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 Strategic Asset Allocation - Equal Weight Moderate | NA | 10.72% | 8.12% | 9.84% | 6.47% | 7.68% | NA | 7.01% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | 0.06 | 10.72 | 8.12 | 9.84 | 6.47 | 7.68 | NA | 7.01 | 2.28 | 5.01 | 12.93 | 10.29 | 13.86 | -3.33 | 11.41 | 33.82 | -29.58 | 13.04 | 15.45 | 8.73 | 12.30 | 22.36 | -7.88 | -0.40 |
| Sharpe Ratio | NA | 0.31 | 0.49 | 0.76 | 0.38 | NA | NA | 0.46 | 0.38 | 0.49 | 0.64 | 1.46 | 1.75 | -0.23 | 1.01 | 1.98 | -1.33 | 0.91 | 1.46 | 1.03 | 1.38 | 2.35 | -0.88 | -0.22 |
| Standard Deviation(%) | NA | 5.48 | 13.43 | 11.44 | 13.91 | NA | NA | 12.38 | 5.48 | 10.25 | 20.20 | 7.04 | 7.90 | 14.51 | 11.23 | 17.05 | 22.94 | 11.00 | 8.33 | 6.38 | 8.20 | 9.20 | 10.18 | 12.28 |
| Draw Down(%) | NA | 5.78 | 10.53 | 10.53 | 41.26 | NA | NA | 41.26 | 5.43 | 9.11 | 10.53 | 7.32 | 6.90 | 15.18 | 8.98 | 15.91 | 38.40 | 8.45 | 11.04 | 4.69 | 7.31 | 8.52 | 18.88 | 16.54 |
| Yield(%) | NA | 1.78 | 7.50 | 6.09 | 4.74 | NA | NA | 3.93 | 1.79 | 11.02 | 9.79 | 5.50 | 2.33 | 1.92 | 2.33 | 2.56 | 3.52 | 6.55 | 4.40 | 2.15 | 2.50 | 1.66 | 2.43 | 2.47 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-7.28%
Feb 2006 - Feb 2009 |
-0.45%
Feb 2004 - Feb 2009 |
5.88%
Nov 2006 - Nov 2016 |
6.65%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Reed Elsevier US Salary Investment Plan Strategic Asset Allocation - Equal Weight Moderate |
19.97%
Feb 2009 - Feb 2012 |
15.57%
Oct 2002 - Oct 2007 |
9.20%
Mar 2003 - Mar 2013 |
7.67%
Sep 2001 - Sep 2016 |
Annualized Rolling Returns Comparison Chart