Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TD Ameritrade Commission Free ETFs Strategic Asset Allocation - Optimal Moderate | NA | 24.24% | 3.62% | 7.13% | 5.20% | 5.76% | 5.24% | 5.05% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TD Ameritrade Commission Free ETFs Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 01/08/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 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 (%) | -1.16 | 24.24 | 3.62 | 7.13 | 5.20 | 5.76 | 5.24 | 5.05 | NA | 12.50 | 9.37 | -10.30 | 9.19 | 14.05 | 17.65 | -8.14 | 9.46 | 6.85 | -3.94 | 4.68 | 8.86 | 9.76 | -3.95 | 11.49 | 20.71 | -26.02 | 9.34 | 12.55 | 7.37 | 12.85 | 19.21 | -9.05 | -3.55 |
| Sharpe Ratio | NA | 0.86 | -0.05 | 0.34 | 0.36 | NA | NA | 0.30 | 0.00 | 0.76 | 0.63 | -0.95 | 1.06 | 0.75 | 2.50 | -1.00 | 1.95 | 0.82 | -0.47 | 0.78 | 1.18 | 1.28 | -0.26 | 0.93 | 0.99 | -1.09 | 0.57 | 1.38 | 0.72 | 1.54 | 1.71 | -0.71 | -0.45 |
| Standard Deviation(%) | NA | 7.67 | 9.62 | 11.78 | 9.91 | NA | NA | 11.79 | 7.26 | 7.72 | 8.17 | 12.30 | 8.62 | 18.47 | 6.49 | 9.42 | 4.54 | 8.08 | 8.51 | 6.02 | 7.46 | 7.60 | 15.44 | 12.29 | 20.72 | 24.79 | 11.10 | 6.71 | 7.22 | 7.74 | 10.81 | 14.26 | 12.97 |
| Draw Down(%) | NA | 4.20 | 17.31 | 21.14 | 21.14 | NA | NA | 41.49 | 0.64 | 4.20 | 7.06 | 17.40 | 5.03 | 21.14 | 3.05 | 14.57 | 2.23 | 6.01 | 10.17 | 4.37 | 7.27 | 6.04 | 16.85 | 8.98 | 19.52 | 38.00 | 6.73 | 5.45 | 4.77 | 6.87 | 8.17 | 22.70 | 17.35 |
| Yield(%) | NA | 3.01 | 2.78 | 2.51 | 2.03 | NA | NA | 2.20 | NA | 0.76 | 2.84 | 2.84 | 2.36 | 1.48 | 2.41 | 1.62 | 0.30 | 2.35 | 1.71 | 1.89 | 2.04 | 2.62 | 2.10 | 2.19 | 2.67 | 2.86 | 3.28 | 3.01 | 3.25 | 2.04 | 1.22 | 1.30 | 1.51 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TD Ameritrade Commission Free ETFs Strategic Asset Allocation - Optimal Moderate |
-8.72%
Feb 2006 - Feb 2009 |
-1.81%
Feb 2004 - Feb 2009 |
2.47%
Oct 2007 - Oct 2017 |
2.75%
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 Strategic Asset Allocation - Optimal Moderate |
16.65%
Feb 2009 - Feb 2012 |
13.40%
Oct 2002 - Oct 2007 |
7.58%
Feb 2009 - Feb 2019 |
7.27%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart