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 - Optimal Moderate | NA | -2.49% | 2.59% | 1.91% | 6.84% | 5.34% | NA | 5.45% |
Data as of 10/31/2018, 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 - Optimal Moderate | 12/31/2000 | 12/31/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.87 | -2.49 | 2.59 | 1.91 | 6.84 | 5.34 | NA | 5.45 | -6.01 | 10.94 | 0.22 | -2.95 | 3.80 | 10.11 | 13.74 | -0.67 | 16.90 | 22.28 | -24.31 | 5.84 | 7.26 | 10.85 | 12.34 | 24.44 | -4.86 | 0.53 |
| Sharpe Ratio | NA | -0.82 | 0.11 | 0.09 | 0.64 | NA | NA | 0.38 | -0.82 | 2.28 | 0.00 | -0.37 | 0.73 | 1.81 | 2.19 | -0.06 | 1.74 | 1.11 | -1.09 | 0.30 | 0.56 | 1.44 | 1.47 | 2.87 | -0.62 | -0.20 |
| Standard Deviation(%) | NA | 8.99 | 7.04 | 6.92 | 9.74 | NA | NA | 10.45 | 8.99 | 4.52 | 6.86 | 8.03 | 5.16 | 5.56 | 6.24 | 12.24 | 9.65 | 19.92 | 23.24 | 9.30 | 7.08 | 6.04 | 7.74 | 8.26 | 9.54 | 8.75 |
| Draw Down(%) | NA | 12.60 | 12.60 | 13.42 | 20.12 | NA | NA | 41.15 | 12.60 | 2.02 | 7.65 | 10.70 | 4.87 | 6.51 | 4.44 | 12.30 | 7.63 | 20.12 | 36.36 | 8.40 | 9.11 | 4.40 | 8.51 | 6.91 | 15.68 | 12.55 |
| Yield(%) | NA | 5.36 | 2.47 | 3.61 | 3.26 | NA | NA | 3.88 | 5.33 | 0.35 | 1.69 | 3.94 | 6.70 | 3.62 | 2.79 | 2.41 | 2.69 | 2.91 | 1.92 | 9.88 | 7.07 | 5.72 | 4.12 | 3.15 | 2.32 | 3.28 |
Data as of 10/31/2018, 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 - Optimal Moderate |
-10.33%
Feb 2006 - Feb 2009 |
-2.27%
Feb 2004 - Feb 2009 |
3.53%
Apr 2007 - Apr 2017 |
5.28%
Nov 2003 - Nov 2018 |
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 - Optimal Moderate |
20.73%
Feb 2009 - Feb 2012 |
15.87%
Feb 2009 - Feb 2014 |
8.68%
Mar 2003 - Mar 2013 |
7.08%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart