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 - Optimal Moderate | NA | -1.21% | 4.24% | 4.94% | 8.68% | 6.80% | NA | 7.08% |
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 - Optimal 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 (%) | 1.42 | -1.21 | 4.24 | 4.94 | 8.68 | 6.80 | NA | 7.08 | -4.09 | 7.63 | 6.59 | 3.09 | 6.93 | 13.85 | 13.00 | 1.84 | 15.68 | 20.68 | -24.93 | 5.55 | 9.79 | 9.69 | 17.15 | 24.75 | -4.13 | 4.12 |
| Sharpe Ratio | NA | -0.56 | 0.33 | 0.47 | 0.79 | NA | NA | 0.52 | -0.56 | 1.47 | 0.85 | 0.38 | 1.14 | 2.02 | 1.81 | 0.13 | 1.43 | 1.10 | -1.16 | 0.28 | 0.92 | 1.20 | 2.25 | 3.14 | -0.48 | 0.17 |
| Standard Deviation(%) | NA | 9.68 | 7.59 | 7.39 | 10.13 | NA | NA | 10.64 | 9.68 | 4.75 | 7.53 | 7.99 | 6.04 | 6.84 | 7.17 | 13.60 | 10.94 | 18.75 | 22.27 | 8.99 | 7.07 | 6.26 | 7.19 | 7.67 | 10.81 | 10.58 |
| Draw Down(%) | NA | 12.69 | 12.69 | 12.69 | 19.04 | NA | NA | 40.89 | 12.69 | 2.10 | 6.39 | 6.38 | 4.50 | 6.57 | 5.54 | 13.11 | 8.95 | 19.04 | 36.14 | 6.18 | 7.21 | 4.55 | 7.46 | 5.93 | 15.17 | 11.60 |
| Yield(%) | NA | 5.41 | 3.15 | 4.12 | 4.06 | NA | NA | 4.45 | 5.38 | 0.28 | 3.72 | 6.03 | 5.19 | 5.26 | 3.85 | 5.00 | 3.21 | 2.48 | 2.36 | 9.20 | 7.70 | 6.47 | 4.49 | 2.67 | 2.73 | 4.06 |
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 - Optimal Moderate |
-9.90%
Feb 2006 - Feb 2009 |
-1.48%
Feb 2004 - Feb 2009 |
5.11%
Jan 2006 - Jan 2016 |
6.75%
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 - Optimal Moderate |
20.28%
Feb 2009 - Feb 2012 |
16.67%
Feb 2009 - Feb 2014 |
9.25%
Nov 2008 - Nov 2018 |
8.43%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart