Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Kansas Board of Regents Mandatory Retirement Plan ING Strategic Asset Allocation – Optimal Moderate | NA | -1.40% | 2.08% | 2.97% | 6.78% | 5.41% | NA | … | … |
Data as of 05/29/2020, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Kansas Board of Regents Mandatory Retirement Plan ING 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 (%) | 1.90 | -1.40 | 2.08 | 2.97 | 6.78 | 5.41 | NA | … | … | 7.27 | 11.74 | -4.52 | 11.13 | 4.14 | 0.16 | 5.84 | 14.03 | 14.00 | 0.33 | 15.74 | 25.10 | -29.33 | 8.23 | 10.85 | 9.15 | 12.74 | 21.02 | -7.05 | -0.49 |
| Sharpe Ratio | NA | 0.26 | 0.35 | 0.52 | 0.73 | NA | NA | … | … | 0.36 | 1.15 | -0.63 | 2.26 | 0.46 | 0.02 | 0.88 | 1.90 | 1.86 | 0.02 | 1.36 | 1.41 | -1.37 | 0.57 | 1.09 | 1.10 | 1.65 | 2.22 | -0.61 | -0.24 |
| Standard Deviation(%) | NA | 17.11 | 11.89 | 10.33 | 9.74 | NA | NA | … | … | 19.40 | 8.99 | 9.28 | 4.66 | 8.48 | 7.60 | 6.59 | 7.37 | 7.51 | 14.25 | 11.53 | 17.79 | 22.07 | 9.20 | 6.94 | 6.37 | 7.14 | 9.14 | 13.25 | 11.86 |
| Draw Down(%) | NA | 25.12 | 25.12 | 25.12 | 25.12 | NA | NA | … | … | 21.89 | 6.90 | 11.95 | 3.01 | 7.47 | 8.25 | 5.41 | 7.25 | 5.89 | 14.05 | 8.23 | 18.74 | 39.03 | 5.89 | 7.26 | 4.46 | 5.96 | 6.88 | 16.38 | 14.85 |
| Yield(%) | NA | 1.74 | 3.69 | 3.60 | 3.55 | NA | NA | … | … | 1.05 | 4.49 | 6.16 | 0.36 | 3.66 | 5.75 | 5.42 | 2.56 | 2.99 | 2.64 | 2.18 | 3.87 | 5.46 | 6.78 | 3.87 | 3.45 | 2.51 | 3.30 | 2.91 | 5.46 |
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 |
|---|---|---|---|---|
| Kansas Board of Regents Mandatory Retirement Plan ING Strategic Asset Allocation – Optimal Moderate |
-10.24%
Feb 2006 – Feb 2009 |
-2.42%
Feb 2004 – Feb 2009 |
4.69%
Jan 2006 – Jan 2016 |
4.68%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Kansas Board of Regents Mandatory Retirement Plan ING Strategic Asset Allocation – Optimal Moderate |
21.02%
Feb 2009 – Feb 2012 |
17.13%
Feb 2009 – Feb 2014 |
10.64%
Feb 2009 – Feb 2019 |
7.79%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart