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 Strategic Asset Allocation - Equal Weight Moderate | NA | 22.50% | 1.12% | 5.91% | 4.89% | 5.89% | 5.43% | 5.27% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | -0.94 | 22.50 | 1.12 | 5.91 | 4.89 | 5.89 | 5.43 | 5.27 | NA | 9.82 | 9.66 | -11.48 | 2.72 | 15.38 | 18.66 | -8.32 | 12.33 | 2.01 | 0.70 | 2.77 | 14.22 | 9.83 | -0.50 | 10.52 | 18.48 | -20.60 | 8.57 | 11.11 | 7.61 | 7.20 | 12.67 | -5.74 | 2.85 |
| Sharpe Ratio | NA | 0.53 | -0.14 | 0.20 | 0.33 | NA | NA | 0.39 | 0.08 | 0.38 | 0.66 | -1.06 | 0.26 | 0.90 | 2.71 | -1.05 | 2.53 | 0.21 | 0.09 | 0.40 | 2.24 | 1.71 | -0.05 | 1.18 | 1.24 | -1.23 | 0.70 | 1.26 | 1.17 | 1.15 | 1.75 | -0.70 | 0.06 |
| Standard Deviation(%) | NA | 8.54 | 9.84 | 11.70 | 9.80 | NA | NA | 9.53 | 7.01 | 8.59 | 8.25 | 12.17 | 10.35 | 16.92 | 6.37 | 9.22 | 4.61 | 8.50 | 7.71 | 6.82 | 6.34 | 5.71 | 10.52 | 8.81 | 14.82 | 17.49 | 7.95 | 6.25 | 4.67 | 5.44 | 6.84 | 9.84 | 9.36 |
| Draw Down(%) | NA | 5.84 | 17.38 | 22.36 | 22.36 | NA | NA | 33.14 | 0.48 | 5.84 | 7.86 | 18.21 | 8.44 | 20.24 | 3.46 | 14.69 | 2.13 | 7.65 | 6.92 | 6.67 | 5.73 | 4.58 | 10.56 | 7.27 | 15.48 | 29.63 | 5.83 | 7.37 | 3.86 | 5.18 | 5.46 | 14.32 | 11.93 |
| Yield(%) | NA | 2.65 | 3.00 | 3.04 | 2.99 | NA | NA | 3.33 | NA | 0.59 | 2.72 | 1.95 | 3.68 | 3.41 | 3.02 | 2.17 | 0.33 | 4.00 | 4.23 | 4.32 | 5.71 | 3.52 | 2.80 | 3.57 | 4.11 | 3.01 | 5.88 | 3.65 | 4.03 | 2.71 | 2.30 | 2.22 | 2.75 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-5.72%
Feb 2006 - Feb 2009 |
-0.62%
Feb 2004 - Feb 2009 |
3.31%
Oct 2013 - Oct 2023 |
3.37%
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 Strategic Asset Allocation - Equal Weight Moderate |
14.94%
Feb 2009 - Feb 2012 |
12.94%
Feb 2009 - Feb 2014 |
7.71%
Feb 2009 - Feb 2019 |
7.16%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart