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 - Optimal Moderate | NA | 23.11% | 1.75% | 6.58% | 5.75% | 7.18% | 7.30% | 7.69% |
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 - Optimal 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 (%) | -1.18 | 23.11 | 1.75 | 6.58 | 5.75 | 7.18 | 7.30 | 7.69 | NA | 5.97 | 12.50 | -15.26 | 8.00 | 19.65 | 17.78 | -5.95 | 11.54 | 7.56 | -2.18 | 6.58 | 10.97 | 12.83 | -1.10 | 16.29 | 29.77 | -23.45 | 10.40 | 15.30 | 12.45 | 16.08 | 24.33 | -2.48 | 2.18 |
| Sharpe Ratio | NA | 0.06 | -0.33 | 0.26 | 0.28 | NA | NA | 0.48 | 0.01 | -0.08 | 0.98 | -1.23 | 0.89 | 1.19 | 2.43 | -0.23 | 2.52 | 0.88 | -0.26 | 1.12 | 1.54 | 1.72 | -0.08 | 1.38 | 1.61 | -1.09 | 0.79 | 1.62 | 1.70 | 2.03 | 3.14 | -0.36 | -0.01 |
| Standard Deviation(%) | NA | 7.67 | 10.22 | 11.49 | 13.67 | NA | NA | 12.42 | 7.40 | 7.71 | 8.44 | 13.49 | 8.98 | 16.28 | 6.73 | 31.69 | 4.33 | 8.39 | 8.54 | 5.88 | 7.10 | 7.43 | 14.48 | 11.76 | 18.47 | 22.43 | 9.43 | 7.43 | 6.06 | 7.45 | 7.52 | 9.86 | 10.27 |
| Draw Down(%) | NA | 5.87 | 21.19 | 21.39 | 25.81 | NA | NA | 37.06 | 0.58 | 5.75 | 8.66 | 21.39 | 6.27 | 19.72 | 3.05 | 25.73 | 2.20 | 6.50 | 10.03 | 5.10 | 7.83 | 6.17 | 14.50 | 8.12 | 16.39 | 36.71 | 6.60 | 8.12 | 3.77 | 7.63 | 7.35 | 15.25 | 13.45 |
| Yield(%) | NA | 4.17 | 4.15 | 4.23 | 3.72 | NA | NA | 4.18 | NA | 0.84 | 3.97 | 4.15 | 3.41 | 4.66 | 4.21 | 4.15 | 0.57 | 3.72 | 4.69 | 3.15 | 3.00 | 4.24 | 3.33 | 3.34 | 3.04 | 4.39 | 7.94 | 6.73 | 5.75 | 4.33 | 3.38 | 3.76 | 5.42 |
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 - Optimal Moderate |
-5.81%
Feb 2006 - Feb 2009 |
1.68%
Feb 2004 - Feb 2009 |
4.36%
Oct 2013 - Oct 2023 |
4.84%
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 - Optimal Moderate |
21.52%
Feb 2009 - Feb 2012 |
16.90%
Oct 2002 - Oct 2007 |
11.09%
Mar 2003 - Mar 2013 |
9.45%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart