Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Virginia Bankers Association Defined Contribution Plan Strategic Asset Allocation – Optimal Moderate | NA | 20.62% | 38.35% | 26.98% | 15.38% | 13.21% | 11.53% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Virginia Bankers Association Defined Contribution Plan Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 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 (%) | -1.08 | 20.62 | 38.35 | 26.98 | 15.38 | 13.21 | 11.53 | … | … | 0.09 | 7.06 | 11.01 | 119.67 | 3.89 | 16.84 | 18.03 | -5.51 | 11.20 | 4.69 | -0.37 | 4.57 | 11.04 | 12.58 | -2.32 | 13.82 | 29.52 | -25.89 | 9.24 | 14.67 | 12.68 | 17.09 | 24.11 | -1.74 | 6.45 |
| Sharpe Ratio | NA | 0.17 | 0.60 | 0.52 | 0.42 | NA | NA | … | … | 0.01 | 0.06 | 0.84 | 1.20 | 0.42 | 0.88 | 2.44 | -0.72 | 2.27 | 0.53 | -0.05 | 0.72 | 1.50 | 1.67 | -0.16 | 1.19 | 1.63 | -1.17 | 0.61 | 1.49 | 1.67 | 2.07 | 3.07 | -0.30 | 0.47 |
| Standard Deviation(%) | NA | 7.43 | 57.26 | 45.28 | 32.47 | NA | NA | … | … | 5.69 | 7.50 | 8.00 | 98.64 | 9.22 | 18.84 | 6.80 | 9.48 | 4.66 | 8.43 | 8.50 | 6.33 | 7.34 | 7.48 | 14.47 | 11.57 | 18.03 | 22.99 | 10.24 | 7.63 | 6.31 | 7.82 | 7.63 | 9.56 | 8.86 |
| Draw Down(%) | NA | 5.11 | 17.74 | 23.36 | 23.36 | NA | NA | … | … | 0.55 | 5.11 | 7.31 | 17.74 | 5.83 | 23.36 | 3.57 | 12.20 | 3.13 | 7.65 | 8.66 | 5.19 | 7.75 | 6.25 | 14.74 | 8.04 | 16.81 | 37.34 | 6.50 | 9.03 | 4.15 | 8.58 | 4.87 | 14.55 | 10.34 |
| Yield(%) | NA | 4.20 | 55.17 | 34.28 | 18.95 | NA | NA | … | … | NA | 0.67 | 4.03 | 163.90 | 4.41 | 2.81 | 2.56 | 6.44 | 0.18 | 4.19 | 5.08 | 2.47 | 2.95 | 2.33 | 2.12 | 1.68 | 2.15 | 6.25 | 5.77 | 5.82 | 5.01 | 5.24 | 3.06 | 3.40 | 3.97 |
Data as of 10/31/2024, 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 |
|---|---|---|---|---|
| Virginia Bankers Association Defined Contribution Plan Strategic Asset Allocation – Optimal Moderate |
-7.69%
Feb 2006 – Feb 2009 |
0.54%
Feb 2004 – Feb 2009 |
4.47%
Mar 2010 – Mar 2020 |
5.34%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Virginia Bankers Association Defined Contribution Plan Strategic Asset Allocation – Optimal Moderate |
48.05%
Mar 2020 – Mar 2023 |
28.85%
Mar 2017 – Mar 2022 |
16.68%
Mar 2012 – Mar 2022 |
15.21%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart