Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Louisiana State University (LSUHSC) 403(b)Plan Strategic Asset Allocation – Optimal Moderate | NA | 23.11% | -0.17% | 4.70% | 4.58% | 6.37% | 5.54% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Louisiana State University (LSUHSC) 403(b)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 (%) | -1.10 | 23.11 | -0.17 | 4.70 | 4.58 | 6.37 | 5.54 | … | … | 0.13 | 3.75 | 9.35 | -18.14 | 8.14 | 14.44 | 18.99 | -4.91 | 8.67 | 3.09 | 1.24 | 7.28 | 12.84 | 12.59 | 0.00 | 12.73 | 23.82 | -27.05 | 7.61 | 10.50 | 8.33 | 14.91 | 21.88 | -7.75 | 3.25 |
| Sharpe Ratio | NA | -0.22 | -0.61 | 0.03 | 0.23 | NA | NA | … | … | 0.01 | -0.34 | 0.56 | -1.72 | 0.93 | 0.73 | 2.66 | -0.65 | 1.56 | 0.36 | 0.14 | 1.08 | 1.80 | 1.72 | 0.00 | 1.05 | 1.26 | -1.20 | 0.51 | 0.99 | 1.01 | 1.96 | 2.77 | -0.74 | 0.10 |
| Standard Deviation(%) | NA | 8.22 | 9.66 | 12.14 | 10.18 | NA | NA | … | … | 9.49 | 8.30 | 9.06 | 11.32 | 8.72 | 19.47 | 6.62 | 9.63 | 5.16 | 8.02 | 8.53 | 6.73 | 7.11 | 7.30 | 13.79 | 12.04 | 18.89 | 23.26 | 9.13 | 7.34 | 6.11 | 7.11 | 7.65 | 11.92 | 9.60 |
| Draw Down(%) | NA | 7.88 | 20.37 | 22.91 | 22.91 | NA | NA | … | … | 0.91 | 7.88 | 9.83 | 19.73 | 5.87 | 22.91 | 2.77 | 11.75 | 2.93 | 7.41 | 7.40 | 5.07 | 7.31 | 5.61 | 14.07 | 9.47 | 18.53 | 37.07 | 5.57 | 7.37 | 4.08 | 7.19 | 4.98 | 15.32 | 11.58 |
| Yield(%) | NA | 3.77 | 4.08 | 4.74 | 3.74 | NA | NA | … | … | NA | 0.77 | 3.32 | 3.45 | 5.95 | 5.80 | 4.19 | 4.71 | 0.17 | 3.82 | 3.36 | 3.71 | 4.36 | 3.88 | 3.62 | 2.71 | 2.66 | 3.20 | 7.36 | 5.21 | 5.62 | 3.15 | 2.30 | 2.63 | 3.66 |
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 |
|---|---|---|---|---|
| Louisiana State University (LSUHSC) 403(b)Plan Strategic Asset Allocation – Optimal Moderate |
-9.92%
Feb 2006 – Feb 2009 |
-2.05%
Feb 2004 – Feb 2009 |
3.31%
Oct 2013 – Oct 2023 |
3.81%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Louisiana State University (LSUHSC) 403(b)Plan Strategic Asset Allocation – Optimal Moderate |
19.54%
Feb 2009 – Feb 2012 |
15.93%
Feb 2009 – Feb 2014 |
9.77%
Feb 2009 – Feb 2019 |
8.06%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart