Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Firstrade Commission Free ETFs Tactical Asset Allocation Moderate | NA | 12.31% | 4.22% | 9.91% | 5.04% | 4.53% | 6.84% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Firstrade Commission Free ETFs Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 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 (%) | -1.14 | 12.31 | 4.22 | 9.91 | 5.04 | 4.53 | 6.84 | … | … | 0.69 | 7.69 | 4.65 | 1.72 | 14.81 | 19.87 | 5.82 | -6.00 | 6.11 | 7.42 | -7.89 | -0.18 | 3.83 | -1.65 | 2.65 | 9.95 | 17.83 | -1.84 | 18.94 | 19.47 | 14.43 | 8.19 | 16.85 | -2.58 | 1.81 |
| Sharpe Ratio | NA | 0.34 | 0.11 | 0.79 | 0.45 | NA | NA | … | … | 0.07 | 0.13 | 0.06 | 0.04 | 1.50 | 1.79 | 0.83 | -0.86 | 1.03 | 1.08 | -1.36 | -0.04 | 0.56 | -0.29 | 0.28 | 0.92 | 1.55 | -0.26 | 1.06 | 0.89 | 1.07 | 0.90 | 2.33 | -1.10 | -0.37 |
| Standard Deviation(%) | NA | 8.18 | 7.83 | 8.96 | 7.81 | NA | NA | … | … | 9.19 | 8.18 | 6.77 | 8.42 | 9.87 | 11.00 | 5.30 | 8.50 | 5.30 | 6.67 | 5.84 | 5.61 | 6.72 | 5.91 | 9.47 | 10.68 | 11.44 | 10.54 | 15.02 | 18.12 | 11.41 | 8.04 | 6.93 | 3.35 | 1.36 |
| Draw Down(%) | NA | 5.53 | 10.76 | 13.22 | 15.95 | NA | NA | … | … | 0.64 | 5.53 | 4.80 | 7.34 | 5.12 | 13.22 | 3.28 | 12.13 | 2.60 | 6.25 | 9.66 | 6.18 | 6.14 | 5.46 | 7.86 | 7.73 | 5.41 | 15.24 | 8.66 | 20.56 | 7.66 | 7.41 | 2.59 | 3.95 | 1.49 |
| Yield(%) | NA | 3.67 | 2.37 | 3.44 | 2.69 | NA | NA | … | … | NA | 0.85 | 3.58 | 2.11 | 0.93 | 7.16 | 3.19 | 1.04 | 0.63 | 3.29 | 2.30 | 2.55 | 0.93 | 2.20 | 1.95 | 3.24 | 3.57 | 2.13 | 2.87 | 1.75 | 1.50 | 0.70 | 1.16 | 0.99 | 2.24 |
Data as of 10/31/2024, 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 |
|---|---|---|---|---|
| Firstrade Commission Free ETFs Tactical Asset Allocation Moderate |
-1.84%
Aug 2012 – Aug 2015 |
-1.39%
Apr 2011 – Apr 2016 |
0.93%
Mar 2010 – Mar 2020 |
3.81%
May 2008 – May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Firstrade Commission Free ETFs Tactical Asset Allocation Moderate |
22.27%
May 2005 – May 2008 |
16.94%
Apr 2003 – Apr 2008 |
10.79%
Apr 2001 – Apr 2011 |
7.55%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart