Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Reed Elsevier US Salary Investment Plan Tactical Asset Allocation Moderate | NA | 2.68% | 1.78% | 2.67% | 5.97% | 6.52% | NA | 6.92% |
Data as of 09/30/2016, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Reed Elsevier US Salary Investment Plan Tactical Asset Allocation Moderate | 12/31/2000 | 12/30/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.02 | 2.68 | 1.78 | 2.67 | 5.97 | 6.52 | NA | 6.92 | 2.83 | -1.44 | 1.01 | 10.99 | 1.14 | -0.30 | 5.44 | 22.84 | -4.23 | 17.25 | 17.81 | 2.51 | 11.06 | 17.14 | -0.07 | 5.81 |
| Sharpe Ratio | NA | 0.27 | 0.06 | 0.26 | 0.47 | NA | NA | 0.63 | 0.35 | -0.14 | 0.06 | 1.47 | 0.18 | -0.04 | 0.51 | 2.51 | -1.04 | 1.13 | 1.61 | 0.05 | 1.27 | 2.47 | -0.24 | 1.06 |
| Standard Deviation(%) | NA | 7.48 | 12.75 | 10.77 | 10.20 | NA | NA | 9.03 | 7.47 | 10.58 | 17.95 | 7.47 | 5.96 | 9.27 | 10.49 | 9.06 | 4.96 | 12.55 | 9.02 | 6.28 | 7.98 | 6.67 | 4.77 | 3.30 |
| Draw Down(%) | NA | 8.66 | 14.24 | 14.24 | 14.24 | NA | NA | 14.24 | 8.14 | 9.13 | 13.82 | 5.29 | 7.30 | 9.25 | 8.48 | 4.59 | 5.87 | 9.37 | 12.20 | 4.90 | 7.00 | 3.00 | 6.54 | 2.50 |
| Yield(%) | NA | 1.59 | 6.73 | 4.67 | 3.87 | NA | NA | 3.73 | 1.61 | 1.65 | 17.12 | 1.18 | 1.96 | 1.82 | 2.46 | 3.31 | 0.74 | 6.91 | 5.66 | 2.27 | 2.36 | 1.88 | 3.77 | 4.95 |
Data as of 09/30/2016, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Reed Elsevier US Salary Investment Plan Tactical Asset Allocation Moderate |
0.85%
Oct 2013 - Oct 2016 |
0.49%
Apr 2011 - Apr 2016 |
5.35%
Apr 2006 - Apr 2016 |
6.35%
Oct 2001 - Oct 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Reed Elsevier US Salary Investment Plan Tactical Asset Allocation Moderate |
16.33%
Oct 2004 - Oct 2007 |
14.43%
Oct 2002 - Oct 2007 |
9.61%
Apr 2001 - Apr 2011 |
6.56%
Jul 2001 - Jul 2016 |
Annualized Rolling Returns Comparison Chart