5.23 | 4.80 | 4.07 |
| Draw Down(%) | NA | 6.37 | 14.61 | 14.61 | 14.61 | NA | NA | … | … | 2.16 | 6.37 | 13.78 | 4.64 | 10.57 | 3.95 | 10.81 | 1.89 | 3.99 | 8.65 | 5.74 | 4.69 | 6.11 | 5.15 | 7.76 | 4.78 | 11.41 | 9.37 | 13.37 | 5.06 | 9.94 | 3.57 | 5.04 | 2.78 |
| Yield(%) | NA | 4.21 | 4.08 | 4.06 | 3.66 | NA | NA | … | … | 0.10 | 4.47 | 3.05 | 4.81 | 4.75 | 3.36 | 2.60 | 0.23 | 3.71 | 4.99 | 4.82 | 2.84 | 3.76 | 2.12 | 3.90 | 5.69 | 3.53 | 7.93 | 6.34 | 6.00 | 3.40 | 3.80 | 4.21 | 6.72 |
Data as of 10/31/2023, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TD AMERITRADE HOLDING CORPORATION ASSOCIATES 401(k) PROFIT SHARING PLAN AND TRUST Tactical Asset All |
0.76%
Oct 2017 – Oct 2020 |
1.85%
Dec 2017 – Dec 2022 |
3.39%
Oct 2013 – Oct 2023 |
4.54%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TD AMERITRADE HOLDING CORPORATION ASSOCIATES 401(k) PROFIT SHARING PLAN AND TRUST Tactical Asset All |
20.67%
Oct 2004 – Oct 2007 |
18.21%
Oct 2002 – Oct 2007 |
12.57%
Apr 2001 – Apr 2011 |
9.85%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart