Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| High Dividend ETFs Strategic Asset Allocation – Optimal Moderate | NA | 2.56% | 1.09% | 1.69% | 3.28% | 2.56% | NA | … | … |
Data as of 05/29/2020, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| High Dividend ETFs Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 08/27/2020 |
| 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 (%) | 1.24 | 2.56 | 1.09 | 1.69 | 3.28 | 2.56 | NA | … | … | -0.08 | 10.65 | -5.18 | 6.56 | 7.60 | -5.66 | 2.05 | -0.46 | 11.58 | 2.58 | 6.46 | 14.57 | -11.55 | 1.67 | 3.46 | 2.50 | 3.90 | 1.56 | 1.76 | 2.31 |
| Sharpe Ratio | NA | 0.24 | 0.09 | 0.18 | 0.23 | NA | NA | … | … | -0.03 | 2.62 | -1.37 | 1.67 | 0.23 | -0.90 | 0.48 | -0.07 | 2.47 | 0.32 | 1.06 | 1.41 | -0.96 | -0.30 | 0.05 | 0.09 | 0.68 | 0.33 | 2.05 | 0.01 |
| Standard Deviation(%) | NA | 9.23 | 6.34 | 15.58 | 11.83 | NA | NA | … | … | 11.20 | 3.53 | 4.76 | 3.54 | 32.70 | 6.31 | 4.27 | 6.60 | 4.68 | 7.97 | 6.04 | 10.27 | 13.02 | 4.47 | 3.41 | 3.59 | 4.35 | 2.60 | 0.32 | 0.05 |
| Draw Down(%) | NA | 12.66 | 12.66 | 22.23 | 22.23 | NA | NA | … | … | 12.66 | 2.04 | 8.05 | 2.04 | 22.23 | 10.74 | 4.92 | 9.36 | 2.85 | 6.72 | 4.39 | 11.38 | 21.33 | 5.70 | 2.73 | 2.71 | 4.81 | 1.81 | 0.25 | 0.00 |
| Yield(%) | NA | 2.64 | 2.49 | 2.98 | 3.51 | NA | NA | … | … | 1.21 | 3.46 | 2.84 | 0.91 | 4.46 | 3.98 | 4.10 | 3.82 | 4.52 | 3.98 | 4.13 | 4.54 | 4.69 | 4.98 | 4.74 | 4.10 | 3.61 | 1.79 | 1.25 | 2.31 |
Data as of 05/29/2020, 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 |
|---|---|---|---|---|
| High Dividend ETFs Strategic Asset Allocation – Optimal Moderate |
-5.05%
Feb 2006 – Feb 2009 |
-2.14%
Feb 2004 – Feb 2009 |
2.12%
Jan 2006 – Jan 2016 |
2.22%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| High Dividend ETFs Strategic Asset Allocation – Optimal Moderate |
12.25%
Feb 2009 – Feb 2012 |
8.74%
Feb 2009 – Feb 2014 |
5.03%
Feb 2009 – Feb 2019 |
3.01%
Aug 2002 – Aug 2017 |
Annualized Rolling Returns Comparison Chart