Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GREAT LAKES HIGHER EDUCATION CORPORATION MONEY PURCHASE PENSION PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | -6.03% | 4.90% | 3.65% | 4.56% | 4.97% | 7.06% | 6.81% |
Data as of 07/29/2022, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GREAT LAKES HIGHER EDUCATION CORPORATION MONEY PURCHASE PENSION PLAN Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 10/04/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.71 | -6.03 | 4.90 | 3.65 | 4.56 | 4.97 | 7.06 | 6.81 | -12.38 | 10.24 | 9.46 | 16.99 | -8.18 | 10.13 | 6.02 | -1.41 | 2.81 | 6.12 | 12.70 | -0.82 | 13.33 | 30.72 | -21.14 | 10.67 | 16.40 | 9.06 | 12.40 | 22.77 | 0.76 | 4.91 |
| Sharpe Ratio | NA | -0.93 | 0.20 | 0.16 | 0.37 | NA | NA | 0.54 | -1.35 | 1.32 | 0.52 | 2.47 | -1.03 | 2.29 | 0.65 | -0.17 | 0.47 | 0.89 | 2.09 | -0.07 | 1.35 | 1.70 | -1.04 | 0.75 | 1.77 | 1.21 | 1.63 | 3.96 | -0.05 | 0.39 |
| Standard Deviation(%) | NA | 9.32 | 12.36 | 10.74 | 9.12 | NA | NA | 10.15 | 9.72 | 7.75 | 17.76 | 6.32 | 9.17 | 4.15 | 8.94 | 8.67 | 5.93 | 6.83 | 6.06 | 12.04 | 9.83 | 18.00 | 21.14 | 10.18 | 7.42 | 5.69 | 7.02 | 5.58 | 6.81 | 6.67 |
| Draw Down(%) | NA | 14.54 | 22.73 | 22.73 | 22.73 | NA | NA | 34.74 | 14.54 | 4.12 | 22.73 | 2.98 | 13.43 | 3.04 | 7.28 | 10.55 | 5.44 | 8.05 | 4.82 | 13.28 | 6.84 | 16.41 | 34.74 | 6.50 | 8.56 | 3.94 | 7.32 | 5.29 | 10.57 | 7.35 |
| Yield(%) | NA | 6.58 | 4.99 | 5.12 | 4.96 | NA | NA | 5.48 | 1.13 | 6.53 | 4.63 | 4.66 | 9.04 | 0.47 | 4.37 | 7.59 | 3.77 | 4.37 | 5.28 | 3.95 | 4.02 | 3.92 | 8.18 | 10.12 | 8.88 | 4.57 | 4.48 | 4.07 | 4.83 | 6.14 |
Data as of 07/29/2022, 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 |
|---|---|---|---|---|
| GREAT LAKES HIGHER EDUCATION CORPORATION MONEY PURCHASE PENSION PLAN Strategic Asset Allocation - Equal Weight Moderate |
-4.72%
Feb 2006 - Feb 2009 |
0.91%
Mar 2015 - Mar 2020 |
3.63%
Sep 2012 - Sep 2022 |
4.13%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GREAT LAKES HIGHER EDUCATION CORPORATION MONEY PURCHASE PENSION PLAN Strategic Asset Allocation - Equal Weight Moderate |
20.73%
Feb 2009 - Feb 2012 |
15.36%
Oct 2002 - Oct 2007 |
10.23%
Mar 2003 - Mar 2013 |
8.36%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart