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 - Optimal Moderate | NA | 6.23% | 4.21% | 7.70% | 5.58% | 6.63% | NA | 6.28% |
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 - Optimal 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 (%) | -0.10 | 6.23 | 4.21 | 7.70 | 5.58 | 6.63 | NA | 6.28 | 3.00 | -0.61 | 6.04 | 12.35 | 11.34 | 1.77 | 13.84 | 23.51 | -22.37 | 7.82 | 13.86 | 8.88 | 13.77 | 18.66 | -5.68 | -3.12 |
| Sharpe Ratio | NA | 0.32 | 0.36 | 0.83 | 0.36 | NA | NA | 0.45 | 0.35 | -0.07 | 0.99 | 1.79 | 1.49 | 0.12 | 1.18 | 1.28 | -1.05 | 0.49 | 1.38 | 1.08 | 1.80 | 2.50 | -0.75 | -0.64 |
| Standard Deviation(%) | NA | 7.96 | 7.64 | 7.48 | 12.51 | NA | NA | 10.96 | 7.98 | 8.67 | 6.07 | 6.87 | 7.59 | 15.11 | 11.63 | 18.34 | 22.10 | 9.79 | 7.64 | 6.20 | 7.13 | 7.20 | 9.07 | 8.53 |
| Draw Down(%) | NA | 8.07 | 11.65 | 11.65 | 36.75 | NA | NA | 36.75 | 7.83 | 8.07 | 4.51 | 6.98 | 6.00 | 14.10 | 7.94 | 17.50 | 32.85 | 6.67 | 7.90 | 4.07 | 7.30 | 6.31 | 13.07 | 11.60 |
| Yield(%) | NA | 2.91 | 4.11 | 4.33 | 3.81 | NA | NA | 3.63 | 2.95 | 4.40 | 5.04 | 5.53 | 3.69 | 2.83 | 2.45 | 2.69 | 2.78 | 5.68 | 6.34 | 4.43 | 4.31 | 1.94 | 1.23 | 1.79 |
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 - Optimal Moderate |
-6.93%
Feb 2006 - Feb 2009 |
-0.04%
Feb 2004 - Feb 2009 |
4.97%
Nov 2006 - Nov 2016 |
5.66%
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 - Optimal Moderate |
20.06%
Feb 2009 - Feb 2012 |
15.88%
Feb 2009 - Feb 2014 |
9.20%
Mar 2003 - Mar 2013 |
6.64%
Oct 2001 - Oct 2016 |
Annualized Rolling Returns Comparison Chart