Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| WASHINGTON UNIVERSITY RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate | NA | 13.71% | 6.81% | 4.91% | 7.40% | 6.83% | NA | 7.73% |
Data as of 10/31/2019, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WASHINGTON UNIVERSITY RETIREMENT SAVINGS 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 (%) | 0.38 | 13.71 | 6.81 | 4.91 | 7.40 | 6.83 | NA | 7.73 | 19.09 | -5.37 | 11.28 | 5.70 | -1.52 | 7.45 | 10.68 | 12.05 | -0.21 | 14.17 | 28.16 | -25.73 | 8.30 | 13.98 | 11.25 | 16.05 | 25.98 | -1.27 | 5.28 |
| Sharpe Ratio | NA | 2.73 | 0.97 | 0.64 | 0.78 | NA | NA | 0.62 | 2.73 | -0.75 | 2.33 | 0.69 | -0.19 | 1.21 | 1.47 | 1.76 | -0.02 | 1.20 | 1.43 | -1.13 | 0.52 | 1.38 | 1.52 | 2.22 | 3.62 | -0.26 | 0.34 |
| Standard Deviation(%) | NA | 6.46 | 6.89 | 7.41 | 8.53 | NA | NA | 10.57 | 6.46 | 8.88 | 4.57 | 8.00 | 8.26 | 6.12 | 7.26 | 6.82 | 13.41 | 11.72 | 19.62 | 23.53 | 10.22 | 7.72 | 5.96 | 6.81 | 6.98 | 9.11 | 8.62 |
| Draw Down(%) | NA | 2.86 | 11.73 | 12.30 | 13.71 | NA | NA | 40.41 | 2.86 | 11.73 | 2.04 | 6.66 | 9.56 | 5.17 | 7.91 | 4.80 | 13.71 | 8.84 | 17.57 | 37.52 | 7.02 | 8.89 | 4.39 | 8.19 | 5.29 | 15.39 | 10.77 |
| Yield(%) | NA | 3.96 | 2.19 | 2.74 | 3.08 | NA | NA | 3.48 | 3.97 | 2.27 | 0.29 | 3.08 | 4.07 | 4.12 | 3.64 | 3.51 | 3.12 | 2.28 | 2.51 | 3.48 | 5.09 | 5.27 | 4.97 | 3.49 | 2.96 | 3.10 | 4.91 |
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 |
|---|---|---|---|---|
| WASHINGTON UNIVERSITY RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate |
-8.37%
Feb 2006 - Feb 2009 |
-0.39%
Feb 2004 - Feb 2009 |
4.87%
Oct 2007 - Oct 2017 |
6.37%
Dec 2003 - Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WASHINGTON UNIVERSITY RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate |
21.06%
Feb 2009 - Feb 2012 |
16.47%
Feb 2009 - Feb 2014 |
10.14%
Feb 2009 - Feb 2019 |
8.71%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart