Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Eastern Michigan University Retirement Plan Strategic Asset Allocation – Optimal Moderate | NA | 32.24% | 11.06% | 11.17% | 7.99% | 8.47% | 6.70% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Eastern Michigan University Retirement Plan Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 2024 | 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 (%) | -0.64 | 32.24 | 11.06 | 11.17 | 7.99 | 8.47 | 6.70 | … | … | 0.67 | 18.98 | 22.02 | -7.27 | 9.49 | 14.10 | 14.12 | -4.81 | 10.27 | 5.13 | 0.75 | 3.75 | 14.28 | 12.55 | -2.33 | 14.85 | 21.14 | -26.85 | 4.41 | 12.17 | 5.71 | 9.37 | 24.23 | -10.85 | 3.88 |
| Sharpe Ratio | NA | 1.95 | 0.72 | 0.71 | 0.62 | NA | NA | … | … | 0.08 | 1.79 | 2.38 | -0.67 | 1.02 | 0.72 | 1.68 | -0.65 | 2.09 | 0.61 | 0.08 | 0.57 | 1.93 | 1.59 | -0.15 | 1.19 | 1.07 | -1.14 | 0.15 | 1.23 | 0.58 | 1.21 | 2.59 | -0.81 | 0.61 |
| Standard Deviation(%) | NA | 6.90 | 9.51 | 12.04 | 10.15 | NA | NA | … | … | 7.67 | 6.94 | 7.45 | 12.91 | 9.25 | 19.16 | 7.55 | 9.38 | 4.61 | 8.11 | 8.69 | 6.59 | 7.38 | 7.84 | 15.49 | 12.46 | 19.66 | 24.41 | 9.65 | 7.25 | 6.09 | 6.98 | 9.08 | 14.70 | 2.55 |
| Draw Down(%) | NA | 4.10 | 14.65 | 21.96 | 21.96 | NA | NA | … | … | 0.53 | 4.10 | 3.75 | 15.06 | 5.54 | 21.96 | 3.55 | 12.81 | 2.35 | 6.94 | 7.59 | 5.29 | 5.84 | 6.13 | 15.77 | 8.84 | 18.67 | 36.95 | 6.65 | 8.28 | 4.12 | 6.57 | 7.75 | 20.10 | 2.58 |
| Yield(%) | NA | 14.56 | 10.06 | 7.97 | 5.44 | NA | NA | … | … | NA | 4.46 | 13.52 | 6.75 | 4.90 | 7.42 | 1.73 | 5.66 | 0.51 | 3.16 | 2.68 | 2.92 | 4.60 | 2.16 | 1.96 | 1.33 | 1.33 | 1.82 | 6.63 | 5.90 | 4.99 | 2.39 | 1.18 | 1.21 | 3.28 |
Data as of 10/31/2024, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Eastern Michigan University Retirement Plan Strategic Asset Allocation – Optimal Moderate |
-10.74%
Feb 2006 – Feb 2009 |
-3.66%
Feb 2004 – Feb 2009 |
3.65%
Sep 2001 – Sep 2011 |
3.88%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Eastern Michigan University Retirement Plan Strategic Asset Allocation – Optimal Moderate |
22.65%
Sep 2022 – Sep 2025 |
15.56%
Feb 2009 – Feb 2014 |
9.83%
Sep 2015 – Sep 2025 |
9.59%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart