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 Strategic Asset Allocation - Equal Weight Moderate | NA | -3.56% | 10.56% | 3.88% | 4.24% | 4.28% | 5.46% | 3.83% |
Data as of 03/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ELON UNIVERSITY DEFINED CONTRIBUTION PLAN Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 06/16/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 (%) | 2.09 | -3.56 | 10.56 | 3.88 | 4.24 | 4.28 | 5.46 | 3.83 | 4.64 | -7.85 | 4.92 | 16.56 | 12.73 | -7.50 | 12.06 | 6.70 | -3.81 | 3.92 | 8.47 | 10.42 | -2.05 | 10.26 | 21.35 | -20.72 | 4.98 | 11.26 | 4.77 | 10.13 | 18.18 | -17.23 | -3.08 |
| Sharpe Ratio | NA | 0.55 | 0.55 | 0.24 | 0.40 | NA | NA | 0.26 | 0.35 | -0.85 | 0.50 | 1.07 | 1.68 | -0.90 | 2.21 | 0.70 | -0.46 | 0.65 | 1.34 | 1.47 | -0.16 | 0.91 | 1.08 | -0.95 | 0.19 | 1.30 | 0.44 | 1.55 | 2.43 | -1.42 | -0.35 |
| Standard Deviation(%) | NA | 9.05 | 9.84 | 10.72 | 9.24 | NA | NA | 11.16 | 7.13 | 10.87 | 9.83 | 15.21 | 6.76 | 9.80 | 5.17 | 9.22 | 8.36 | 6.02 | 6.31 | 7.05 | 12.98 | 11.20 | 19.70 | 22.84 | 10.58 | 6.14 | 5.85 | 5.93 | 7.21 | 12.90 | 15.35 |
| Draw Down(%) | NA | 8.46 | 15.55 | 22.10 | 22.10 | NA | NA | 36.28 | 5.24 | 15.55 | 6.82 | 22.10 | 4.88 | 13.63 | 2.84 | 7.34 | 9.97 | 4.65 | 5.80 | 6.08 | 13.02 | 8.64 | 16.26 | 32.12 | 7.48 | 5.78 | 3.34 | 5.83 | 6.56 | 23.44 | 22.34 |
| Yield(%) | NA | 3.68 | 4.31 | 3.85 | 3.11 | NA | NA | 2.73 | 0.97 | 2.81 | 4.47 | 4.60 | 4.27 | 2.67 | 0.27 | 1.95 | 3.46 | 2.28 | 3.88 | 2.87 | 2.11 | 1.53 | 1.67 | 2.26 | 4.93 | 4.63 | 2.58 | 1.70 | 1.26 | 1.12 | 1.76 |
Data as of 03/31/2023, 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 Strategic Asset Allocation - Equal Weight Moderate |
-7.36%
Feb 2006 - Feb 2009 |
-1.69%
Feb 2004 - Feb 2009 |
2.94%
Mar 2010 - Mar 2020 |
3.02%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ELON UNIVERSITY DEFINED CONTRIBUTION PLAN Strategic Asset Allocation - Equal Weight Moderate |
16.39%
Feb 2009 - Feb 2012 |
12.43%
Feb 2009 - Feb 2014 |
7.53%
Feb 2009 - Feb 2019 |
6.28%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart