Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MARYLAND COLLEGE INVESTMENT PLAN Strategic Asset Allocation - Optimal Moderate | -0.31% | 4.83% | 4.39% | 10.81% | 6.76% | 6.83% | 6.07% | 5.60% |
Data as of 03/31/2025, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MARYLAND COLLEGE INVESTMENT PLAN Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 06/04/2025 |
| 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 (%) | -0.40 | 4.83 | 4.39 | 10.81 | 6.76 | 6.83 | 6.07 | 5.60 | -0.31 | 11.69 | 15.82 | -14.79 | 12.96 | 12.15 | 13.02 | 0.46 | 13.05 | 8.05 | 2.65 | 6.61 | 12.70 | 3.93 | -0.62 | 13.63 | 20.02 | -23.83 | 6.04 | 11.94 | 5.38 | 9.95 | 18.17 | -9.52 | -1.60 |
| Sharpe Ratio | NA | 0.49 | 0.47 | 0.58 | 0.52 | NA | NA | 0.40 | 0.19 | 0.99 | 1.36 | -1.09 | 1.57 | 0.53 | 1.96 | -0.11 | 2.61 | 1.20 | 0.39 | 0.86 | 2.50 | 0.40 | -0.04 | 1.15 | 1.49 | -1.16 | 0.28 | 1.63 | 0.46 | 1.70 | 1.87 | -0.82 | -0.33 |
| Standard Deviation(%) | NA | 10.71 | 11.16 | 10.94 | 10.95 | NA | NA | 11.18 | 13.18 | 8.12 | 8.93 | 14.84 | 8.24 | 22.42 | 5.89 | 8.40 | 4.75 | 6.53 | 6.69 | 7.71 | 5.06 | 9.77 | 15.91 | 11.80 | 13.37 | 21.30 | 10.51 | 5.21 | 6.83 | 5.27 | 9.34 | 12.94 | 12.32 |
| Draw Down(%) | NA | 9.72 | 13.24 | 22.20 | 27.46 | NA | NA | 34.76 | 8.69 | 5.08 | 8.47 | 20.49 | 3.81 | 27.46 | 3.70 | 6.97 | 1.62 | 4.04 | 5.31 | 5.54 | 3.76 | 12.18 | 15.06 | 9.90 | 13.11 | 31.32 | 6.72 | 3.59 | 4.79 | 3.62 | 8.10 | 18.14 | 15.84 |
| Yield(%) | NA | 2.18 | 1.93 | 1.86 | 1.84 | NA | NA | 2.16 | NA | 0.46 | 2.30 | 2.01 | 1.01 | 1.52 | 2.30 | 0.94 | 0.32 | 3.12 | 2.45 | 2.35 | 2.45 | 1.77 | 1.74 | 1.99 | 2.39 | 2.54 | 2.86 | 3.42 | 2.48 | 2.65 | 1.99 | 1.82 | 2.92 |
Data as of 03/31/2025, 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 |
|---|---|---|---|---|
| MARYLAND COLLEGE INVESTMENT PLAN Strategic Asset Allocation - Optimal Moderate |
-6.55%
Feb 2006 - Feb 2009 |
-1.07%
Feb 2004 - Feb 2009 |
4.16%
May 2007 - May 2017 |
4.11%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MARYLAND COLLEGE INVESTMENT PLAN Strategic Asset Allocation - Optimal Moderate |
16.15%
Feb 2009 - Feb 2012 |
11.88%
Feb 2009 - Feb 2014 |
9.15%
Feb 2009 - Feb 2019 |
8.52%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart