Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Etrade All Star ETFs Tactical Asset Allocation Moderate Quarterly | NA | 9.07% | 4.75% | 4.21% | 6.83% | 9.63% | NA | … | … |
Data as of 10/31/2019, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Etrade All Star ETFs Tactical Asset Allocation Moderate Quarterly | 12/31/2000 | 01/24/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.27 | 9.07 | 4.75 | 4.21 | 6.83 | 9.63 | NA | … | … | 2.02 | 11.69 | -6.62 | 12.07 | 5.89 | -3.40 | 2.84 | 10.43 | 12.62 | 1.42 | 16.21 | 20.00 | 12.65 | 15.93 | 16.46 | 11.20 | 14.92 | 17.97 | 5.21 | -15.95 |
| Sharpe Ratio | NA | 1.23 | 0.56 | 0.28 | 0.56 | NA | NA | … | … | 0.31 | 1.39 | -0.72 | 1.86 | 0.53 | -0.35 | 0.34 | 1.19 | 1.70 | 0.08 | 0.97 | 1.52 | 1.78 | 0.84 | 1.20 | 1.09 | 1.42 | 2.37 | 0.84 | -1.18 |
| Standard Deviation(%) | NA | 7.28 | 8.42 | 9.22 | 11.01 | NA | NA | … | … | 6.25 | 7.39 | 11.06 | 6.15 | 10.78 | 9.74 | 8.35 | 8.75 | 7.39 | 17.95 | 16.58 | 13.08 | 6.57 | 15.34 | 10.99 | 8.26 | 9.83 | 7.29 | 4.89 | 15.42 |
| Draw Down(%) | NA | 3.39 | 15.33 | 15.33 | 15.94 | NA | NA | … | … | 0.68 | 3.39 | 15.33 | 2.97 | 10.21 | 12.03 | 5.91 | 10.59 | 4.63 | 15.94 | 10.46 | 6.19 | 4.54 | 10.26 | 9.21 | 5.68 | 8.08 | 3.44 | 4.17 | 27.02 |
| Yield(%) | NA | 3.01 | 2.25 | 2.23 | 2.44 | NA | NA | … | … | 0.00 | 3.14 | 1.92 | 1.92 | 2.27 | 2.14 | 2.20 | 1.45 | 3.22 | 3.06 | 3.23 | 2.17 | 3.16 | 2.59 | 2.75 | 3.27 | 2.49 | 2.12 | 2.44 | 2.76 |
Data as of 10/31/2019, 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 |
|---|---|---|---|---|
| Etrade All Star ETFs Tactical Asset Allocation Moderate Quarterly |
0.76%
Dec 2021 – Dec 2024 |
1.73%
Mar 2015 – Mar 2020 |
3.55%
Oct 2013 – Oct 2023 |
5.40%
Apr 2010 – Apr 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Etrade All Star ETFs Tactical Asset Allocation Moderate Quarterly |
19.21%
Oct 2004 – Oct 2007 |
17.49%
May 2006 – May 2011 |
14.57%
Apr 2003 – Apr 2013 |
11.36%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart