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 Strategic Asset Allocation - Equal Weight Moderate | NA | 8.39% | 4.63% | 7.10% | 5.72% | 6.98% | NA | 6.76% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | -0.20 | 8.39 | 4.63 | 7.10 | 5.72 | 6.98 | NA | 6.76 | 1.41 | 0.55 | 6.59 | 7.92 | 11.14 | 3.62 | 14.73 | 24.23 | -19.40 | 4.66 | 12.72 | 7.21 | 13.57 | 19.15 | -0.57 | -1.38 |
| Sharpe Ratio | NA | 0.16 | 0.36 | 0.77 | 0.44 | NA | NA | 0.59 | 0.15 | 0.06 | 1.07 | 1.25 | 2.10 | 0.35 | 1.59 | 1.54 | -1.16 | 0.21 | 1.60 | 1.02 | 2.15 | 3.69 | -0.27 | -0.61 |
| Standard Deviation(%) | NA | 7.95 | 7.60 | 6.95 | 10.25 | NA | NA | 8.82 | 7.96 | 8.54 | 6.12 | 6.31 | 5.29 | 10.35 | 9.20 | 15.71 | 17.52 | 7.81 | 5.90 | 4.95 | 5.87 | 5.00 | 6.05 | 6.06 |
| Draw Down(%) | NA | 7.76 | 10.44 | 10.44 | 32.62 | NA | NA | 32.62 | 7.76 | 8.09 | 4.14 | 6.74 | 4.29 | 9.58 | 6.57 | 15.84 | 30.83 | 6.49 | 5.09 | 3.41 | 7.61 | 3.34 | 9.83 | 8.40 |
| Yield(%) | NA | 2.72 | 3.82 | 3.98 | 4.34 | NA | NA | 4.38 | 2.75 | 4.60 | 4.14 | 4.97 | 3.42 | 3.76 | 3.96 | 4.71 | 4.26 | 6.93 | 5.42 | 5.45 | 5.47 | 4.12 | 3.29 | 2.90 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-6.52%
Feb 2006 - Feb 2009 |
0.00%
Feb 2004 - Feb 2009 |
4.98%
Nov 2006 - Nov 2016 |
6.12%
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 Strategic Asset Allocation - Equal Weight Moderate |
20.16%
Feb 2009 - Feb 2012 |
15.36%
Feb 2009 - Feb 2014 |
8.97%
Mar 2003 - Mar 2013 |
6.97%
Sep 2001 - Sep 2016 |
Annualized Rolling Returns Comparison Chart