Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Eastern Michigan University Retirement Plan Tactical Asset Allocation Moderate | NA | 16.01% | 12.23% | 10.81% | 8.66% | 10.19% | 9.75% | 9.19% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Eastern Michigan University Retirement Plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 (%) | -0.56 | 16.01 | 12.23 | 10.81 | 8.66 | 10.19 | 9.75 | 9.19 | 2.92 | 25.23 | -6.62 | 19.16 | 17.29 | 16.45 | -0.56 | 10.53 | 9.89 | 0.54 | 6.86 | 15.31 | 13.86 | 5.66 | 18.19 | 17.03 | 4.11 | 7.88 | 15.62 | 2.50 | 11.69 | 13.72 | -7.41 | 3.44 |
| Sharpe Ratio | NA | 2.61 | 0.93 | 0.94 | 0.83 | NA | NA | 0.86 | 0.41 | 2.66 | -0.62 | 1.69 | 0.85 | 2.20 | -0.19 | 1.78 | 1.12 | 0.05 | 0.89 | 1.89 | 1.88 | 0.38 | 1.34 | 1.53 | 2.34 | 0.46 | 1.57 | 0.05 | 1.28 | 1.86 | -1.35 | 90.61 |
| Standard Deviation(%) | NA | 7.78 | 10.74 | 12.71 | 10.72 | NA | NA | 9.71 | 6.35 | 7.88 | 12.89 | 11.33 | 20.10 | 6.83 | 9.66 | 5.55 | 8.68 | 9.35 | 7.72 | 8.09 | 7.34 | 14.70 | 13.51 | 11.10 | 1.36 | 10.65 | 7.85 | 6.45 | 8.43 | 7.00 | 6.31 | 0.01 |
| Draw Down(%) | NA | 3.80 | 15.61 | 22.61 | 22.61 | NA | NA | 22.61 | 1.22 | 3.80 | 15.60 | 5.46 | 22.61 | 3.79 | 10.35 | 2.68 | 7.07 | 10.22 | 5.16 | 7.94 | 4.96 | 11.84 | 8.69 | 5.01 | 0.71 | 6.98 | 6.58 | 5.02 | 9.29 | 4.37 | 10.56 | 0.00 |
| Yield(%) | NA | 13.08 | 8.83 | 7.07 | 5.78 | NA | NA | 0.00 | 0.86 | 13.19 | 7.92 | 4.55 | 4.27 | 4.91 | 2.74 | 4.18 | 4.50 | 4.36 | 6.70 | 4.82 | 3.85 | 2.82 | 1.41 | 1.93 | 2.42 | 6.82 | 6.77 | 5.80 | 4.82 | 0.75 | 2.49 | 3.44 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| Eastern Michigan University Retirement Plan Tactical Asset Allocation Moderate |
2.19%
Jul 2001 - Jul 2004 |
3.99%
Mar 2015 - Mar 2020 |
7.75%
Sep 2012 - Sep 2022 |
8.08%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Eastern Michigan University Retirement Plan Tactical Asset Allocation Moderate |
17.62%
Dec 2018 - Dec 2021 |
14.75%
Jun 2009 - Jun 2014 |
11.51%
Apr 2003 - Apr 2013 |
10.93%
Dec 2008 - Dec 2023 |
Annualized Rolling Returns Comparison Chart