Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MAYO 403(B) PLAN Strategic Asset Allocation - Optimal Moderate | NA | 13.85% | 6.91% | 5.26% | 7.54% | 7.05% | NA | 8.34% |
Data as of 10/31/2019, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MAYO 403(B) PLAN Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 12/31/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.84 | 13.85 | 6.91 | 5.26 | 7.54 | 7.05 | NA | 8.34 | 21.95 | -4.93 | 7.37 | 6.97 | -0.75 | 6.41 | 9.43 | 12.58 | 0.59 | 15.84 | 27.45 | -24.42 | 10.21 | 13.76 | 7.48 | 17.76 | 25.47 | 0.76 | 11.66 |
| Sharpe Ratio | NA | 2.89 | 0.87 | 0.69 | 0.81 | NA | NA | 0.67 | 2.89 | -0.67 | 1.35 | 0.90 | -0.12 | 1.25 | 1.29 | 1.77 | 0.04 | 1.38 | 1.47 | -1.12 | 0.71 | 1.40 | 0.83 | 1.97 | 3.07 | -0.03 | 1.02 |
| Standard Deviation(%) | NA | 7.11 | 7.41 | 7.28 | 8.52 | NA | NA | 10.55 | 7.11 | 9.40 | 5.00 | 7.50 | 6.62 | 5.14 | 7.26 | 7.06 | 14.24 | 11.40 | 18.66 | 22.70 | 10.09 | 7.49 | 6.42 | 8.54 | 8.08 | 9.91 | 9.13 |
| Draw Down(%) | NA | 3.17 | 12.90 | 12.90 | 14.67 | NA | NA | 39.38 | 3.17 | 12.90 | 4.83 | 5.83 | 7.19 | 3.63 | 7.73 | 5.62 | 14.67 | 8.46 | 18.60 | 37.33 | 7.23 | 8.36 | 4.87 | 9.09 | 6.22 | 13.43 | 9.44 |
| Yield(%) | NA | 5.30 | 4.09 | 4.40 | 4.22 | NA | NA | 5.08 | 5.31 | 6.20 | 0.60 | 5.44 | 4.47 | 4.70 | 4.54 | 3.48 | 4.51 | 2.85 | 2.25 | 6.75 | 11.46 | 8.98 | 5.97 | 5.76 | 3.42 | 3.85 | 5.97 |
Data as of 10/31/2019, 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 |
|---|---|---|---|---|
| MAYO 403(B) PLAN Strategic Asset Allocation - Optimal Moderate |
-7.14%
Feb 2006 - Feb 2009 |
0.07%
Feb 2004 - Feb 2009 |
5.14%
Apr 2008 - Apr 2018 |
6.39%
Dec 2003 - Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MAYO 403(B) PLAN Strategic Asset Allocation - Optimal Moderate |
21.94%
Feb 2009 - Feb 2012 |
16.37%
Feb 2009 - Feb 2014 |
10.31%
Mar 2003 - Mar 2013 |
8.81%
Oct 2002 - Oct 2017 |
Annualized Rolling Returns Comparison Chart