Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| test_eqyun_plan_testmpiqe Strategic Asset Allocation - Equal Weight Moderate | NA | 2.30% | 0.07% | 2.80% | 4.78% | 5.03% | 6.42% | 6.23% |
Data as of 08/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| test_eqyun_plan_testmpiqe Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 11/08/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.41 | 2.30 | 0.07 | 2.80 | 4.78 | 5.03 | 6.42 | 6.23 | 3.06 | -12.02 | -0.40 | 14.13 | 15.15 | -3.72 | 18.85 | 8.61 | -4.46 | 5.23 | 7.22 | 12.25 | -3.29 | 13.12 | 33.62 | -28.65 | 16.85 | 14.67 | 11.59 | 12.61 | 27.29 | -6.21 | 0.11 |
| Sharpe Ratio | NA | 0.34 | -0.29 | 0.16 | 0.32 | NA | NA | 0.43 | -0.08 | -1.00 | -0.04 | 0.85 | 1.84 | -0.53 | 3.87 | 0.92 | -0.47 | 0.76 | 1.02 | 1.46 | -0.23 | 1.13 | 1.96 | -1.22 | 1.17 | 1.43 | 1.47 | 1.58 | 3.48 | -0.68 | -0.19 |
| Standard Deviation(%) | NA | 8.71 | 11.34 | 11.93 | 10.16 | NA | NA | 11.41 | 8.18 | 13.45 | 11.71 | 16.26 | 7.46 | 9.48 | 4.71 | 9.11 | 9.49 | 6.90 | 7.08 | 8.37 | 14.37 | 11.50 | 17.08 | 24.17 | 11.82 | 7.99 | 6.41 | 7.37 | 7.65 | 10.80 | 11.49 |
| Draw Down(%) | NA | 7.25 | 24.63 | 24.63 | 24.63 | NA | NA | 39.70 | 7.25 | 20.16 | 9.91 | 21.06 | 5.87 | 11.29 | 1.45 | 6.36 | 12.50 | 5.85 | 7.57 | 7.29 | 14.76 | 8.59 | 15.17 | 38.19 | 8.48 | 10.03 | 5.32 | 9.58 | 7.48 | 17.91 | 17.71 |
| Yield(%) | NA | 3.45 | 2.47 | 2.48 | 2.32 | NA | NA | 2.73 | 2.16 | 2.57 | 1.80 | 2.06 | 3.17 | 2.12 | 2.20 | 2.33 | 2.30 | 2.10 | 1.89 | 2.66 | 2.46 | 2.52 | 3.12 | 3.20 | 3.25 | 2.84 | 2.87 | 2.79 | 2.96 | 2.98 | 3.61 |
Data as of 08/31/2023, 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 |
|---|---|---|---|---|
| test_eqyun_plan_testmpiqe Strategic Asset Allocation - Equal Weight Moderate |
-6.21%
Feb 2006 - Feb 2009 |
0.81%
Feb 2004 - Feb 2009 |
3.87%
Oct 2013 - Oct 2023 |
3.28%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| test_eqyun_plan_testmpiqe Strategic Asset Allocation - Equal Weight Moderate |
20.62%
Feb 2009 - Feb 2012 |
17.66%
Oct 2002 - Oct 2007 |
10.16%
Mar 2003 - Mar 2013 |
9.05%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart