Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VA POLY MATCH PLAN (72113) Strategic Asset Allocation - Equal Weight Moderate | NA | -2.94% | 4.27% | 4.75% | 8.71% | 6.96% | NA | 7.53% |
Data as of 10/31/2018, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VA POLY MATCH PLAN (72113) Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 12/31/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.95 | -2.94 | 4.27 | 4.75 | 8.71 | 6.96 | NA | 7.53 | -3.53 | 8.11 | 5.35 | 2.67 | 7.29 | 10.71 | 11.35 | 1.46 | 15.96 | 24.92 | -21.98 | -1.26 | 13.40 | 12.03 | 18.68 | 24.68 | 0.23 | 4.68 |
| Sharpe Ratio | NA | -0.60 | 0.36 | 0.50 | 0.78 | NA | NA | 0.57 | -0.60 | 1.68 | 0.71 | 0.33 | 1.20 | 1.64 | 1.86 | 0.13 | 1.55 | 1.15 | -0.98 | -0.41 | 1.47 | 1.50 | 2.35 | 4.00 | -0.10 | 0.28 |
| Standard Deviation(%) | NA | 8.04 | 6.77 | 6.93 | 10.09 | NA | NA | 10.56 | 8.04 | 4.45 | 7.26 | 8.12 | 6.07 | 6.52 | 6.07 | 11.17 | 10.24 | 21.68 | 23.26 | 10.38 | 6.87 | 6.57 | 7.55 | 6.00 | 8.97 | 8.57 |
| Draw Down(%) | NA | 10.44 | 10.44 | 10.44 | 18.97 | NA | NA | 39.98 | 10.44 | 4.60 | 6.26 | 6.35 | 4.11 | 6.96 | 4.76 | 11.35 | 7.62 | 18.97 | 34.18 | 8.81 | 6.65 | 4.69 | 9.26 | 2.99 | 13.21 | 9.22 |
| Yield(%) | NA | 4.49 | 3.35 | 4.48 | 4.19 | NA | NA | 4.53 | 4.48 | 0.47 | 5.01 | 7.90 | 4.63 | 3.71 | 4.64 | 3.88 | 3.96 | 3.16 | 2.54 | 7.20 | 4.55 | 8.02 | 4.99 | 3.71 | 3.47 | 5.17 |
Data as of 10/31/2018, 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 |
|---|---|---|---|---|
| VA POLY MATCH PLAN (72113) Strategic Asset Allocation - Equal Weight Moderate |
-10.37%
Feb 2006 - Feb 2009 |
-0.96%
Feb 2004 - Feb 2009 |
4.86%
Jan 2007 - Jan 2017 |
6.95%
Nov 2003 - Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VA POLY MATCH PLAN (72113) Strategic Asset Allocation - Equal Weight Moderate |
21.42%
Feb 2009 - Feb 2012 |
16.67%
Feb 2009 - Feb 2014 |
9.45%
Mar 2003 - Mar 2013 |
8.72%
Oct 2002 - Oct 2017 |
Annualized Rolling Returns Comparison Chart