Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| University of Washington Retirement Plan Fidelity Strategic Asset Allocation – Optimal Moderate | NA | -21.07% | -3.43% | 0.20% | 6.33% | 5.31% | NA | … | … |
Data as of 10/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| University of Washington Retirement Plan Fidelity Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 12/31/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.28 | -21.07 | -3.43 | 0.20 | 6.33 | 5.31 | NA | … | … | -23.11 | 9.71 | 3.83 | 1.45 | 6.55 | 17.19 | 13.02 | 1.15 | 11.94 | 25.82 | -24.97 | 9.26 | 10.47 | 10.62 | 12.76 | 21.79 | -3.40 | -0.49 |
| Sharpe Ratio | NA | -1.06 | -0.36 | -0.13 | 0.47 | NA | NA | … | … | -1.06 | 1.87 | 0.62 | 0.17 | 1.00 | 2.51 | 1.69 | 0.08 | 0.97 | 1.47 | -1.21 | 0.69 | 0.90 | 1.38 | 1.62 | 2.44 | -0.45 | -0.31 |
| Standard Deviation(%) | NA | 23.08 | 14.04 | 11.87 | 12.12 | NA | NA | … | … | 23.08 | 4.87 | 5.83 | 8.39 | 6.56 | 6.84 | 7.68 | 14.15 | 12.28 | 17.54 | 21.46 | 9.08 | 7.95 | 6.10 | 7.27 | 8.64 | 9.90 | 8.98 |
| Draw Down(%) | NA | 29.04 | 29.04 | 29.04 | 29.04 | NA | NA | … | … | 29.04 | 2.53 | 4.21 | 7.32 | 5.02 | 5.28 | 6.18 | 12.14 | 10.79 | 16.54 | 33.99 | 6.33 | 8.53 | 3.99 | 5.90 | 6.63 | 13.41 | 11.68 |
| Yield(%) | NA | 2.61 | 1.74 | 2.79 | 2.66 | NA | NA | … | … | 2.60 | 0.42 | 2.13 | 4.32 | 4.46 | 3.17 | 2.27 | 3.15 | 1.64 | 2.41 | 2.29 | 9.23 | 6.09 | 4.74 | 2.97 | 2.16 | 3.11 | 2.66 |
Data as of 10/31/2018, 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 |
|---|---|---|---|---|
| University of Washington Retirement Plan Fidelity Strategic Asset Allocation – Optimal Moderate |
-7.66%
Feb 2006 – Feb 2009 |
-0.45%
Feb 2004 – Feb 2009 |
4.90%
Aug 2008 – Aug 2018 |
5.26%
Nov 2003 – Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| University of Washington Retirement Plan Fidelity Strategic Asset Allocation – Optimal Moderate |
19.37%
Feb 2009 – Feb 2012 |
16.50%
Feb 2009 – Feb 2014 |
9.10%
Mar 2003 – Mar 2013 |
8.41%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart