Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Wappingers Central School District 403(b) Plan Strategic Asset Allocation - Optimal Moderate | NA | 14.52% | 6.87% | 4.87% | 6.82% | 5.75% | NA | 6.00% |
Data as of 10/31/2019, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Wappingers Central School District 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 (%) | 0.56 | 14.52 | 6.87 | 4.87 | 6.82 | 5.75 | NA | 6.00 | 21.97 | -7.07 | 11.66 | 4.75 | -0.81 | 2.83 | 8.95 | 13.67 | 0.70 | 13.98 | 22.02 | -27.70 | 9.18 | 9.90 | 11.04 | 11.65 | 18.54 | -8.11 | 7.65 |
| Sharpe Ratio | NA | 3.00 | 0.93 | 0.63 | 0.72 | NA | NA | 0.46 | 3.00 | -0.83 | 2.29 | 0.54 | -0.11 | 0.42 | 1.24 | 1.83 | 0.05 | 1.20 | 1.27 | -1.31 | 0.72 | 0.93 | 1.32 | 1.35 | 2.16 | -0.75 | 0.50 |
| Standard Deviation(%) | NA | 6.85 | 7.60 | 7.79 | 8.84 | NA | NA | 10.59 | 6.85 | 10.10 | 4.82 | 8.47 | 7.66 | 6.73 | 7.19 | 7.44 | 13.88 | 11.60 | 17.25 | 21.90 | 8.56 | 7.09 | 6.73 | 7.93 | 8.26 | 12.27 | 10.69 |
| Draw Down(%) | NA | 3.34 | 14.66 | 14.66 | 14.66 | NA | NA | 41.93 | 3.34 | 14.66 | 2.53 | 6.72 | 9.42 | 6.57 | 7.84 | 5.86 | 13.16 | 8.42 | 19.55 | 39.83 | 6.60 | 7.43 | 4.69 | 6.27 | 5.99 | 18.10 | 13.34 |
| Yield(%) | NA | 6.11 | 4.36 | 4.34 | 3.77 | NA | NA | 3.60 | 6.11 | 6.73 | 0.15 | 1.89 | 6.06 | 4.13 | 2.33 | 2.54 | 4.38 | 3.26 | 3.20 | 4.84 | 6.58 | 4.29 | 2.88 | 1.92 | 1.66 | 2.41 | 3.00 |
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 |
|---|---|---|---|---|
| Wappingers Central School District 403(b) Plan Strategic Asset Allocation - Optimal Moderate |
-9.83%
Feb 2006 - Feb 2009 |
-1.94%
Feb 2004 - Feb 2009 |
3.68%
Oct 2007 - Oct 2017 |
4.96%
Dec 2003 - Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Wappingers Central School District 403(b) Plan Strategic Asset Allocation - Optimal Moderate |
19.85%
Feb 2009 - Feb 2012 |
15.12%
Feb 2009 - Feb 2014 |
9.19%
Feb 2009 - Feb 2019 |
7.09%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart