Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ELON UNIVERSITY DEFINED CONTRIBUTION PLAN Tactical Asset Allocation Moderate | NA | 1.62% | 2.71% | 1.82% | 2.24% | 4.96% | 5.24% | 5.77% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ELON UNIVERSITY DEFINED CONTRIBUTION 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 (%) | -0.40 | 1.62 | 2.71 | 1.82 | 2.24 | 4.96 | 5.24 | 5.77 | 1.93 | 12.95 | -12.66 | 7.49 | 9.51 | 5.95 | -1.53 | 11.05 | 3.96 | -7.18 | 2.59 | 12.48 | 10.84 | 2.50 | 10.02 | 20.86 | -2.63 | 10.71 | 14.17 | -2.01 | 9.25 | 17.18 | -0.76 | 8.65 |
| Sharpe Ratio | NA | 0.69 | 0.06 | 0.31 | 0.30 | NA | NA | 0.62 | 0.20 | 1.12 | -1.53 | 0.69 | 1.10 | 0.72 | -0.35 | 1.91 | 0.65 | -1.13 | 0.38 | 1.51 | 2.09 | 0.22 | 0.76 | 2.31 | -0.61 | 0.76 | 1.42 | -0.62 | 1.10 | 2.47 | -0.26 | 1.17 |
| Standard Deviation(%) | NA | 7.76 | 9.20 | 8.65 | 7.63 | NA | NA | 8.05 | 8.18 | 7.76 | 9.15 | 10.75 | 8.43 | 6.30 | 8.14 | 5.44 | 5.80 | 6.39 | 6.75 | 8.27 | 5.17 | 11.42 | 13.09 | 8.98 | 5.80 | 10.21 | 7.70 | 6.77 | 7.53 | 6.69 | 7.22 | 5.43 |
| Draw Down(%) | NA | 7.11 | 15.14 | 15.14 | 15.14 | NA | NA | 15.14 | 1.56 | 7.11 | 14.24 | 5.12 | 10.43 | 4.99 | 9.05 | 2.21 | 5.15 | 10.74 | 5.70 | 7.80 | 3.54 | 10.34 | 10.96 | 3.57 | 5.06 | 6.91 | 6.60 | 5.12 | 8.96 | 4.64 | 10.80 | 4.10 |
| Yield(%) | NA | 4.15 | 4.90 | 5.18 | 4.09 | NA | NA | 4.15 | 0.00 | 4.46 | 2.22 | 8.25 | 6.07 | 5.36 | 3.53 | 0.33 | 2.93 | 4.13 | 4.16 | 6.07 | 5.13 | 2.36 | 2.39 | 4.51 | 3.29 | 6.79 | 2.51 | 2.46 | 2.18 | 1.84 | 5.67 | 8.82 |
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 |
|---|---|---|---|---|
| ELON UNIVERSITY DEFINED CONTRIBUTION PLAN Tactical Asset Allocation Moderate |
-0.34%
Dec 2013 - Dec 2016 |
1.04%
Sep 2018 - Sep 2023 |
2.24%
Oct 2013 - Oct 2023 |
4.46%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ELON UNIVERSITY DEFINED CONTRIBUTION PLAN Tactical Asset Allocation Moderate |
12.16%
Jan 2009 - Jan 2012 |
11.54%
Feb 2009 - Feb 2014 |
9.25%
Jul 2002 - Jul 2012 |
7.65%
Jul 2002 - Jul 2017 |
Annualized Rolling Returns Comparison Chart