Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Test Retirement Income ETFs Tactical Asset Allocation Moderate | NA | -0.83% | 4.50% | 1.92% | 3.20% | 5.05% | 6.65% | … | … |
Data as of 08/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Test Retirement Income ETFs Tactical Asset Allocation Moderate | 12/31/2000 | 11/08/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | 1.37 | -0.83 | 4.50 | 1.92 | 3.20 | 5.05 | 6.65 | … | … | -0.76 | -14.29 | 18.53 | 6.69 | 7.26 | -6.81 | 9.18 | 5.91 | -3.77 | 3.81 | 9.02 | 11.48 | 4.07 | 10.38 | 15.44 | -3.94 | 14.50 | 16.66 | 8.54 | 14.69 | 19.47 | 5.33 | 6.41 |
| Sharpe Ratio | NA | -0.31 | 0.09 | 0.08 | 0.17 | NA | NA | … | … | -0.49 | -1.10 | 2.13 | 0.60 | 1.24 | -0.96 | 1.42 | 0.78 | -0.59 | 0.60 | 1.32 | 2.06 | 0.42 | 0.81 | 1.22 | -0.70 | 0.80 | 1.36 | 0.74 | 1.53 | 3.23 | 0.55 | 0.59 |
| Standard Deviation(%) | NA | 10.40 | 11.05 | 9.95 | 8.57 | NA | NA | … | … | 9.21 | 14.24 | 8.69 | 10.69 | 4.73 | 8.44 | 6.04 | 7.32 | 6.47 | 6.34 | 6.82 | 5.54 | 9.63 | 12.75 | 12.60 | 6.94 | 14.40 | 9.81 | 8.64 | 9.01 | 5.82 | 7.64 | 7.01 |
| Draw Down(%) | NA | 9.57 | 20.07 | 20.07 | 20.07 | NA | NA | … | … | 9.57 | 20.07 | 4.13 | 14.90 | 2.35 | 14.01 | 2.83 | 6.61 | 9.79 | 6.51 | 8.12 | 2.77 | 6.44 | 8.29 | 5.67 | 6.83 | 10.25 | 10.85 | 6.12 | 13.20 | 2.35 | 11.11 | 7.93 |
| Yield(%) | NA | 3.00 | 3.93 | 3.15 | 2.81 | NA | NA | … | … | 2.23 | 3.73 | 4.86 | 1.69 | 2.38 | 1.98 | 0.53 | 2.62 | 2.54 | 4.82 | 2.14 | 4.13 | 2.39 | 2.95 | 3.67 | 3.66 | 3.14 | 3.18 | 2.84 | 1.55 | 2.28 | 1.86 | 2.56 |
Data as of 08/31/2023, 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 |
|---|---|---|---|---|
| Test Retirement Income ETFs Tactical Asset Allocation Moderate |
-1.47%
Apr 2017 – Apr 2020 |
-0.31%
Mar 2015 – Mar 2020 |
2.06%
Oct 2013 – Oct 2023 |
4.07%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Test Retirement Income ETFs Tactical Asset Allocation Moderate |
17.78%
Oct 2004 – Oct 2007 |
15.97%
Oct 2002 – Oct 2007 |
11.61%
Apr 2003 – Apr 2013 |
9.20%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart