Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ICMA IRA Funds Strategic Asset Allocation - Optimal Moderate | NA | 7.83% | 3.43% | 7.03% | 5.60% | 8.49% | NA | 8.24% |
Data as of 09/30/2016, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ICMA IRA Funds Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 12/30/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.07 | 7.83 | 3.43 | 7.03 | 5.60 | 8.49 | NA | 8.24 | 4.86 | -0.90 | 3.69 | 10.01 | 12.15 | -1.49 | 17.51 | 29.32 | -25.84 | 10.86 | 12.75 | 11.70 | 15.96 | 34.27 | -1.27 | 4.03 |
| Sharpe Ratio | NA | 0.53 | 0.33 | 0.78 | 0.36 | NA | NA | 0.61 | 0.59 | -0.11 | 0.59 | 1.41 | 1.64 | -0.10 | 1.48 | 1.59 | -1.15 | 0.78 | 1.14 | 1.52 | 2.09 | 4.58 | -0.29 | 0.21 |
| Standard Deviation(%) | NA | 7.93 | 7.60 | 7.46 | 12.73 | NA | NA | 11.09 | 7.93 | 8.45 | 6.27 | 7.10 | 7.40 | 14.92 | 11.81 | 18.37 | 23.18 | 10.04 | 8.29 | 6.26 | 7.19 | 7.33 | 8.15 | 8.05 |
| Draw Down(%) | NA | 8.48 | 12.07 | 12.07 | 40.32 | NA | NA | 40.32 | 8.08 | 8.76 | 5.50 | 7.40 | 6.09 | 14.98 | 8.31 | 17.49 | 38.77 | 6.79 | 10.01 | 4.25 | 7.94 | 6.07 | 12.94 | 9.74 |
| Yield(%) | NA | 3.15 | 4.06 | 3.56 | 3.97 | NA | NA | 4.44 | 3.19 | 4.50 | 4.55 | 2.18 | 3.38 | 3.12 | 3.31 | 2.58 | 6.56 | 6.27 | 7.17 | 5.01 | 4.96 | 6.01 | 4.02 | 4.19 |
Data as of 09/30/2016, 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 |
|---|---|---|---|---|
| ICMA IRA Funds Strategic Asset Allocation - Optimal Moderate |
-8.02%
Feb 2006 - Feb 2009 |
0.15%
Feb 2004 - Feb 2009 |
4.84%
Feb 2006 - Feb 2016 |
7.44%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ICMA IRA Funds Strategic Asset Allocation - Optimal Moderate |
23.41%
Mar 2003 - Mar 2006 |
18.16%
Oct 2002 - Oct 2007 |
11.12%
Mar 2003 - Mar 2013 |
8.47%
Sep 2001 - Sep 2016 |
Annualized Rolling Returns Comparison Chart