Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VIRGINIA PLYTCH INST (52322) Strategic Asset Allocation - Optimal Moderate | NA | -2.25% | 2.81% | 2.40% | 7.19% | 5.89% | NA | 6.18% |
Data as of 10/31/2018, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VIRGINIA PLYTCH INST (52322) 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 (%) | 0.81 | -2.25 | 2.81 | 2.40 | 7.19 | 5.89 | NA | 6.18 | -5.54 | 10.85 | 2.40 | -2.43 | 3.08 | 10.62 | 13.54 | -0.79 | 16.63 | 24.41 | -23.74 | 8.22 | 6.76 | 11.52 | 12.44 | 25.97 | -4.05 | 3.13 |
| Sharpe Ratio | NA | -0.76 | 0.22 | 0.16 | 0.68 | NA | NA | 0.45 | -0.76 | 2.24 | 0.30 | -0.34 | 0.57 | 1.90 | 2.14 | -0.07 | 1.70 | 1.21 | -1.07 | 0.54 | 0.48 | 1.50 | 1.47 | 3.31 | -0.57 | 0.09 |
| Standard Deviation(%) | NA | 9.08 | 7.28 | 6.93 | 9.80 | NA | NA | 10.44 | 9.08 | 4.57 | 7.45 | 7.27 | 5.35 | 5.57 | 6.31 | 12.37 | 9.76 | 20.03 | 23.01 | 9.67 | 7.18 | 6.23 | 7.79 | 7.64 | 9.06 | 9.09 |
| Draw Down(%) | NA | 12.08 | 12.08 | 12.96 | 19.76 | NA | NA | 40.20 | 12.08 | 2.01 | 7.40 | 8.10 | 4.72 | 6.46 | 4.49 | 12.53 | 7.79 | 19.76 | 35.83 | 8.25 | 9.00 | 4.27 | 9.00 | 5.49 | 14.84 | 11.01 |
| Yield(%) | NA | 5.19 | 2.44 | 3.14 | 3.03 | NA | NA | 3.62 | 5.16 | 0.35 | 1.79 | 2.29 | 6.04 | 3.36 | 3.08 | 2.42 | 2.77 | 2.90 | 2.02 | 7.82 | 6.72 | 5.70 | 3.70 | 3.14 | 2.46 | 3.40 |
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 |
|---|---|---|---|---|
| VIRGINIA PLYTCH INST (52322) Strategic Asset Allocation - Optimal Moderate |
-9.57%
Feb 2006 - Feb 2009 |
-1.69%
Feb 2004 - Feb 2009 |
4.11%
Jan 2006 - Jan 2016 |
5.78%
Nov 2003 - Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VIRGINIA PLYTCH INST (52322) Strategic Asset Allocation - Optimal Moderate |
21.25%
Feb 2009 - Feb 2012 |
16.22%
Feb 2009 - Feb 2014 |
9.14%
Mar 2003 - Mar 2013 |
7.62%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart