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 457b plan Strategic Asset Allocation - Equal Weight Moderate | NA | 9.53% | 5.22% | 5.73% | 4.99% | 5.19% | NA | 6.06% |
Data as of 10/30/2020, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Indiana University and Purdue University at Indianapolis 457b plan Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 01/28/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.91 | 9.53 | 5.22 | 5.73 | 4.99 | 5.19 | NA | 6.06 | 1.85 | 18.70 | 14.58 | -6.47 | 10.84 | 3.77 | -1.63 | 3.33 | 6.66 | 13.62 | -1.48 | 14.06 | 26.90 | -24.76 | 3.95 | 12.59 | 9.84 | 9.69 | 20.02 | -0.07 | 3.67 |
| Sharpe Ratio | NA | 1.05 | 0.54 | 0.86 | 0.67 | NA | NA | 0.64 | 0.17 | 0.99 | 2.53 | -0.96 | 2.87 | 0.46 | -0.23 | 0.58 | 1.36 | 2.78 | -0.16 | 1.84 | 2.11 | -1.51 | 0.13 | 1.73 | 1.85 | 1.73 | 4.40 | -0.19 | 0.23 |
| Standard Deviation(%) | NA | 18.73 | 12.18 | 10.09 | 8.59 | NA | NA | 8.55 | 10.80 | 18.59 | 5.20 | 8.09 | 3.55 | 7.77 | 7.33 | 5.70 | 4.88 | 4.89 | 9.23 | 7.58 | 12.71 | 16.97 | 7.13 | 5.39 | 4.15 | 5.06 | 4.39 | 6.06 | 5.85 |
| Draw Down(%) | NA | 21.12 | 21.12 | 21.12 | 21.12 | NA | NA | 35.55 | 2.09 | 21.12 | 2.45 | 12.14 | 1.47 | 7.60 | 8.60 | 4.14 | 6.50 | 4.25 | 11.58 | 6.80 | 12.68 | 33.25 | 7.37 | 5.83 | 3.66 | 6.95 | 2.90 | 10.92 | 6.41 |
| Yield(%) | NA | 3.88 | 3.54 | 2.59 | 3.01 | NA | NA | 3.97 | 0.00 | 3.89 | 1.81 | 5.15 | 0.47 | 1.80 | 2.59 | 3.86 | 3.34 | 4.56 | 2.96 | 4.42 | 3.90 | 3.54 | 5.93 | 6.27 | 5.40 | 4.72 | 4.48 | 3.93 | 6.35 |
Data as of 10/30/2020, 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 457b plan Strategic Asset Allocation - Equal Weight Moderate |
-7.71%
Feb 2006 - Feb 2009 |
-0.88%
Feb 2004 - Feb 2009 |
3.58%
Nov 2006 - Nov 2016 |
4.20%
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 457b plan Strategic Asset Allocation - Equal Weight Moderate |
18.05%
Feb 2009 - Feb 2012 |
13.51%
Feb 2009 - Feb 2014 |
8.06%
Feb 2009 - Feb 2019 |
6.72%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart