Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Southern Illinois University Carbondale State University Retirement System Plan Tactical Asset Allocation Moderate | NA | 29.37% | 11.84% | 13.26% | 9.08% | 9.19% | 9.09% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Southern Illinois University Carbondale State University Retirement System Plan Tactical Asset Allocation 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 (%) | -1.01 | 29.37 | 11.84 | 13.26 | 9.08 | 9.19 | 9.09 | … | … | 0.69 | 15.85 | 26.18 | -5.45 | 10.37 | 18.21 | 20.01 | -2.39 | 8.07 | 1.00 | -0.82 | 5.46 | 15.44 | 9.22 | 1.88 | 11.52 | 19.79 | -3.42 | 9.57 | 16.53 | 4.13 | 10.01 | 18.72 | 3.68 | 7.11 |
| Sharpe Ratio | NA | 1.09 | 0.90 | 1.02 | 0.82 | NA | NA | … | … | 0.07 | 0.95 | 2.84 | -0.67 | 1.04 | 1.61 | 2.74 | -0.42 | 1.13 | 0.16 | -0.13 | 0.85 | 2.16 | 1.77 | 0.18 | 0.89 | 2.13 | -0.74 | 0.64 | 1.68 | 0.28 | 1.27 | 3.76 | 0.55 | 1.08 |
| Standard Deviation(%) | NA | 9.74 | 9.29 | 9.85 | 8.49 | NA | NA | … | … | 9.62 | 9.78 | 7.71 | 10.21 | 9.98 | 11.14 | 6.79 | 8.90 | 6.57 | 4.99 | 6.57 | 6.44 | 7.12 | 5.18 | 10.17 | 12.84 | 9.26 | 5.88 | 10.24 | 7.89 | 7.07 | 7.15 | 4.79 | 4.70 | 4.44 |
| Draw Down(%) | NA | 6.76 | 10.97 | 13.75 | 13.75 | NA | NA | … | … | 0.83 | 6.76 | 4.53 | 12.77 | 5.42 | 8.54 | 2.33 | 12.30 | 5.74 | 4.03 | 6.89 | 4.77 | 6.04 | 3.92 | 9.49 | 9.62 | 5.11 | 9.01 | 6.55 | 5.61 | 4.87 | 8.69 | 2.03 | 7.45 | 2.13 |
| Yield(%) | NA | 15.33 | 9.99 | 8.44 | 5.96 | NA | NA | … | … | NA | 4.43 | 14.83 | 6.85 | 3.45 | 6.94 | 5.86 | 3.55 | 0.32 | 6.26 | 2.78 | 4.53 | 5.04 | 4.71 | 2.91 | 4.18 | 4.93 | 3.58 | 8.00 | 10.39 | 5.99 | 4.68 | 4.29 | 6.27 | 8.47 |
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 |
|---|---|---|---|---|
| Southern Illinois University Carbondale State University Retirement System Plan Tactical Asset Allo |
1.85%
Dec 2013 – Dec 2016 |
2.19%
Dec 2013 – Dec 2018 |
5.66%
Apr 2010 – Apr 2020 |
6.81%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Southern Illinois University Carbondale State University Retirement System Plan Tactical Asset Allo |
16.12%
Dec 2018 – Dec 2021 |
13.90%
Nov 2019 – Nov 2024 |
10.26%
Apr 2001 – Apr 2011 |
9.50%
Jun 2009 – Jun 2024 |
Annualized Rolling Returns Comparison Chart