Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Claremont McKenna College Academic Retirement Plan Tactical Asset Allocation Moderate | NA | 1.75% | 2.90% | 5.73% | 5.87% | 6.98% | NA | … | … |
Data as of 11/30/2020, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Claremont McKenna College Academic Retirement Plan Tactical Asset Allocation Moderate | 12/31/2000 | 02/09/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.00 | 1.75 | 2.90 | 5.73 | 5.87 | 6.98 | NA | … | … | 4.30 | 3.85 | 17.19 | -3.64 | 10.80 | 5.25 | 0.40 | 3.80 | 14.08 | 8.31 | 1.36 | 14.15 | 17.99 | -4.53 | 8.39 | 16.47 | -3.47 | 6.69 | 16.48 | -8.73 | -0.53 |
| Sharpe Ratio | NA | 0.57 | 0.72 | 0.89 | 0.77 | NA | NA | … | … | 0.48 | 0.29 | 3.15 | -0.64 | 1.75 | 1.09 | 0.06 | 0.60 | 1.99 | 1.48 | 0.14 | 1.02 | 2.07 | -1.38 | 0.52 | 1.66 | -0.79 | 0.73 | 2.55 | -1.55 | -0.70 |
| Standard Deviation(%) | NA | 12.56 | 8.79 | 7.76 | 7.43 | NA | NA | … | … | 9.04 | 12.39 | 5.01 | 7.79 | 5.83 | 4.62 | 6.71 | 6.30 | 7.05 | 5.59 | 9.50 | 13.78 | 8.66 | 3.94 | 10.34 | 7.96 | 7.17 | 7.91 | 6.20 | 6.36 | 4.06 |
| Draw Down(%) | NA | 19.09 | 19.09 | 19.09 | 19.09 | NA | NA | … | … | 2.20 | 19.09 | 2.65 | 10.14 | 4.36 | 3.28 | 6.49 | 4.69 | 6.06 | 4.68 | 8.72 | 10.75 | 4.45 | 5.59 | 7.56 | 7.26 | 5.95 | 8.63 | 3.36 | 11.86 | 4.65 |
| Yield(%) | NA | 8.55 | 5.18 | 3.97 | 3.66 | NA | NA | … | … | 0.00 | 8.72 | 4.35 | 2.69 | 0.32 | 4.15 | 3.16 | 4.09 | 3.34 | 2.98 | 3.16 | 2.07 | 3.02 | 1.49 | 6.76 | 7.22 | 4.02 | 1.15 | 1.60 | 0.31 | 0.73 |
Data as of 11/30/2020, 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 |
|---|---|---|---|---|
| Claremont McKenna College Academic Retirement Plan Tactical Asset Allocation Moderate |
0.82%
Oct 2017 – Oct 2020 |
2.31%
Feb 2001 – Feb 2006 |
4.77%
Apr 2010 – Apr 2020 |
5.58%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Claremont McKenna College Academic Retirement Plan Tactical Asset Allocation Moderate |
13.26%
Apr 2009 – Apr 2012 |
11.48%
Feb 2009 – Feb 2014 |
8.25%
Apr 2003 – Apr 2013 |
7.84%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart