Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CLAREMONT MCKENNA COLLEGE ACADEMIC RETIREMENT PLAN Strategic Asset Allocation – Optimal Moderate | NA | 14.89% | 7.19% | 7.70% | 7.95% | 6.14% | NA | … | … |
Data as of 11/30/2020, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CLAREMONT MCKENNA COLLEGE ACADEMIC RETIREMENT PLAN Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 02/09/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.89 | 14.89 | 7.19 | 7.70 | 7.95 | 6.14 | NA | … | … | 2.84 | 16.61 | 19.52 | -4.84 | 9.67 | 3.30 | 2.48 | 5.81 | 13.67 | 14.80 | 1.07 | 15.25 | 22.09 | -28.76 | 5.18 | 11.26 | 5.46 | 8.35 | 18.43 | -13.23 | -3.03 |
| Sharpe Ratio | NA | 0.94 | 0.82 | 0.93 | 0.74 | NA | NA | … | … | 0.31 | 0.86 | 2.55 | -0.65 | 1.63 | 0.35 | 0.28 | 0.90 | 1.82 | 1.80 | 0.07 | 1.25 | 1.14 | -1.24 | 0.22 | 1.09 | 0.58 | 1.01 | 1.81 | -0.99 | -0.41 |
| Standard Deviation(%) | NA | 19.13 | 12.86 | 10.93 | 10.28 | NA | NA | … | … | 9.25 | 19.00 | 7.11 | 9.48 | 5.53 | 8.75 | 8.77 | 6.41 | 7.51 | 8.20 | 14.31 | 12.14 | 19.23 | 24.00 | 9.84 | 7.32 | 5.71 | 7.35 | 9.82 | 14.44 | 13.04 |
| Draw Down(%) | NA | 21.72 | 21.72 | 21.72 | 21.72 | NA | NA | … | … | 1.84 | 21.72 | 3.05 | 11.67 | 4.59 | 8.09 | 7.33 | 4.91 | 7.02 | 6.35 | 13.08 | 8.77 | 19.63 | 39.14 | 6.96 | 7.63 | 4.21 | 7.07 | 7.27 | 21.18 | 18.83 |
| Yield(%) | NA | 8.87 | 5.75 | 3.89 | 3.79 | NA | NA | … | … | 0.04 | 9.01 | 2.38 | 5.90 | 0.19 | 1.97 | 5.52 | 3.12 | 5.08 | 2.61 | 2.30 | 1.93 | 1.70 | 1.06 | 5.77 | 5.89 | 3.08 | 1.28 | 1.06 | 0.06 | 0.42 |
Data as of 11/30/2020, 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 |
|---|---|---|---|---|
| CLAREMONT MCKENNA COLLEGE ACADEMIC RETIREMENT PLAN Strategic Asset Allocation – Optimal Moderate |
-11.54%
Feb 2006 – Feb 2009 |
-4.58%
Feb 2004 – Feb 2009 |
3.35%
Nov 2001 – Nov 2011 |
4.18%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CLAREMONT MCKENNA COLLEGE ACADEMIC RETIREMENT PLAN Strategic Asset Allocation – Optimal Moderate |
21.24%
Feb 2009 – Feb 2012 |
17.34%
Feb 2009 – Feb 2014 |
10.58%
Feb 2009 – Feb 2019 |
6.98%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart