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 Strategic Asset Allocation - Equal Weight Moderate | NA | 14.39% | 7.29% | 7.40% | 5.64% | 7.25% | 6.40% | 6.43% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | 0.07 | 14.39 | 7.29 | 7.40 | 5.64 | 7.25 | 6.40 | 6.43 | 1.07 | 22.06 | -7.98 | 11.57 | 13.15 | 15.40 | -4.44 | 9.14 | 3.27 | 1.81 | 5.86 | 11.96 | 11.45 | 1.50 | 13.06 | 19.48 | -21.57 | 4.97 | 14.66 | 8.45 | 13.34 | 20.81 | -9.16 | 5.83 |
| Sharpe Ratio | NA | 1.86 | 0.62 | 0.67 | 0.58 | NA | NA | 0.53 | 0.11 | 2.25 | -0.70 | 1.30 | 0.67 | 2.15 | -0.69 | 1.97 | 0.37 | 0.22 | 0.89 | 1.68 | 1.58 | 0.11 | 1.12 | 1.06 | -1.06 | 0.20 | 1.67 | 1.04 | 1.66 | 2.61 | -0.91 | 1.29 |
| Standard Deviation(%) | NA | 7.72 | 10.25 | 12.09 | 9.99 | NA | NA | 10.66 | 6.85 | 7.92 | 13.29 | 8.88 | 19.30 | 6.50 | 8.31 | 4.32 | 8.25 | 8.23 | 6.57 | 7.08 | 7.22 | 12.81 | 11.59 | 18.22 | 21.17 | 9.93 | 6.83 | 6.02 | 7.48 | 7.70 | 11.28 | 2.73 |
| Draw Down(%) | NA | 4.38 | 16.10 | 24.03 | 24.03 | NA | NA | 35.78 | 1.08 | 4.38 | 16.10 | 4.81 | 24.03 | 2.85 | 10.94 | 2.70 | 7.58 | 6.34 | 4.26 | 5.83 | 5.55 | 11.41 | 8.34 | 16.04 | 31.42 | 7.24 | 6.61 | 3.75 | 7.07 | 6.21 | 17.95 | 2.15 |
| Yield(%) | NA | 13.20 | 8.39 | 6.51 | 4.75 | NA | NA | 4.03 | 0.88 | 13.38 | 7.34 | 3.57 | 4.83 | 2.78 | 4.62 | 0.75 | 2.88 | 3.92 | 2.81 | 3.68 | 1.80 | 1.85 | 1.87 | 2.37 | 2.68 | 6.89 | 6.52 | 6.37 | 4.98 | 1.25 | 1.46 | 3.28 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-6.99%
Feb 2006 - Feb 2009 |
-0.13%
Feb 2004 - Feb 2009 |
4.48%
Jan 2007 - Jan 2017 |
4.35%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Eastern Michigan University Retirement Plan Strategic Asset Allocation - Equal Weight Moderate |
17.71%
Feb 2009 - Feb 2012 |
14.75%
Feb 2009 - Feb 2014 |
9.23%
Feb 2009 - Feb 2019 |
8.18%
Dec 2008 - Dec 2023 |
Annualized Rolling Returns Comparison Chart