Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LOYOLA UNIVERSITY CHICAGO DEFINED CONTRIBUTION RETIREMENT PLAN Strategic Asset Allocation – Optimal Moderate | NA | -5.38% | 3.09% | 3.05% | 7.75% | 6.98% | NA | … | … |
Data as of 10/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LOYOLA UNIVERSITY CHICAGO DEFINED CONTRIBUTION RETIREMENT PLAN Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 12/31/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.02 | -5.38 | 3.09 | 3.05 | 7.75 | 6.98 | NA | … | … | -4.99 | 8.85 | 7.01 | -1.71 | 5.01 | 9.11 | 13.44 | -0.76 | 12.55 | 31.39 | -23.93 | 12.26 | 14.07 | 12.49 | 13.46 | 27.09 | -1.55 | 14.62 |
| Sharpe Ratio | NA | -0.43 | 0.27 | 0.25 | 0.68 | NA | NA | … | … | -0.43 | 1.75 | 0.80 | -0.20 | 0.81 | 1.27 | 1.84 | -0.06 | 1.11 | 1.79 | -1.12 | 0.98 | 1.47 | 1.72 | 1.73 | 3.80 | -0.28 | 1.18 |
| Standard Deviation(%) | NA | 14.83 | 10.22 | 9.20 | 10.73 | NA | NA | … | … | 14.83 | 4.70 | 8.46 | 8.54 | 6.13 | 7.14 | 7.28 | 13.78 | 11.25 | 17.51 | 22.12 | 9.39 | 7.35 | 6.01 | 7.22 | 6.95 | 9.59 | 10.47 |
| Draw Down(%) | NA | 14.92 | 14.92 | 14.92 | 15.52 | NA | NA | … | … | 14.92 | 3.50 | 6.76 | 9.52 | 5.11 | 8.03 | 6.29 | 13.86 | 8.04 | 15.52 | 36.39 | 6.38 | 7.93 | 4.37 | 6.58 | 6.00 | 16.56 | 10.07 |
| Yield(%) | NA | 4.63 | 3.41 | 3.79 | 3.74 | NA | NA | … | … | 4.61 | 0.26 | 5.35 | 5.61 | 3.18 | 3.89 | 4.63 | 2.90 | 3.33 | 3.36 | 5.04 | 8.92 | 6.99 | 6.90 | 3.81 | 3.75 | 3.57 | 6.83 |
Data as of 10/31/2018, 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 |
|---|---|---|---|---|
| LOYOLA UNIVERSITY CHICAGO DEFINED CONTRIBUTION RETIREMENT PLAN Strategic Asset Allocation – Optimal |
-5.45%
Feb 2006 – Feb 2009 |
1.46%
Feb 2004 – Feb 2009 |
5.02%
May 2008 – May 2018 |
6.93%
Nov 2003 – Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LOYOLA UNIVERSITY CHICAGO DEFINED CONTRIBUTION RETIREMENT PLAN Strategic Asset Allocation – Optimal |
20.58%
Feb 2009 – Feb 2012 |
17.04%
Oct 2002 – Oct 2007 |
10.81%
Mar 2003 – Mar 2013 |
9.01%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart