Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Indiana University and Purdue University at Indianapolis 403b plan Strategic Asset Allocation - Equal Weight Moderate | NA | 0.94% | 10.84% | 6.19% | 5.87% | 5.82% | 7.01% | 6.84% |
Data as of 01/31/2022, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Indiana University and Purdue University at Indianapolis 403b plan Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 04/28/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.71 | 0.94 | 10.84 | 6.19 | 5.87 | 5.82 | 7.01 | 6.84 | -6.65 | 8.66 | 16.90 | 19.00 | -13.66 | 10.14 | 3.88 | 0.77 | 4.96 | 7.01 | 14.27 | -1.12 | 16.95 | 39.73 | -24.05 | 4.93 | 11.98 | 9.66 | 11.94 | 19.17 | 0.13 | 3.37 |
| Sharpe Ratio | NA | -0.37 | 0.61 | 0.38 | 0.51 | NA | NA | 0.60 | -0.62 | 1.00 | 0.91 | 2.69 | -1.22 | 2.16 | 0.48 | 0.09 | 0.84 | 1.09 | 2.24 | -0.10 | 1.61 | 2.27 | -1.38 | 0.28 | 1.72 | 1.67 | 1.92 | 3.99 | -0.15 | 0.17 |
| Standard Deviation(%) | NA | 8.78 | 12.63 | 11.48 | 9.43 | NA | NA | 9.70 | 10.85 | 8.63 | 18.34 | 6.54 | 12.29 | 4.41 | 7.59 | 8.08 | 5.87 | 6.39 | 6.34 | 11.32 | 10.47 | 17.46 | 18.09 | 6.98 | 5.06 | 4.48 | 5.73 | 4.64 | 6.41 | 6.13 |
| Draw Down(%) | NA | 8.29 | 21.52 | 21.52 | 21.52 | NA | NA | 35.83 | 8.29 | 5.85 | 21.52 | 3.43 | 18.59 | 2.59 | 7.02 | 8.17 | 5.20 | 7.72 | 6.12 | 12.10 | 8.12 | 15.22 | 34.64 | 6.05 | 5.48 | 3.56 | 7.80 | 3.17 | 12.00 | 6.37 |
| Yield(%) | NA | 3.76 | 4.34 | 3.23 | 3.31 | NA | NA | 4.07 | 0.12 | 4.11 | 4.82 | 4.48 | 2.73 | 0.46 | 2.80 | 3.45 | 3.92 | 3.50 | 4.10 | 2.83 | 4.09 | 4.35 | 2.93 | 7.06 | 6.08 | 5.64 | 4.31 | 4.53 | 3.77 | 5.44 |
Data as of 01/31/2022, 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 |
|---|---|---|---|---|
| Indiana University and Purdue University at Indianapolis 403b plan Strategic Asset Allocation - Equal Weight Moderate |
-7.84%
Feb 2006 - Feb 2009 |
-0.56%
Feb 2004 - Feb 2009 |
3.99%
Mar 2010 - Mar 2020 |
5.23%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Indiana University and Purdue University at Indianapolis 403b plan Strategic Asset Allocation - Equal Weight Moderate |
24.15%
Feb 2009 - Feb 2012 |
17.43%
Feb 2009 - Feb 2014 |
9.60%
Sep 2002 - Sep 2012 |
8.27%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart