Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Purdue University 403B Plan Fidelity Investments Strategic Asset Allocation - Equal Weight Moderate | NA | 23.42% | 3.29% | 6.87% | 6.09% | 7.39% | 7.23% | 7.86% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Purdue University 403B Plan Fidelity Investments Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 01/08/2025 |
| 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 (%) | -1.40 | 23.42 | 3.29 | 6.87 | 6.09 | 7.39 | 7.23 | 7.86 | NA | 5.95 | 14.12 | -13.48 | 11.80 | 13.70 | 18.87 | -6.89 | 11.28 | 6.93 | -0.24 | 6.55 | 7.58 | 13.15 | 0.68 | 16.75 | 31.23 | -27.20 | 7.50 | 18.15 | 13.02 | 18.11 | 25.59 | -1.18 | 3.10 |
| Sharpe Ratio | NA | 0.07 | -0.24 | 0.28 | 0.40 | NA | NA | 0.56 | 0.02 | -0.09 | 1.22 | -1.19 | 1.30 | 0.72 | 2.57 | -0.95 | 2.36 | 0.79 | -0.03 | 1.09 | 1.16 | 2.27 | 0.05 | 1.34 | 1.52 | -1.20 | 0.42 | 1.90 | 1.70 | 2.28 | 3.79 | -0.29 | 0.10 |
| Standard Deviation(%) | NA | 7.50 | 9.66 | 11.96 | 10.01 | NA | NA | 10.88 | 6.41 | 7.56 | 8.09 | 12.53 | 9.04 | 18.76 | 6.81 | 8.67 | 4.51 | 8.52 | 8.56 | 6.01 | 6.52 | 5.77 | 11.99 | 12.43 | 20.53 | 23.51 | 10.85 | 7.82 | 6.39 | 7.52 | 6.58 | 7.93 | 8.25 |
| Draw Down(%) | NA | 6.18 | 19.66 | 22.49 | 22.49 | NA | NA | 40.75 | 0.42 | 6.07 | 7.06 | 19.73 | 5.25 | 22.49 | 2.70 | 12.08 | 2.11 | 6.80 | 9.32 | 4.79 | 7.46 | 4.58 | 12.22 | 8.99 | 16.94 | 38.32 | 7.89 | 9.15 | 4.79 | 8.85 | 6.06 | 13.17 | 11.11 |
| Yield(%) | NA | 3.74 | 4.00 | 4.06 | 4.03 | NA | NA | 4.65 | NA | 0.82 | 3.77 | 3.15 | 4.35 | 4.08 | 4.56 | 2.95 | 0.61 | 4.57 | 7.01 | 5.11 | 3.71 | 5.45 | 3.82 | 4.29 | 4.05 | 3.29 | 9.87 | 8.27 | 6.98 | 5.29 | 2.41 | 3.65 | 4.94 |
Data as of 10/31/2024, 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 |
|---|---|---|---|---|
| Purdue University 403B Plan Fidelity Investments Strategic Asset Allocation - Equal Weight Moderate |
-8.09%
Feb 2006 - Feb 2009 |
0.85%
Feb 2004 - Feb 2009 |
4.56%
Oct 2013 - Oct 2023 |
4.55%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Purdue University 403B Plan Fidelity Investments Strategic Asset Allocation - Equal Weight Moderate |
23.02%
Feb 2009 - Feb 2012 |
17.98%
Oct 2002 - Oct 2007 |
11.16%
Mar 2003 - Mar 2013 |
9.36%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart