Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ICMA-RC 401K or 457 Strategic Asset Allocation - Optimal Moderate | NA | 36.69% | 13.62% | 13.04% | 8.84% | 8.77% | 7.55% | 7.27% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ICMA-RC 401K or 457 Strategic Asset Allocation - Optimal 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 (%) | -0.75 | 36.69 | 13.62 | 13.04 | 8.84 | 8.77 | 7.55 | 7.27 | NA | 23.39 | 24.00 | -6.29 | 9.72 | 13.98 | 17.93 | -3.80 | 7.48 | 3.12 | 2.18 | 3.19 | 14.06 | 10.26 | -0.47 | 12.64 | 21.23 | -24.62 | 7.51 | 13.09 | 9.02 | 13.93 | 22.11 | -4.99 | -6.61 |
| Sharpe Ratio | NA | 2.16 | 0.98 | 0.85 | 0.72 | NA | NA | 0.52 | 0.11 | 2.04 | 2.65 | -0.59 | 1.17 | 0.75 | 2.44 | -0.55 | 1.24 | 0.35 | 0.25 | 0.42 | 2.00 | 1.25 | -0.03 | 1.01 | 1.12 | -1.11 | 0.46 | 1.38 | 1.18 | 1.87 | 3.04 | -0.66 | -1.01 |
| Standard Deviation(%) | NA | 8.20 | 9.87 | 11.86 | 10.02 | NA | NA | 11.01 | 7.07 | 8.23 | 7.46 | 12.98 | 8.28 | 18.45 | 6.78 | 9.26 | 5.55 | 8.24 | 8.50 | 7.62 | 7.03 | 8.15 | 15.94 | 12.38 | 18.84 | 22.96 | 9.72 | 7.10 | 5.82 | 6.95 | 7.04 | 9.24 | 8.84 |
| Draw Down(%) | NA | 4.73 | 13.60 | 20.51 | 20.51 | NA | NA | 38.56 | 0.48 | 4.73 | 4.33 | 14.87 | 4.41 | 20.51 | 3.21 | 12.91 | 4.92 | 8.70 | 7.58 | 4.82 | 4.87 | 6.62 | 15.28 | 9.11 | 16.86 | 34.21 | 6.02 | 7.73 | 3.48 | 5.41 | 6.19 | 14.46 | 14.90 |
| Yield(%) | NA | 15.44 | 10.52 | 7.13 | 5.56 | NA | NA | 4.13 | NA | 4.57 | 14.66 | 7.52 | 4.27 | 1.80 | 2.02 | 5.05 | 0.82 | 4.78 | 4.27 | 5.35 | 2.71 | 2.15 | 2.73 | 2.13 | 1.67 | 2.53 | 5.56 | 6.26 | 4.37 | 3.65 | 2.36 | 1.54 | 2.28 |
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 |
|---|---|---|---|---|
| ICMA-RC 401K or 457 Strategic Asset Allocation - Optimal Moderate |
-7.80%
Feb 2006 - Feb 2009 |
-0.59%
Feb 2004 - Feb 2009 |
4.15%
Jan 2007 - Jan 2017 |
4.09%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ICMA-RC 401K or 457 Strategic Asset Allocation - Optimal Moderate |
17.82%
Mar 2003 - Mar 2006 |
14.47%
Feb 2009 - Feb 2014 |
9.03%
Nov 2014 - Nov 2024 |
9.67%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart