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 - Optimal Moderate | NA | -9.63% | 3.98% | 3.07% | 4.72% | 4.86% | 7.05% | 6.99% |
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 - Optimal 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 (%) | 2.01 | -9.63 | 3.98 | 3.07 | 4.72 | 4.86 | 7.05 | 6.99 | -16.70 | 8.32 | 13.52 | 15.51 | -7.02 | 8.11 | 6.06 | -0.98 | 4.72 | 7.90 | 13.87 | -1.58 | 14.02 | 28.94 | -22.69 | 11.51 | 16.88 | 10.25 | 12.99 | 22.32 | -0.64 | 9.51 |
| Sharpe Ratio | NA | -1.31 | 0.10 | 0.03 | 0.20 | NA | NA | 0.39 | -1.58 | 1.01 | 0.76 | 2.32 | -0.19 | 1.66 | 0.69 | -0.12 | 0.82 | 1.13 | 1.83 | -0.11 | 1.20 | 1.65 | -1.02 | 0.84 | 1.83 | 1.43 | 1.72 | 3.14 | -0.19 | 0.69 |
| Standard Deviation(%) | NA | 10.44 | 12.64 | 22.08 | 16.39 | NA | NA | 14.21 | 10.99 | 8.18 | 17.58 | 6.08 | 43.91 | 4.50 | 8.55 | 8.57 | 5.72 | 6.94 | 7.55 | 14.04 | 11.66 | 17.45 | 23.13 | 10.11 | 7.45 | 5.64 | 6.99 | 6.89 | 9.21 | 10.49 |
| Draw Down(%) | NA | 19.53 | 21.71 | 36.46 | 36.46 | NA | NA | 36.46 | 19.53 | 4.42 | 21.71 | 2.95 | 33.22 | 4.44 | 7.47 | 10.13 | 4.92 | 7.51 | 6.05 | 15.27 | 8.61 | 16.52 | 35.74 | 6.64 | 8.07 | 4.30 | 6.39 | 7.13 | 16.24 | 10.22 |
| Yield(%) | NA | 9.06 | 5.56 | 5.89 | 5.60 | NA | NA | 5.93 | 1.76 | 8.49 | 4.89 | 3.43 | 11.35 | 0.45 | 5.20 | 7.37 | 4.95 | 5.81 | 4.70 | 4.21 | 3.89 | 4.03 | 6.93 | 8.39 | 9.29 | 6.32 | 5.67 | 4.60 | 4.41 | 8.46 |
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 - Optimal Moderate |
-4.97%
Feb 2006 - Feb 2009 |
0.84%
Mar 2015 - Mar 2020 |
3.45%
Sep 2012 - Sep 2022 |
3.85%
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 - Optimal Moderate |
20.50%
Feb 2009 - Feb 2012 |
16.00%
Oct 2002 - Oct 2007 |
10.37%
Mar 2003 - Mar 2013 |
8.70%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart