Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| EXPERIAN PERSONAL INVESTMENT PLAN Strategic Asset Allocation - Optimal Moderate | NA | -1.12% | 5.35% | 4.05% | 8.40% | 6.48% | NA | 7.72% |
Data as of 10/31/2018, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EXPERIAN PERSONAL INVESTMENT PLAN Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 12/31/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.54 | -1.12 | 5.35 | 4.05 | 8.40 | 6.48 | NA | 7.72 | -3.55 | 8.96 | 7.14 | 2.15 | -1.22 | 21.49 | 13.80 | -0.57 | 11.99 | 23.06 | -23.55 | 9.65 | 8.65 | 8.41 | 14.12 | 20.42 | 3.41 | 13.24 |
| Sharpe Ratio | NA | -0.43 | 0.39 | 0.26 | 0.73 | NA | NA | 0.56 | -0.43 | 1.83 | 0.85 | 0.24 | -0.17 | 2.86 | 1.70 | -0.04 | 1.03 | 1.35 | -1.11 | 0.75 | 0.67 | 0.82 | 1.64 | 2.14 | 0.21 | 1.27 |
| Standard Deviation(%) | NA | 11.45 | 8.54 | 8.38 | 10.54 | NA | NA | 10.91 | 11.45 | 4.55 | 8.18 | 8.83 | 7.39 | 7.51 | 8.11 | 14.56 | 11.60 | 17.07 | 21.97 | 8.89 | 7.98 | 7.61 | 8.05 | 9.21 | 10.97 | 8.61 |
| Draw Down(%) | NA | 13.50 | 13.50 | 13.50 | 18.62 | NA | NA | 37.59 | 13.50 | 2.27 | 6.90 | 8.66 | 5.30 | 5.65 | 6.38 | 14.68 | 9.37 | 18.62 | 35.18 | 6.15 | 8.25 | 4.54 | 5.83 | 6.23 | 12.18 | 8.68 |
| Yield(%) | NA | 7.75 | 4.09 | 4.34 | 4.03 | NA | NA | 4.55 | 7.72 | 0.64 | 3.85 | 6.26 | 3.23 | 4.69 | 3.22 | 3.20 | 3.97 | 3.16 | 5.61 | 7.90 | 6.58 | 5.41 | 5.81 | 2.18 | 3.10 | 5.40 |
Data as of 10/31/2018, 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 |
|---|---|---|---|---|
| EXPERIAN PERSONAL INVESTMENT PLAN Strategic Asset Allocation - Optimal Moderate |
-8.21%
Feb 2006 - Feb 2009 |
-0.82%
Feb 2004 - Feb 2009 |
4.91%
Feb 2006 - Feb 2016 |
6.41%
Nov 2003 - Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EXPERIAN PERSONAL INVESTMENT PLAN Strategic Asset Allocation - Optimal Moderate |
18.58%
Feb 2009 - Feb 2012 |
16.83%
Feb 2009 - Feb 2014 |
9.02%
Nov 2008 - Nov 2018 |
8.02%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart