Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| The Bright Directions ILLINOIS College Savings Program Strategic Asset Allocation - Optimal Moderate | NA | 5.55% | 3.18% | 3.12% | 6.33% | 5.49% | NA | 5.98% |
Data as of 05/29/2020, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| The Bright Directions ILLINOIS College Savings Program Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 08/28/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.20 | 5.55 | 3.18 | 3.12 | 6.33 | 5.49 | NA | 5.98 | 6.50 | 15.52 | -6.40 | 7.08 | 4.29 | -0.91 | 4.97 | 11.90 | 12.36 | -0.58 | 16.85 | 23.63 | -21.42 | 5.65 | 12.80 | 4.45 | 12.32 | 25.50 | -6.31 | 3.52 |
| Sharpe Ratio | NA | 0.53 | 0.36 | 0.48 | 0.64 | NA | NA | 0.51 | 0.35 | 2.00 | -0.83 | 1.18 | 0.49 | -0.11 | 0.84 | 1.66 | 1.51 | -0.04 | 1.39 | 1.73 | -1.13 | 0.27 | 1.21 | 0.38 | 1.48 | 3.13 | -0.87 | 0.16 |
| Standard Deviation(%) | NA | 14.93 | 11.04 | 9.78 | 9.72 | NA | NA | 10.28 | 17.90 | 7.04 | 9.34 | 5.48 | 8.35 | 8.41 | 5.89 | 7.14 | 8.14 | 15.43 | 12.09 | 13.58 | 19.71 | 9.61 | 7.87 | 6.07 | 7.70 | 7.93 | 8.50 | 7.69 |
| Draw Down(%) | NA | 19.54 | 19.54 | 19.54 | 19.54 | NA | NA | 33.03 | 19.54 | 3.15 | 13.39 | 4.15 | 7.01 | 8.52 | 5.28 | 6.74 | 6.30 | 14.28 | 8.44 | 12.81 | 31.67 | 5.60 | 7.73 | 4.35 | 6.77 | 7.53 | 17.15 | 10.20 |
| Yield(%) | NA | 1.11 | 2.16 | 3.47 | 3.43 | NA | NA | 3.68 | 0.52 | 1.44 | 4.88 | 0.34 | 3.01 | 7.94 | 5.28 | 3.08 | 2.35 | 3.25 | 3.53 | 3.43 | 5.11 | 5.89 | 3.86 | 4.36 | 2.59 | 2.75 | 2.58 | 3.66 |
Data as of 05/29/2020, 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 |
|---|---|---|---|---|
| The Bright Directions ILLINOIS College Savings Program Strategic Asset Allocation - Optimal Moderate |
-6.00%
Feb 2006 - Feb 2009 |
-0.29%
Feb 2004 - Feb 2009 |
4.74%
May 2007 - May 2017 |
4.85%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| The Bright Directions ILLINOIS College Savings Program Strategic Asset Allocation - Optimal Moderate |
18.81%
Feb 2009 - Feb 2012 |
14.73%
Feb 2009 - Feb 2014 |
9.12%
Mar 2003 - Mar 2013 |
7.74%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart