Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| iShares ETFs Strategic Asset Allocation – Optimal Moderate | NA | 20.30% | 2.22% | 4.12% | 3.84% | 5.06% | 5.26% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| iShares ETFs 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 | 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 (%) | -1.43 | 20.30 | 2.22 | 4.12 | 3.84 | 5.06 | 5.26 | … | … | -0.07 | 9.56 | 12.33 | -12.54 | -5.89 | 18.54 | 16.63 | -9.88 | 10.20 | 7.41 | -0.99 | 1.65 | 9.00 | 9.89 | -3.38 | 16.92 | 22.23 | -25.73 | 10.98 | 16.55 | 9.32 | 17.62 | 21.48 | -4.59 | 2.60 |
| Sharpe Ratio | NA | 0.42 | -0.02 | 0.03 | 0.08 | NA | NA | … | … | -0.02 | 0.40 | 0.87 | -0.18 | -0.39 | 1.01 | 2.22 | -1.15 | 1.78 | 0.24 | -0.11 | 0.24 | 1.13 | 1.43 | -0.25 | 1.60 | 1.07 | -1.24 | 0.59 | 1.41 | 1.01 | 2.04 | 2.59 | -0.45 | 0.03 |
| Standard Deviation(%) | NA | 7.38 | 45.01 | 36.40 | 27.95 | NA | NA | … | … | 7.81 | 7.46 | 9.26 | 77.15 | 15.34 | 18.05 | 6.86 | 9.71 | 5.38 | 30.66 | 9.13 | 6.72 | 7.91 | 6.86 | 13.83 | 10.50 | 20.64 | 21.43 | 13.53 | 9.41 | 7.09 | 8.19 | 8.02 | 12.66 | 10.82 |
| Draw Down(%) | NA | 4.48 | 41.32 | 41.32 | 41.32 | NA | NA | … | … | 0.75 | 4.48 | 7.63 | 41.32 | 15.00 | 18.77 | 3.13 | 17.57 | 3.26 | 19.38 | 10.73 | 5.06 | 10.62 | 4.75 | 13.82 | 6.64 | 18.91 | 36.15 | 8.47 | 9.40 | 5.14 | 8.93 | 7.15 | 19.67 | 13.30 |
| Yield(%) | NA | 4.53 | 3.51 | 2.73 | 2.12 | NA | NA | … | … | NA | 1.01 | 4.14 | 3.79 | 1.27 | 1.39 | 1.85 | 1.43 | 0.31 | 1.88 | 1.48 | 2.58 | 2.51 | 2.83 | 2.80 | 2.41 | 2.67 | 2.37 | 2.38 | 2.25 | 2.70 | 2.05 | 2.35 | 1.42 | 1.69 |
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 |
|---|---|---|---|---|
| iShares ETFs Strategic Asset Allocation – Optimal Moderate |
-7.55%
Feb 2006 – Feb 2009 |
-0.27%
Sep 2017 – Sep 2022 |
2.34%
Oct 2013 – Oct 2023 |
2.29%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| iShares ETFs Strategic Asset Allocation – Optimal Moderate |
19.32%
Mar 2003 – Mar 2006 |
16.50%
Oct 2002 – Oct 2007 |
9.41%
Mar 2003 – Mar 2013 |
7.84%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart