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 - Optimal Moderate | NA | 0.61% | 13.19% | 5.81% | 5.27% | 4.84% | 5.99% | 4.29% |
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 - Optimal 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 (%) | 2.57 | 0.61 | 13.19 | 5.81 | 5.27 | 4.84 | 5.99 | 4.29 | 8.92 | -5.54 | 8.44 | 18.31 | 11.78 | -6.44 | 10.87 | 4.69 | 0.59 | 2.16 | 9.71 | 10.64 | 0.61 | 10.90 | 20.83 | -26.25 | 8.11 | 9.68 | 5.74 | 8.67 | 21.77 | -17.72 | -3.01 |
| Sharpe Ratio | NA | 1.21 | 0.87 | 0.42 | 0.53 | NA | NA | 0.29 | 0.85 | -0.61 | 0.90 | 1.09 | 1.56 | -0.78 | 2.54 | 0.55 | 0.07 | 0.32 | 1.35 | 1.37 | 0.04 | 0.96 | 1.11 | -1.15 | 0.50 | 0.89 | 0.60 | 1.19 | 1.84 | -1.25 | -0.35 |
| Standard Deviation(%) | NA | 10.02 | 10.00 | 11.23 | 9.42 | NA | NA | 11.66 | 7.98 | 11.41 | 9.33 | 16.52 | 6.64 | 9.94 | 4.02 | 8.19 | 8.26 | 6.62 | 7.14 | 7.73 | 14.94 | 11.25 | 18.68 | 23.60 | 10.23 | 7.17 | 6.00 | 6.52 | 11.44 | 15.00 | 15.34 |
| Draw Down(%) | NA | 9.29 | 13.53 | 20.80 | 20.80 | NA | NA | 41.34 | 5.18 | 13.53 | 6.09 | 20.80 | 3.59 | 13.48 | 2.38 | 7.40 | 8.77 | 5.00 | 6.95 | 6.82 | 13.40 | 8.72 | 18.10 | 35.78 | 6.95 | 7.80 | 3.47 | 5.25 | 7.98 | 23.99 | 22.38 |
| Yield(%) | NA | 11.48 | 6.02 | 4.44 | 3.53 | NA | NA | 2.72 | 4.66 | 6.48 | 3.51 | 2.73 | 1.54 | 3.13 | 0.49 | 1.59 | 3.55 | 2.41 | 5.14 | 2.60 | 1.91 | 1.52 | 1.22 | 1.97 | 4.74 | 3.73 | 1.77 | 1.28 | 1.18 | 1.17 | 1.50 |
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 - Optimal Moderate |
-9.85%
Feb 2006 - Feb 2009 |
-3.19%
Feb 2004 - Feb 2009 |
3.10%
Dec 2001 - Dec 2011 |
3.27%
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 - Optimal Moderate |
18.29%
Feb 2009 - Feb 2012 |
13.87%
Feb 2009 - Feb 2014 |
8.38%
Feb 2009 - Feb 2019 |
6.34%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart