Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| INSTITUTE FOR DEFENSE ANALYSES QUALIFIED RETIREMENT PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | 21.98% | 0.85% | 5.80% | 4.47% | 5.94% | 5.86% | 6.54% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| INSTITUTE FOR DEFENSE ANALYSES QUALIFIED RETIREMENT PLAN Strategic Asset Allocation - Equal Weight 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 (%) | -1.03 | 21.98 | 0.85 | 5.80 | 4.47 | 5.94 | 5.86 | 6.54 | NA | 7.86 | 9.01 | -14.84 | 8.25 | 16.15 | 18.18 | -8.69 | 10.23 | 3.54 | -3.75 | 8.98 | 8.29 | 10.04 | 0.11 | 14.06 | 24.82 | -21.36 | 8.03 | 14.12 | 8.17 | 13.58 | 20.22 | 0.05 | 6.31 |
| Sharpe Ratio | NA | 0.28 | -0.36 | 0.18 | 0.23 | NA | NA | 0.52 | -0.02 | 0.17 | 0.56 | -1.33 | 0.82 | 0.83 | 2.72 | -1.19 | 2.00 | 0.40 | -0.44 | 1.46 | 1.34 | 1.89 | 0.01 | 1.69 | 1.60 | -1.26 | 0.62 | 1.88 | 1.19 | 2.38 | 3.84 | -0.17 | 0.65 |
| Standard Deviation(%) | NA | 7.40 | 9.59 | 12.21 | 10.09 | NA | NA | 9.36 | 6.96 | 7.47 | 8.45 | 12.23 | 10.10 | 19.09 | 6.17 | 8.42 | 4.81 | 8.33 | 8.53 | 6.13 | 6.15 | 5.30 | 9.98 | 8.26 | 15.50 | 17.65 | 8.11 | 5.77 | 5.02 | 5.32 | 5.08 | 6.34 | 6.12 |
| Draw Down(%) | NA | 4.91 | 19.67 | 22.86 | 22.86 | NA | NA | 33.38 | 0.62 | 4.74 | 8.44 | 20.40 | 6.43 | 22.86 | 2.92 | 13.56 | 2.82 | 6.80 | 11.01 | 5.12 | 6.33 | 4.32 | 10.86 | 6.32 | 14.24 | 31.28 | 5.81 | 6.94 | 4.20 | 7.09 | 3.58 | 11.59 | 7.08 |
| Yield(%) | NA | 3.27 | 4.93 | 4.24 | 3.66 | NA | NA | 4.08 | NA | 0.83 | 3.22 | 4.04 | 6.74 | 2.45 | 4.36 | 2.75 | 0.45 | 4.07 | 4.36 | 3.77 | 3.64 | 4.49 | 3.61 | 3.62 | 3.76 | 4.59 | 5.06 | 4.40 | 4.95 | 4.23 | 3.85 | 4.76 | 5.90 |
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 |
|---|---|---|---|---|
| INSTITUTE FOR DEFENSE ANALYSES QUALIFIED RETIREMENT PLAN Strategic Asset Allocation - Equal Weight Moderate |
-5.63%
Feb 2006 - Feb 2009 |
0.11%
Mar 2015 - Mar 2020 |
3.17%
Oct 2013 - Oct 2023 |
3.75%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| INSTITUTE FOR DEFENSE ANALYSES QUALIFIED RETIREMENT PLAN Strategic Asset Allocation - Equal Weight Moderate |
18.33%
Feb 2009 - Feb 2012 |
14.03%
Feb 2009 - Feb 2014 |
8.83%
Mar 2003 - Mar 2013 |
7.56%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart