Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Orange County Department of Education AF Advantage Variable Annuity 403b Strategic Asset Allocation – Optimal Moderate | NA | 5.42% | 3.92% | 7.90% | 4.11% | 6.18% | NA | … | … |
Data as of 09/30/2016, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Orange County Department of Education AF Advantage Variable Annuity 403b Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 12/30/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.16 | 5.42 | 3.92 | 7.90 | 4.11 | 6.18 | NA | … | … | 1.12 | 2.06 | 4.29 | 19.82 | 8.62 | -2.43 | 13.29 | 21.82 | -28.35 | 5.90 | 11.94 | 7.69 | 12.20 | 25.98 | -8.60 | 0.12 |
| Sharpe Ratio | NA | 0.05 | 0.31 | 0.89 | 0.25 | NA | NA | … | … | 0.12 | 0.22 | 0.62 | 2.92 | 1.06 | -0.15 | 1.12 | 1.31 | -1.27 | 0.31 | 1.04 | 0.85 | 1.43 | 2.16 | -0.66 | -0.17 |
| Standard Deviation(%) | NA | 7.58 | 7.95 | 7.76 | 12.64 | NA | NA | … | … | 7.58 | 9.25 | 6.87 | 6.79 | 8.08 | 16.08 | 11.80 | 16.61 | 23.00 | 9.42 | 8.27 | 6.51 | 7.89 | 11.69 | 14.66 | 13.07 |
| Draw Down(%) | NA | 9.05 | 10.87 | 10.87 | 40.90 | NA | NA | … | … | 8.54 | 8.39 | 5.63 | 3.78 | 7.42 | 15.59 | 9.20 | 16.59 | 37.26 | 6.19 | 9.83 | 4.80 | 6.22 | 8.65 | 19.75 | 17.03 |
| Yield(%) | NA | 1.81 | 3.89 | 4.01 | 3.48 | NA | NA | … | … | 1.83 | 7.50 | 2.36 | 5.28 | 3.00 | 1.38 | 1.39 | 1.57 | 2.47 | 7.89 | 8.95 | 5.82 | 1.53 | 1.29 | 2.31 | 4.82 |
Data as of 09/30/2016, 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 |
|---|---|---|---|---|
| Orange County Department of Education AF Advantage Variable Annuity 403b Strategic Asset Allocation |
-9.88%
Feb 2006 – Feb 2009 |
-2.51%
Feb 2004 – Feb 2009 |
3.54%
Apr 2006 – Apr 2016 |
4.91%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Orange County Department of Education AF Advantage Variable Annuity 403b Strategic Asset Allocation |
18.70%
Mar 2003 – Mar 2006 |
14.74%
Feb 2009 – Feb 2014 |
7.53%
Mar 2003 – Mar 2013 |
6.13%
Sep 2001 – Sep 2016 |
Annualized Rolling Returns Comparison Chart