Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OLD DOMINION 401(k) RETIREMENT PLAN Strategic Asset Allocation – Optimal Moderate | NA | 2.30% | 8.05% | 6.99% | 4.79% | NA | NA | … | … |
Data as of 10/30/2015, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OLD DOMINION 401(k) RETIREMENT PLAN Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 12/31/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.17 | 2.30 | 8.05 | 6.99 | 4.79 | NA | NA | … | … | 0.29 | 3.04 | 18.71 | 11.00 | -1.70 | 9.98 | 17.09 | -22.87 | 2.35 | 13.70 | 4.44 | 12.01 | 27.75 | -1.98 | -1.00 |
| Sharpe Ratio | NA | 0.03 | 0.90 | 0.58 | 0.28 | NA | NA | … | … | 0.03 | 0.41 | 2.51 | 1.21 | -0.11 | 0.79 | 0.95 | -1.03 | -0.06 | 1.16 | 0.29 | 1.16 | 2.96 | -0.83 | -1.09 |
| Standard Deviation(%) | NA | 8.58 | 7.80 | 10.28 | 13.28 | NA | NA | … | … | 8.58 | 7.30 | 7.44 | 9.03 | 16.27 | 12.50 | 17.91 | 23.19 | 11.67 | 9.00 | 7.71 | 9.50 | 9.13 | 3.70 | 3.05 |
| Draw Down(%) | NA | 8.35 | 8.35 | 15.31 | 39.16 | NA | NA | … | … | 8.35 | 6.01 | 3.83 | 8.03 | 15.31 | 10.15 | 18.96 | 32.35 | 7.12 | 8.32 | 5.68 | 6.69 | 5.75 | 5.88 | 4.69 |
| Yield(%) | NA | 1.57 | 1.91 | 1.69 | 2.61 | NA | NA | … | … | 1.57 | 3.10 | 1.08 | 1.54 | 1.15 | 1.57 | 1.42 | 3.69 | 7.03 | 3.87 | 3.11 | 3.19 | 0.94 | 0.95 | 2.18 |
Data as of 10/30/2015, 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 |
|---|---|---|---|---|
| OLD DOMINION 401(k) RETIREMENT PLAN Strategic Asset Allocation – Optimal Moderate |
-9.19%
Feb 2006 – Feb 2009 |
-2.30%
Feb 2004 – Feb 2009 |
4.20%
Sep 2005 – Sep 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OLD DOMINION 401(k) RETIREMENT PLAN Strategic Asset Allocation – Optimal Moderate |
17.98%
Mar 2003 – Mar 2006 |
13.99%
Feb 2009 – Feb 2014 |
7.30%
Mar 2003 – Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart