Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| University of Illinois Fidelity Mutual Funds Only Strategic Asset Allocation – Optimal Moderate | NA | 15.31% | 9.64% | 8.36% | 7.13% | 6.91% | 7.46% | … | … |
Data as of 08/31/2021, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| University of Illinois Fidelity Mutual Funds Only Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 11/24/2021 |
| 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 (%) | 0.78 | 15.31 | 9.64 | 8.36 | 7.13 | 6.91 | 7.46 | … | … | 6.40 | 15.00 | 17.43 | -5.09 | 10.96 | 4.60 | -0.68 | 2.30 | 11.44 | 12.52 | -0.25 | 19.03 | 27.35 | -22.99 | 9.24 | 10.32 | 10.47 | 13.26 | 21.10 | -2.49 | 2.91 |
| Sharpe Ratio | NA | 1.36 | 0.96 | 0.80 | 0.82 | NA | NA | … | … | 0.82 | 0.80 | 2.72 | -0.71 | 2.31 | 0.54 | -0.09 | 0.40 | 1.94 | 1.75 | -0.02 | 1.67 | 1.29 | -1.03 | 0.65 | 0.90 | 1.27 | 1.69 | 2.74 | -0.39 | 0.07 |
| Standard Deviation(%) | NA | 7.59 | 12.22 | 10.36 | 8.91 | NA | NA | … | … | 7.76 | 18.52 | 5.89 | 9.01 | 4.47 | 8.19 | 7.57 | 5.76 | 5.87 | 7.11 | 13.61 | 11.35 | 21.21 | 23.12 | 9.55 | 7.87 | 6.52 | 7.27 | 7.45 | 9.23 | 8.25 |
| Draw Down(%) | NA | 5.40 | 23.00 | 23.00 | 23.00 | NA | NA | … | … | 5.40 | 23.00 | 2.83 | 11.38 | 2.18 | 6.35 | 8.47 | 4.16 | 5.87 | 5.82 | 12.64 | 8.21 | 20.37 | 34.91 | 6.32 | 9.53 | 4.34 | 7.07 | 6.14 | 12.80 | 9.78 |
| Yield(%) | NA | 5.15 | 4.45 | 3.02 | 3.08 | NA | NA | … | … | 1.60 | 5.65 | 3.87 | 3.21 | 0.38 | 3.04 | 3.43 | 4.26 | 3.07 | 2.19 | 2.36 | 3.33 | 3.07 | 2.61 | 7.20 | 6.03 | 3.88 | 3.69 | 1.83 | 3.39 | 3.88 |
Data as of 08/31/2021, 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 |
|---|---|---|---|---|
| University of Illinois Fidelity Mutual Funds Only Strategic Asset Allocation – Optimal Moderate |
-8.13%
Feb 2006 – Feb 2009 |
-0.70%
Feb 2004 – Feb 2009 |
4.72%
Mar 2010 – Mar 2020 |
5.40%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| University of Illinois Fidelity Mutual Funds Only Strategic Asset Allocation – Optimal Moderate |
23.19%
Feb 2009 – Feb 2012 |
17.47%
Feb 2009 – Feb 2014 |
10.18%
Feb 2009 – Feb 2019 |
8.29%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart