Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Marquette Associates 401K Strategic Asset Allocation - Optimal Moderate | NA | -4.57% | 2.94% | 3.00% | 7.36% | 6.11% | NA | 6.37% |
Data as of 10/31/2018, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Marquette Associates 401K 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 (%) | 1.03 | -4.57 | 2.94 | 3.00 | 7.36 | 6.11 | NA | 6.37 | -5.37 | 8.66 | 6.19 | -3.01 | 5.63 | 11.95 | 12.45 | -1.73 | 13.85 | 28.05 | -26.38 | 6.95 | 13.50 | 11.00 | 14.28 | 25.40 | -3.48 | 0.91 |
| Sharpe Ratio | NA | -0.85 | 0.31 | 0.26 | 0.69 | NA | NA | 0.47 | -0.85 | 1.57 | 0.73 | -0.38 | 0.95 | 1.80 | 1.51 | -0.13 | 1.23 | 1.46 | -1.17 | 0.42 | 1.34 | 1.57 | 2.10 | 3.46 | -0.54 | -0.16 |
| Standard Deviation(%) | NA | 7.84 | 7.20 | 7.15 | 10.17 | NA | NA | 10.53 | 7.84 | 5.11 | 8.23 | 8.08 | 5.90 | 6.64 | 8.20 | 13.31 | 11.16 | 19.10 | 23.34 | 9.34 | 7.63 | 5.64 | 6.35 | 7.14 | 8.47 | 8.53 |
| Draw Down(%) | NA | 11.17 | 11.17 | 13.24 | 18.15 | NA | NA | 40.62 | 11.17 | 3.19 | 6.72 | 9.75 | 5.52 | 6.41 | 6.92 | 14.04 | 8.87 | 18.15 | 37.55 | 7.95 | 9.10 | 3.93 | 6.03 | 6.76 | 15.58 | 13.75 |
| Yield(%) | NA | 4.05 | 2.63 | 2.99 | 2.69 | NA | NA | 3.11 | 4.02 | 0.67 | 3.21 | 4.44 | 2.64 | 2.43 | 2.24 | 2.84 | 2.00 | 2.29 | 3.58 | 6.55 | 4.98 | 4.33 | 2.16 | 2.21 | 2.16 | 3.16 |
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 |
|---|---|---|---|---|
| Marquette Associates 401K Strategic Asset Allocation - Optimal Moderate |
-9.03%
Feb 2006 - Feb 2009 |
-0.96%
Feb 2004 - Feb 2009 |
4.22%
May 2007 - May 2017 |
6.11%
Oct 2003 - Oct 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Marquette Associates 401K Strategic Asset Allocation - Optimal Moderate |
20.64%
Feb 2009 - Feb 2012 |
15.94%
Feb 2009 - Feb 2014 |
9.38%
Mar 2003 - Mar 2013 |
8.02%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart