Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ICMA RETIREMENT CORPORATION RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 8.12% | 4.27% | 6.41% | 8.14% | 8.55% | NA | 8.56% |
Data as of 09/30/2016, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ICMA RETIREMENT CORPORATION RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 12/30/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.13 | 8.12 | 4.27 | 6.41 | 8.14 | 8.55 | NA | 8.56 | 5.76 | -2.83 | 4.92 | 12.24 | 10.32 | 0.91 | 15.31 | 20.26 | -2.95 | 11.58 | 21.80 | 6.17 | 9.75 | 18.53 | 1.12 | -1.16 |
| Sharpe Ratio | NA | 1.07 | 0.43 | 0.99 | 0.81 | NA | NA | 0.91 | 1.10 | -0.42 | 0.82 | 1.85 | 2.00 | 0.07 | 1.39 | 2.33 | -0.38 | 0.85 | 2.19 | 0.61 | 1.17 | 3.38 | 0.00 | -0.69 |
| Standard Deviation(%) | NA | 5.02 | 6.00 | 5.97 | 8.48 | NA | NA | 7.75 | 5.03 | 6.88 | 5.96 | 6.60 | 5.13 | 11.79 | 10.96 | 8.67 | 10.26 | 10.10 | 8.47 | 6.52 | 7.53 | 5.28 | 4.23 | 5.03 |
| Draw Down(%) | NA | 4.40 | 7.82 | 7.82 | 15.00 | NA | NA | 15.00 | 4.40 | 7.82 | 4.24 | 6.01 | 3.98 | 11.25 | 8.59 | 4.17 | 15.00 | 7.09 | 6.69 | 4.50 | 10.00 | 2.76 | 5.77 | 4.01 |
| Yield(%) | NA | 4.04 | 3.73 | 3.67 | 4.12 | NA | NA | 4.20 | 4.06 | 3.09 | 4.06 | 3.15 | 3.98 | 2.87 | 4.92 | 4.77 | 5.00 | 5.33 | 6.71 | 7.63 | 5.61 | 4.40 | 0.68 | 0.89 |
Data as of 09/30/2016, 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 |
|---|---|---|---|---|
| ICMA RETIREMENT CORPORATION RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
2.63%
Nov 2013 - Nov 2016 |
3.65%
Apr 2011 - Apr 2016 |
7.23%
Nov 2006 - Nov 2016 |
8.11%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ICMA RETIREMENT CORPORATION RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
15.72%
Mar 2005 - Mar 2008 |
14.38%
Feb 2003 - Feb 2008 |
11.34%
Mar 2003 - Mar 2013 |
8.77%
Jul 2001 - Jul 2016 |
Annualized Rolling Returns Comparison Chart