Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| INSTITUTE FOR DEFENSE ANALYSES QUALIFIED RETIREMENT PLAN Strategic Asset Allocation – Optimal Moderate | NA | 14.14% | 6.94% | 4.91% | 7.38% | 7.30% | NA | … | … |
Data as of 10/31/2019, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| INSTITUTE FOR DEFENSE ANALYSES QUALIFIED RETIREMENT PLAN Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 12/31/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.37 | 14.14 | 6.94 | 4.91 | 7.38 | 7.30 | NA | … | … | 19.69 | -5.56 | 11.05 | 5.54 | -1.91 | 7.76 | 10.66 | 11.66 | -0.30 | 14.38 | 32.52 | -23.65 | 9.03 | 13.94 | 11.23 | 16.36 | 26.33 | -1.44 | 4.93 |
| Sharpe Ratio | NA | 2.91 | 0.98 | 0.63 | 0.78 | NA | NA | … | … | 2.91 | -0.77 | 2.27 | 0.67 | -0.23 | 1.23 | 1.47 | 1.69 | -0.02 | 1.22 | 1.64 | -1.08 | 0.59 | 1.39 | 1.52 | 2.32 | 3.62 | -0.28 | 0.31 |
| Standard Deviation(%) | NA | 6.29 | 6.86 | 7.39 | 8.56 | NA | NA | … | … | 6.29 | 8.91 | 4.59 | 7.99 | 8.25 | 6.28 | 7.22 | 6.87 | 13.59 | 11.74 | 19.82 | 22.67 | 10.25 | 7.65 | 5.97 | 6.65 | 7.08 | 9.13 | 8.48 |
| Draw Down(%) | NA | 2.45 | 11.90 | 12.11 | 13.87 | NA | NA | … | … | 2.45 | 11.90 | 2.05 | 6.48 | 9.59 | 5.32 | 7.95 | 5.09 | 13.87 | 8.73 | 16.64 | 35.16 | 7.21 | 8.89 | 4.39 | 8.07 | 4.77 | 15.63 | 10.59 |
| Yield(%) | NA | 4.15 | 2.52 | 2.94 | 3.13 | NA | NA | … | … | 4.16 | 3.05 | 0.28 | 2.99 | 4.22 | 3.95 | 3.50 | 3.70 | 3.04 | 2.11 | 2.68 | 3.10 | 4.04 | 5.37 | 4.91 | 3.47 | 3.07 | 3.00 | 3.91 |
Data as of 10/31/2019, 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 |
|---|---|---|---|---|
| INSTITUTE FOR DEFENSE ANALYSES QUALIFIED RETIREMENT PLAN Strategic Asset Allocation – Optimal Modera |
-7.03%
Feb 2006 – Feb 2009 |
0.62%
Feb 2004 – Feb 2009 |
5.49%
Oct 2007 – Oct 2017 |
6.80%
Dec 2003 – Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| INSTITUTE FOR DEFENSE ANALYSES QUALIFIED RETIREMENT PLAN Strategic Asset Allocation – Optimal Modera |
22.07%
Feb 2009 – Feb 2012 |
16.86%
Feb 2009 – Feb 2014 |
10.72%
Mar 2003 – Mar 2013 |
9.16%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart