Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Morningstar Retiree Portfolios Conservative Strategic Asset Allocation | NA | 5.29% | 4.01% | 6.49% | 3.94% | 4.14% | 4.09% | … | … |
Data as of 03/31/2025, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Morningstar Retiree Portfolios Conservative Strategic Asset Allocation | 12/31/2000 | 06/04/2025 |
| 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 (%) | -0.42 | 5.29 | 4.01 | 6.49 | 3.94 | 4.14 | 4.09 | … | … | 3.90 | 6.36 | 9.88 | -8.74 | 6.76 | 9.58 | 12.28 | -7.95 | 10.95 | 4.51 | -1.94 | 3.01 | 2.00 | 8.53 | -1.24 | 12.04 | 14.92 | -22.80 | 10.77 | 11.24 | 7.71 | 8.67 | 17.88 | -4.19 | 1.21 |
| Sharpe Ratio | NA | 0.48 | 0.44 | 0.48 | 0.38 | NA | NA | … | … | 0.31 | 0.52 | 1.14 | -1.18 | 0.96 | 0.73 | 2.37 | -1.39 | 2.41 | 0.68 | -0.33 | 0.60 | 0.30 | 1.28 | -0.13 | 1.24 | 1.08 | -1.44 | 0.90 | 1.16 | 1.07 | 1.26 | 2.54 | -0.61 | -0.27 |
| Standard Deviation(%) | NA | 6.94 | 6.48 | 6.91 | 7.23 | NA | NA | … | … | 8.34 | 5.26 | 5.44 | 8.58 | 7.04 | 12.86 | 4.57 | 6.72 | 4.27 | 6.30 | 5.97 | 4.99 | 6.59 | 6.62 | 10.14 | 9.65 | 13.72 | 16.52 | 8.52 | 6.72 | 5.11 | 6.13 | 6.76 | 8.70 | 4.53 |
| Draw Down(%) | NA | 6.30 | 6.30 | 14.13 | 14.13 | NA | NA | … | … | 5.84 | 3.45 | 4.07 | 12.72 | 3.57 | 13.25 | 2.69 | 11.86 | 2.19 | 3.68 | 6.77 | 3.66 | 8.93 | 5.69 | 9.27 | 6.35 | 13.28 | 30.70 | 5.12 | 7.41 | 3.23 | 7.30 | 5.05 | 11.44 | 6.18 |
| Yield(%) | NA | 3.50 | 3.38 | 3.12 | 2.53 | NA | NA | … | … | NA | 1.14 | 3.58 | 2.62 | 3.86 | 2.32 | 2.63 | 1.64 | 0.36 | 2.68 | 2.56 | 2.36 | 1.69 | 2.17 | 2.42 | 2.95 | 1.23 | 3.79 | 3.28 | 2.66 | 1.91 | 1.61 | 2.42 | 1.34 | 2.17 |
Data as of 03/31/2025, 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 |
|---|---|---|---|---|
| Morningstar Retiree Portfolios Conservative Strategic Asset Allocation |
-5.72%
Feb 2006 – Feb 2009 |
-0.39%
Feb 2004 – Feb 2009 |
2.05%
May 2008 – May 2018 |
1.97%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Morningstar Retiree Portfolios Conservative Strategic Asset Allocation |
14.09%
Mar 2003 – Mar 2006 |
12.03%
Oct 2002 – Oct 2007 |
6.53%
Mar 2003 – Mar 2013 |
5.56%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart