Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| test_TD Ameritrade Commission Free ETFs Tactical Asset Allocation Moderate | NA | -6.66% | 0.36% | -0.12% | 5.26% | 8.37% | NA | … | … |
Data as of 10/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| test_TD Ameritrade Commission Free ETFs Tactical Asset Allocation Moderate | 12/31/2000 | 01/03/2019 |
| 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 (%) | 0.28 | -6.66 | 0.36 | -0.12 | 5.26 | 8.37 | NA | … | … | -1.07 | -10.60 | 6.15 | 4.04 | -7.34 | 0.07 | 12.24 | 11.65 | 0.91 | 16.89 | 11.36 | 13.38 | 21.81 | 16.61 | 8.58 | 14.34 | 21.61 | -4.35 | -4.74 |
| Sharpe Ratio | NA | -1.44 | -0.18 | -0.27 | 0.37 | NA | NA | … | … | -0.17 | -1.22 | 0.86 | 0.42 | -0.77 | 0.01 | 1.35 | 1.54 | 0.07 | 1.20 | 0.83 | 1.84 | 1.37 | 1.18 | 0.74 | 1.46 | 2.57 | -0.52 | -0.61 |
| Standard Deviation(%) | NA | 9.80 | 8.60 | 8.82 | 10.42 | NA | NA | … | … | 6.45 | 9.82 | 6.35 | 9.20 | 9.56 | 8.71 | 9.02 | 7.55 | 13.29 | 14.05 | 13.61 | 6.74 | 13.65 | 11.17 | 8.57 | 9.18 | 8.14 | 10.56 | 11.68 |
| Draw Down(%) | NA | 18.47 | 18.47 | 18.47 | 18.47 | NA | NA | … | … | 1.07 | 18.47 | 3.34 | 8.17 | 12.82 | 9.00 | 9.78 | 5.13 | 12.32 | 8.73 | 9.80 | 4.68 | 9.63 | 12.13 | 6.11 | 8.70 | 3.96 | 18.63 | 14.75 |
| Yield(%) | NA | 1.83 | 1.95 | 2.01 | 2.55 | NA | NA | … | … | 0.00 | 1.84 | 2.18 | 1.83 | 1.77 | 2.46 | 1.96 | 4.52 | 2.43 | 3.43 | 3.03 | 3.07 | 3.12 | 3.27 | 3.95 | 3.22 | 2.89 | 3.13 | 2.80 |
Data as of 10/31/2018, 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 |
|---|---|---|---|---|
| test_TD Ameritrade Commission Free ETFs Tactical Asset Allocation Moderate |
-1.54%
Feb 2014 – Feb 2017 |
-1.75%
Dec 2013 – Dec 2018 |
4.19%
Dec 2008 – Dec 2018 |
7.63%
Dec 2003 – Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| test_TD Ameritrade Commission Free ETFs Tactical Asset Allocation Moderate |
18.73%
Mar 2005 – Mar 2008 |
17.58%
Mar 2003 – Mar 2008 |
14.23%
Apr 2003 – Apr 2013 |
10.20%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart