Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TD Ameritrade Commission Free ETFs Core Strategic Asset Allocation – Optimal Moderate | NA | 20.68% | 1.35% | 5.86% | 4.85% | 5.96% | 5.17% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TD Ameritrade Commission Free ETFs Core 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 (%) | -0.96 | 20.68 | 1.35 | 5.86 | 4.85 | 5.96 | 5.17 | … | … | -0.20 | 7.76 | 10.74 | -13.91 | 11.34 | 11.19 | 16.76 | -8.25 | 11.23 | 8.64 | -2.65 | 3.10 | 8.64 | 12.82 | -0.99 | 12.94 | 26.55 | -26.46 | 8.40 | 8.75 | 4.07 | 7.44 | 17.55 | -12.44 | 9.46 |
| Sharpe Ratio | NA | 0.22 | -0.27 | 0.20 | 0.32 | NA | NA | … | … | -0.04 | 0.16 | 0.76 | -1.13 | 1.38 | 0.58 | 2.46 | -1.14 | 2.40 | 0.95 | -0.32 | 0.51 | 1.14 | 1.60 | -0.07 | 1.03 | 1.32 | -1.10 | 0.49 | 0.71 | 0.30 | 0.96 | 1.69 | -0.91 | 1.34 |
| Standard Deviation(%) | NA | 7.50 | 10.22 | 12.11 | 10.06 | NA | NA | … | … | 6.03 | 7.54 | 8.56 | 13.55 | 8.19 | 18.76 | 6.24 | 8.36 | 4.41 | 8.89 | 8.47 | 6.10 | 7.54 | 7.98 | 14.11 | 12.45 | 19.99 | 24.93 | 11.07 | 7.77 | 6.34 | 6.75 | 9.99 | 14.96 | 5.34 |
| Draw Down(%) | NA | 3.98 | 19.19 | 22.20 | 22.20 | NA | NA | … | … | 0.60 | 3.98 | 8.09 | 19.63 | 3.99 | 22.20 | 3.31 | 13.83 | 2.00 | 6.14 | 9.68 | 5.36 | 7.25 | 6.72 | 14.46 | 9.45 | 17.74 | 38.93 | 6.77 | 6.31 | 4.13 | 5.27 | 8.08 | 20.62 | 2.44 |
| Yield(%) | NA | 3.49 | 2.88 | 2.71 | 2.39 | NA | NA | … | … | NA | 0.96 | 3.08 | 2.52 | 2.58 | 2.01 | 2.57 | 1.77 | 0.61 | 3.22 | 2.32 | 2.74 | 2.22 | 3.21 | 2.88 | 3.17 | 3.55 | 2.99 | 2.82 | 2.48 | 2.02 | 0.91 | 0.76 | 0.79 | 2.23 |
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 |
|---|---|---|---|---|
| TD Ameritrade Commission Free ETFs Core Strategic Asset Allocation – Optimal Moderate |
-9.02%
Feb 2006 – Feb 2009 |
-3.47%
Feb 2004 – Feb 2009 |
3.36%
Oct 2013 – Oct 2023 |
3.39%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TD Ameritrade Commission Free ETFs Core Strategic Asset Allocation – Optimal Moderate |
19.75%
Feb 2009 – Feb 2012 |
14.65%
Feb 2009 – Feb 2014 |
8.86%
Feb 2009 – Feb 2019 |
7.67%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart