Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| The Oregon College Savings Plan Strategic Asset Allocation – Optimal Moderate | NA | 2.86% | 6.65% | 6.57% | 6.92% | NA | NA | … | … |
Data as of 10/30/2015, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| The Oregon College Savings Plan Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 12/31/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 2.86 | 6.65 | 6.57 | 6.92 | NA | NA | … | … | -0.08 | 4.13 | 13.53 | 12.91 | 0.57 | 11.35 | 30.03 | -26.13 | 10.78 | 17.30 | 6.35 | 18.37 | 22.17 | -0.76 | 9.35 |
| Sharpe Ratio | NA | -0.01 | 0.90 | 0.79 | 0.48 | NA | NA | … | … | -0.01 | 0.67 | 2.46 | 2.43 | 0.05 | 1.30 | 1.59 | -1.21 | 0.91 | 1.56 | 0.74 | 2.25 | 3.20 | -0.21 | 0.92 |
| Standard Deviation(%) | NA | 7.22 | 6.34 | 7.66 | 11.74 | NA | NA | … | … | 7.22 | 6.19 | 5.48 | 5.30 | 12.05 | 8.67 | 18.79 | 22.28 | 8.54 | 8.99 | 5.64 | 7.73 | 6.71 | 8.70 | 7.65 |
| Draw Down(%) | NA | 6.48 | 6.48 | 11.24 | 39.50 | NA | NA | … | … | 6.48 | 4.84 | 5.58 | 3.78 | 11.24 | 7.41 | 16.23 | 36.66 | 6.32 | 10.52 | 5.33 | 7.98 | 6.97 | 15.39 | 10.39 |
| Yield(%) | NA | 3.58 | 4.32 | 4.05 | 4.53 | NA | NA | … | … | 3.58 | 6.10 | 3.28 | 3.03 | 3.84 | 4.02 | 3.16 | 2.05 | 8.54 | 7.53 | 8.21 | 5.39 | 4.77 | 2.73 | 3.80 |
Data as of 10/30/2015, 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 |
|---|---|---|---|---|
| The Oregon College Savings Plan Strategic Asset Allocation – Optimal Moderate |
-5.91%
Feb 2006 – Feb 2009 |
1.01%
Feb 2004 – Feb 2009 |
6.31%
Sep 2005 – Sep 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| The Oregon College Savings Plan Strategic Asset Allocation – Optimal Moderate |
19.43%
Mar 2003 – Mar 2006 |
16.57%
Oct 2002 – Oct 2007 |
10.23%
Mar 2003 – Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart