Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| test_Etrade All Star Funds Strategic Asset Allocation – Optimal Moderate | NA | 16.60% | 14.38% | 9.51% | 7.56% | 6.36% | 8.36% | … | … |
Data as of 10/29/2021, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| test_Etrade All Star Funds Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 01/07/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.03 | 16.60 | 14.38 | 9.51 | 7.56 | 6.36 | 8.36 | … | … | 0.21 | 7.61 | 18.99 | 18.85 | -4.16 | 8.55 | 3.80 | -0.95 | 5.11 | 9.23 | 12.14 | -0.63 | 14.37 | 29.77 | -27.05 | 8.40 | 14.90 | 12.22 | 16.66 | 25.63 | 1.84 | 7.45 |
| Sharpe Ratio | NA | 0.82 | 1.13 | 0.81 | 0.80 | NA | NA | … | … | 0.03 | 0.83 | 1.00 | 2.76 | -0.61 | 1.57 | 0.49 | -0.12 | 0.94 | 1.35 | 1.78 | -0.05 | 1.26 | 1.54 | -1.18 | 0.59 | 1.43 | 1.70 | 2.33 | 4.20 | 0.10 | 0.65 |
| Standard Deviation(%) | NA | 9.06 | 12.55 | 10.79 | 9.07 | NA | NA | … | … | 7.49 | 9.13 | 18.78 | 6.32 | 8.94 | 5.05 | 7.40 | 7.99 | 5.43 | 6.81 | 6.78 | 13.46 | 11.37 | 19.28 | 23.76 | 9.19 | 8.16 | 5.90 | 6.74 | 5.94 | 7.25 | 7.92 |
| Draw Down(%) | NA | 7.07 | 22.44 | 22.44 | 22.44 | NA | NA | … | … | 0.75 | 7.07 | 22.44 | 2.86 | 11.06 | 4.17 | 7.08 | 8.86 | 4.91 | 8.17 | 5.61 | 13.78 | 8.78 | 18.20 | 39.78 | 6.93 | 9.77 | 4.33 | 7.89 | 5.35 | 13.72 | 10.08 |
| Yield(%) | NA | 3.16 | 3.65 | 3.02 | 3.23 | NA | NA | … | … | 0.00 | 3.19 | 3.84 | 4.02 | 3.72 | 0.47 | 3.46 | 3.61 | 3.64 | 3.32 | 3.07 | 2.08 | 2.42 | 1.47 | 3.76 | 5.16 | 6.78 | 7.03 | 5.35 | 3.44 | 2.98 | 4.10 |
Data as of 10/29/2021, 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_Etrade All Star Funds Strategic Asset Allocation – Optimal Moderate |
-8.76%
Feb 2006 – Feb 2009 |
-0.01%
Feb 2004 – Feb 2009 |
4.30%
Oct 2007 – Oct 2017 |
5.20%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| test_Etrade All Star Funds Strategic Asset Allocation – Optimal Moderate |
21.63%
Mar 2003 – Mar 2006 |
16.85%
Oct 2002 – Oct 2007 |
10.15%
Mar 2003 – Mar 2013 |
8.34%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart