Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TDAmeritrade_Premier_NTFs_10012010 Tactical Asset Allocation Moderate | NA | 0.21% | 5.09% | 4.68% | 11.35% | NA | NA | … | … |
Data as of 10/30/2015, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TDAmeritrade_Premier_NTFs_10012010 Tactical Asset Allocation Moderate | 12/31/2000 | 01/14/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.27 | 0.21 | 5.09 | 4.68 | 11.35 | NA | NA | … | … | -2.57 | -5.28 | 4.37 | 11.76 | 10.81 | -0.11 | 13.29 | 20.49 | 9.92 | 20.88 | 19.14 | 12.80 | 16.83 | 23.83 | 2.77 | 4.92 |
| Sharpe Ratio | NA | -1.15 | 0.20 | 0.36 | 0.87 | NA | NA | … | … | -0.51 | -0.65 | 0.48 | 1.38 | 1.48 | -0.01 | 1.04 | 1.64 | 1.52 | 1.56 | 1.63 | 1.42 | 1.68 | 4.04 | 0.38 | 0.43 |
| Standard Deviation(%) | NA | 8.19 | 8.58 | 9.27 | 10.02 | NA | NA | … | … | 5.01 | 8.21 | 9.08 | 8.48 | 7.27 | 12.46 | 12.69 | 12.41 | 5.92 | 11.49 | 9.77 | 7.46 | 9.45 | 5.73 | 4.44 | 6.07 |
| Draw Down(%) | NA | 11.31 | 11.31 | 12.37 | 12.37 | NA | NA | … | … | 2.57 | 10.06 | 6.57 | 9.57 | 5.71 | 12.37 | 9.98 | 6.17 | 3.53 | 10.12 | 10.77 | 5.83 | 12.95 | 4.95 | 3.80 | 4.88 |
| Yield(%) | NA | 2.29 | 4.61 | 4.78 | 4.69 | NA | NA | … | … | 0.00 | 2.32 | 6.79 | 4.92 | 4.50 | 5.59 | 2.76 | 2.87 | 5.20 | 7.47 | 4.93 | 4.29 | 4.98 | 3.96 | 3.00 | 4.27 |
Data as of 10/30/2015, 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 |
|---|---|---|---|---|
| TDAmeritrade_Premier_NTFs_10012010 Tactical Asset Allocation Moderate |
3.38%
Dec 2012 – Dec 2015 |
4.11%
Dec 2010 – Dec 2015 |
10.21%
Dec 2005 – Dec 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TDAmeritrade_Premier_NTFs_10012010 Tactical Asset Allocation Moderate |
22.05%
Oct 2004 – Oct 2007 |
20.19%
Mar 2003 – Mar 2008 |
15.60%
Apr 2003 – Apr 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart