Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ICMA IRA Funds Strategic Asset Allocation - Equal Weight Moderate | NA | 22.44% | 3.50% | 5.67% | 4.84% | 6.07% | 6.15% | 6.84% |
Data as of 09/30/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ICMA IRA Funds Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 12/18/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 (%) | 0.68 | 22.44 | 3.50 | 5.67 | 4.84 | 6.07 | 6.15 | 6.84 | 5.05 | 11.83 | -13.17 | 6.28 | 12.51 | 18.54 | -8.58 | 11.02 | 3.33 | -1.72 | 4.32 | 9.01 | 10.75 | 2.05 | 14.66 | 27.77 | -22.78 | 7.21 | 13.44 | 10.58 | 12.25 | 26.03 | 0.86 | 4.22 |
| Sharpe Ratio | NA | -0.01 | -0.26 | 0.13 | 0.25 | NA | NA | 0.54 | -0.17 | 0.90 | -1.15 | 0.73 | 0.66 | 2.66 | -1.06 | 2.23 | 0.39 | -0.20 | 0.69 | 1.50 | 2.10 | 0.20 | 1.53 | 1.83 | -1.32 | 0.55 | 1.75 | 1.66 | 2.02 | 5.16 | -0.04 | 0.31 |
| Standard Deviation(%) | NA | 8.72 | 10.14 | 12.02 | 10.06 | NA | NA | 9.37 | 8.76 | 8.46 | 12.64 | 8.57 | 18.48 | 6.45 | 9.29 | 4.66 | 8.04 | 8.67 | 6.28 | 5.99 | 5.09 | 9.99 | 9.50 | 15.14 | 17.93 | 7.68 | 5.80 | 5.06 | 5.61 | 4.91 | 5.87 | 6.07 |
| Draw Down(%) | NA | 5.58 | 19.77 | 21.77 | 21.77 | NA | NA | 34.68 | 5.58 | 8.11 | 19.77 | 4.86 | 21.77 | 2.72 | 14.28 | 2.71 | 7.69 | 8.75 | 5.50 | 5.46 | 4.22 | 9.91 | 6.75 | 14.93 | 34.61 | 5.46 | 6.16 | 3.13 | 6.41 | 3.42 | 10.41 | 6.35 |
| Yield(%) | NA | 3.97 | 4.92 | 4.05 | 3.21 | NA | NA | 4.09 | 0.56 | 4.27 | 4.00 | 6.13 | 3.29 | 2.26 | 2.07 | 0.31 | 4.07 | 3.00 | 2.33 | 3.18 | 4.12 | 2.94 | 4.16 | 3.68 | 7.90 | 6.49 | 6.09 | 5.95 | 4.57 | 2.92 | 4.60 | 5.21 |
Data as of 09/30/2024, 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 |
|---|---|---|---|---|
| ICMA IRA Funds Strategic Asset Allocation - Equal Weight Moderate |
-6.56%
Feb 2006 - Feb 2009 |
0.60%
Feb 2004 - Feb 2009 |
2.92%
Oct 2013 - Oct 2023 |
3.70%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ICMA IRA Funds Strategic Asset Allocation - Equal Weight Moderate |
20.07%
Feb 2009 - Feb 2012 |
15.10%
Oct 2002 - Oct 2007 |
9.60%
Sep 2002 - Sep 2012 |
8.16%
Oct 2002 - Oct 2017 |
Annualized Rolling Returns Comparison Chart