Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FOX INVESTMENT PLAN Strategic Asset Allocation – Optimal Moderate | NA | 24.87% | 2.47% | 9.55% | 10.75% | 10.59% | 9.32% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FOX INVESTMENT PLAN Strategic Asset Allocation – Optimal 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 (%) | -0.88 | 24.87 | 2.47 | 9.55 | 10.75 | 10.59 | 9.32 | … | … | 0.36 | 7.63 | 12.56 | -13.37 | 10.33 | 31.23 | 17.76 | 30.02 | 10.42 | 6.25 | -0.68 | 3.84 | 17.12 | 13.34 | 1.52 | 11.77 | 22.57 | -19.37 | 7.49 | 10.61 | 9.31 | 14.74 | 21.39 | 1.84 | 5.55 |
| Sharpe Ratio | NA | 0.30 | -0.18 | 0.50 | 0.64 | NA | NA | … | … | 0.04 | 0.13 | 0.91 | -1.02 | 1.32 | 1.63 | 1.92 | 0.94 | 2.43 | 0.79 | -0.09 | 0.53 | 2.40 | 1.89 | 0.12 | 1.23 | 1.49 | -0.98 | 0.60 | 1.07 | 1.17 | 2.06 | 2.98 | 0.08 | 0.39 |
| Standard Deviation(%) | NA | 7.87 | 10.90 | 12.52 | 13.87 | NA | NA | … | … | 8.23 | 7.94 | 9.12 | 14.49 | 7.83 | 19.06 | 8.50 | 30.48 | 4.03 | 7.62 | 8.27 | 7.16 | 7.12 | 7.03 | 12.49 | 9.48 | 15.12 | 20.71 | 7.54 | 6.85 | 6.13 | 6.71 | 6.95 | 9.28 | 8.31 |
| Draw Down(%) | NA | 5.38 | 20.24 | 21.50 | 21.50 | NA | NA | … | … | 0.70 | 5.38 | 9.28 | 20.60 | 3.68 | 21.50 | 4.11 | 8.71 | 1.52 | 5.91 | 8.90 | 5.39 | 6.29 | 5.20 | 11.25 | 8.01 | 16.85 | 31.87 | 5.20 | 7.27 | 3.74 | 5.78 | 6.46 | 12.57 | 9.73 |
| Yield(%) | NA | 4.10 | 3.88 | 3.66 | 4.11 | NA | NA | … | … | NA | 0.72 | 3.94 | 5.45 | 1.22 | 5.13 | 1.76 | 8.37 | 0.69 | 3.99 | 3.37 | 6.83 | 3.76 | 4.11 | 3.66 | 3.98 | 3.27 | 6.32 | 5.83 | 4.88 | 3.85 | 5.14 | 3.55 | 4.21 | 4.88 |
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 |
|---|---|---|---|---|
| FOX INVESTMENT PLAN Strategic Asset Allocation – Optimal Moderate |
-6.12%
Feb 2006 – Feb 2009 |
0.64%
Feb 2004 – Feb 2009 |
5.58%
Feb 2006 – Feb 2016 |
7.17%
Oct 2003 – Oct 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FOX INVESTMENT PLAN Strategic Asset Allocation – Optimal Moderate |
29.94%
Oct 2018 – Oct 2021 |
19.97%
Feb 2016 – Feb 2021 |
13.81%
Sep 2011 – Sep 2021 |
12.17%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart