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 - Optimal Moderate | NA | 19.47% | 0.37% | 5.79% | 4.88% | 6.38% | 6.17% | 6.23% |
Data as of 10/31/2024, 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 - 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 (%) | -1.10 | 19.47 | 0.37 | 5.79 | 4.88 | 6.38 | 6.17 | 6.23 | NA | 4.01 | 8.98 | -14.34 | 5.53 | 19.68 | 17.27 | -6.96 | 14.58 | -0.46 | -0.04 | 2.55 | 13.21 | 11.87 | -1.35 | 16.55 | 23.44 | -20.75 | 6.31 | 12.39 | 11.59 | 13.35 | 19.28 | -5.61 | 0.68 |
| Sharpe Ratio | NA | -0.20 | -0.42 | 0.13 | 0.21 | NA | NA | 0.38 | 0.02 | -0.29 | 0.58 | -1.20 | 0.59 | 1.03 | 2.42 | -0.33 | 2.84 | -0.09 | -0.01 | 0.42 | 2.06 | 1.52 | -0.10 | 1.44 | 1.22 | -0.98 | 0.35 | 1.29 | 1.50 | 1.74 | 2.44 | -0.72 | -0.23 |
| Standard Deviation(%) | NA | 8.94 | 10.33 | 12.36 | 12.62 | NA | NA | 11.79 | 8.26 | 8.99 | 8.16 | 13.11 | 9.39 | 18.81 | 6.56 | 25.32 | 4.92 | 7.54 | 8.15 | 6.02 | 6.38 | 7.77 | 13.75 | 11.40 | 19.08 | 22.13 | 9.61 | 7.06 | 6.29 | 7.12 | 7.60 | 9.36 | 7.18 |
| Draw Down(%) | NA | 7.66 | 18.46 | 23.32 | 27.62 | NA | NA | 36.43 | 0.80 | 7.66 | 7.58 | 19.55 | 7.42 | 23.32 | 3.25 | 23.65 | 2.21 | 7.63 | 9.07 | 4.70 | 6.04 | 6.64 | 13.00 | 8.53 | 18.51 | 33.62 | 6.93 | 7.58 | 4.36 | 6.94 | 6.35 | 16.16 | 9.89 |
| Yield(%) | NA | 3.40 | 3.07 | 3.84 | 3.31 | NA | NA | 3.39 | NA | 0.41 | 3.44 | 2.87 | 2.52 | 5.93 | 4.00 | 3.59 | 0.39 | 2.98 | 3.26 | 3.55 | 3.45 | 3.84 | 2.36 | 3.34 | 2.63 | 2.09 | 8.68 | 5.60 | 3.68 | 2.50 | 1.72 | 2.12 | 3.11 |
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 |
|---|---|---|---|---|
| Indiana University and Purdue University at Indianapolis 403b plan Strategic Asset Allocation - Optimal Moderate |
-7.03%
Feb 2006 - Feb 2009 |
0.42%
Feb 2004 - Feb 2009 |
3.39%
Oct 2013 - Oct 2023 |
4.17%
Sep 2007 - Sep 2022 |
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 - Optimal Moderate |
19.90%
Feb 2009 - Feb 2012 |
15.70%
Feb 2009 - Feb 2014 |
9.27%
Mar 2003 - Mar 2013 |
8.06%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart