Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AON SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate | NA | -1.54% | 0.41% | 1.64% | 4.67% | 4.44% | NA | … | … |
Data as of 05/29/2020, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AON SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 08/28/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.95 | -1.54 | 0.41 | 1.64 | 4.67 | 4.44 | NA | … | … | -0.08 | 13.52 | -5.97 | 8.50 | 6.30 | -1.21 | 3.92 | 11.40 | 11.31 | -4.75 | 10.64 | 29.20 | -25.73 | 7.44 | 12.87 | 8.19 | 14.28 | 25.87 | -9.15 | 0.78 |
| Sharpe Ratio | NA | 0.31 | 0.19 | 0.38 | 0.51 | NA | NA | … | … | -0.02 | 1.89 | -0.84 | 1.76 | 0.72 | -0.15 | 0.61 | 1.65 | 1.39 | -0.32 | 0.85 | 1.58 | -1.11 | 0.43 | 1.29 | 0.91 | 1.69 | 2.82 | -0.87 | -0.13 |
| Standard Deviation(%) | NA | 15.11 | 10.68 | 9.57 | 9.50 | NA | NA | … | … | 18.28 | 6.40 | 8.73 | 4.48 | 8.51 | 8.41 | 6.42 | 6.90 | 8.11 | 14.74 | 12.37 | 18.41 | 24.09 | 10.28 | 7.44 | 6.62 | 7.87 | 8.93 | 11.82 | 11.79 |
| Draw Down(%) | NA | 21.45 | 21.45 | 21.45 | 21.45 | NA | NA | … | … | 21.45 | 3.68 | 12.54 | 2.80 | 6.54 | 8.95 | 5.22 | 5.95 | 7.14 | 15.44 | 9.69 | 16.13 | 34.89 | 6.20 | 8.87 | 4.43 | 7.46 | 7.66 | 18.86 | 16.24 |
| Yield(%) | NA | 1.66 | 2.43 | 2.44 | 2.32 | NA | NA | … | … | 0.81 | 1.88 | 4.48 | 0.81 | 3.05 | 2.36 | 2.07 | 2.41 | 2.14 | 1.87 | 1.95 | 1.84 | 1.77 | 5.08 | 3.54 | 2.76 | 2.77 | 2.48 | 1.78 | 3.57 |
Data as of 05/29/2020, 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 |
|---|---|---|---|---|
| AON SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate |
-8.04%
Feb 2006 – Feb 2009 |
-0.92%
Feb 2004 – Feb 2009 |
3.41%
Mar 2010 – Mar 2020 |
4.09%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AON SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate |
19.24%
Mar 2003 – Mar 2006 |
14.91%
Sep 2002 – Sep 2007 |
8.47%
Mar 2003 – Mar 2013 |
7.47%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart