Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TD Ameritrade Selected Commission Free ETFs Tactical Asset Allocation Moderate | NA | -8.29% | 2.40% | 0.71% | 5.86% | 7.19% | NA | … | … |
Data as of 12/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TD Ameritrade Selected Commission Free ETFs Tactical Asset Allocation Moderate | 12/31/2000 | 03/14/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.83 | -8.29 | 2.40 | 0.71 | 5.86 | 7.19 | NA | … | … | 1.56 | -7.60 | 4.07 | 11.66 | -5.01 | 1.55 | 13.70 | 12.86 | -0.19 | 12.62 | 18.24 | -3.10 | 18.92 | 13.92 | 10.09 | 11.03 | 14.93 | 4.79 | 1.10 |
| Sharpe Ratio | NA | -1.41 | 0.28 | 0.03 | 0.65 | NA | NA | … | … | 0.39 | -1.13 | 0.62 | 1.11 | -0.74 | 0.23 | 1.73 | 2.08 | -0.02 | 0.89 | 1.57 | -0.43 | 1.14 | 0.99 | 0.96 | 1.58 | 2.37 | 0.45 | -0.51 |
| Standard Deviation(%) | NA | 6.40 | 8.14 | 7.47 | 9.03 | NA | NA | … | … | 3.16 | 7.90 | 5.53 | 10.30 | 6.80 | 6.76 | 7.91 | 6.17 | 9.84 | 14.03 | 11.55 | 9.40 | 13.98 | 10.73 | 8.27 | 6.37 | 5.99 | 8.12 | 2.37 |
| Draw Down(%) | NA | 10.70 | 13.53 | 13.53 | 13.53 | NA | NA | … | … | 0.62 | 13.53 | 3.06 | 7.16 | 9.70 | 6.73 | 7.70 | 4.95 | 10.63 | 9.09 | 5.37 | 12.13 | 9.57 | 13.34 | 5.18 | 8.06 | 3.87 | 11.04 | 3.09 |
| Yield(%) | NA | 1.53 | 1.68 | 1.93 | 2.47 | NA | NA | … | … | 0.34 | 1.25 | 0.55 | 3.21 | 1.79 | 2.81 | 1.97 | 4.44 | 2.43 | 2.96 | 3.81 | 2.21 | 2.57 | 2.65 | 3.21 | 2.11 | 1.67 | 1.31 | 2.18 |
Data as of 12/31/2018, 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 Selected Commission Free ETFs Tactical Asset Allocation Moderate |
0.88%
Jun 2014 – Jun 2017 |
0.42%
Feb 2014 – Feb 2019 |
5.74%
Jun 2008 – Jun 2018 |
6.96%
Feb 2004 – Feb 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TD Ameritrade Selected Commission Free ETFs Tactical Asset Allocation Moderate |
17.19%
Apr 2005 – Apr 2008 |
14.87%
May 2003 – May 2008 |
11.46%
Apr 2003 – Apr 2013 |
9.14%
Sep 2001 – Sep 2016 |
Annualized Rolling Returns Comparison Chart