Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Grand Canyon University 401k Plan Tactical Asset Allocation Moderate | NA | 17.04% | 2.04% | 7.39% | 6.41% | 8.07% | 9.07% | 8.78% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Grand Canyon University 401k Plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 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 (%) | -1.16 | 17.04 | 2.04 | 7.39 | 6.41 | 8.07 | 9.07 | 8.78 | NA | 6.25 | 10.33 | -8.49 | 19.12 | 8.07 | 14.20 | -4.19 | 11.10 | 10.55 | -1.68 | 7.99 | 17.43 | 12.66 | 3.16 | 13.48 | 15.93 | 7.79 | 10.11 | 15.07 | 9.82 | 13.85 | 14.78 | -2.83 | 2.99 |
| Sharpe Ratio | NA | 0.16 | -0.11 | 0.31 | 0.42 | NA | NA | 0.73 | 0.06 | -0.03 | 0.72 | -0.83 | 1.56 | 0.36 | 1.89 | -0.60 | 2.04 | 1.11 | -0.20 | 1.05 | 2.26 | 1.51 | 0.22 | 1.29 | 1.54 | 1.17 | 0.71 | 1.46 | 1.05 | 1.62 | 1.64 | -0.61 | 0.10 |
| Standard Deviation(%) | NA | 9.79 | 10.14 | 13.58 | 11.11 | NA | NA | 9.80 | 9.15 | 9.87 | 8.39 | 11.85 | 12.26 | 21.48 | 6.78 | 9.22 | 5.13 | 9.34 | 8.36 | 7.60 | 7.69 | 8.35 | 14.13 | 10.39 | 10.27 | 5.85 | 9.96 | 8.10 | 7.27 | 7.98 | 8.60 | 6.45 | 6.66 |
| Draw Down(%) | NA | 5.81 | 13.77 | 27.42 | 27.42 | NA | NA | 27.42 | 0.72 | 5.81 | 7.32 | 14.76 | 6.17 | 27.42 | 3.90 | 11.61 | 2.78 | 6.00 | 7.41 | 5.33 | 4.98 | 6.30 | 11.76 | 9.30 | 5.48 | 3.38 | 7.78 | 9.88 | 5.40 | 7.01 | 6.81 | 8.69 | 7.67 |
| Yield(%) | NA | 2.96 | 3.97 | 4.30 | 5.24 | NA | NA | 0.00 | NA | 1.18 | 2.77 | 1.90 | 7.61 | 2.61 | 7.32 | 5.61 | 6.64 | 6.57 | 8.71 | 5.22 | 8.28 | 3.99 | 3.24 | 3.29 | 3.87 | 4.41 | 5.41 | 4.78 | 4.68 | 3.05 | 3.76 | 4.83 | 5.80 |
Data as of 10/31/2024, 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 |
|---|---|---|---|---|
| Grand Canyon University 401k Plan Tactical Asset Allocation Moderate |
0.20%
Mar 2017 - Mar 2020 |
1.60%
Mar 2015 - Mar 2020 |
5.58%
Oct 2013 - Oct 2023 |
7.69%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Grand Canyon University 401k Plan Tactical Asset Allocation Moderate |
15.47%
Mar 2003 - Mar 2006 |
14.06%
Jun 2009 - Jun 2014 |
12.59%
Jul 2003 - Jul 2013 |
11.02%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart