Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BOSTON UNIVERSITY SUPPLEMENTAL RETIREMENT AND SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate | NA | -2.50% | 2.90% | 1.98% | 7.14% | 5.60% | NA | … | … |
Data as of 10/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BOSTON UNIVERSITY SUPPLEMENTAL RETIREMENT AND SAVINGS 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 (%) | 0.85 | -2.50 | 2.90 | 1.98 | 7.14 | 5.60 | NA | … | … | -5.45 | 10.71 | 1.50 | -3.72 | 3.93 | 10.39 | 13.67 | -0.63 | 16.97 | 25.25 | -24.53 | 6.48 | 7.26 | 10.44 | 13.12 | 23.25 | -4.86 | 0.53 |
| Sharpe Ratio | NA | -0.76 | 0.19 | 0.12 | 0.67 | NA | NA | … | … | -0.76 | 2.21 | 0.19 | -0.48 | 0.77 | 1.83 | 2.15 | -0.05 | 1.73 | 1.24 | -1.09 | 0.37 | 0.55 | 1.37 | 1.58 | 2.74 | -0.62 | -0.20 |
| Standard Deviation(%) | NA | 8.92 | 6.96 | 6.80 | 9.80 | NA | NA | … | … | 8.92 | 4.57 | 6.68 | 7.75 | 5.08 | 5.67 | 6.32 | 12.27 | 9.74 | 20.30 | 23.25 | 9.30 | 7.18 | 6.03 | 7.69 | 8.24 | 9.54 | 8.75 |
| Draw Down(%) | NA | 12.12 | 12.12 | 14.19 | 20.09 | NA | NA | … | … | 12.12 | 2.05 | 7.73 | 10.35 | 4.87 | 6.53 | 4.60 | 12.15 | 7.70 | 20.09 | 36.34 | 8.08 | 9.07 | 4.12 | 8.66 | 7.02 | 15.68 | 12.55 |
| Yield(%) | NA | 5.45 | 3.03 | 3.89 | 3.47 | NA | NA | … | … | 5.42 | 0.36 | 3.31 | 3.84 | 6.46 | 3.44 | 3.18 | 2.66 | 2.81 | 2.91 | 2.43 | 9.89 | 5.99 | 5.76 | 4.36 | 3.13 | 2.32 | 3.28 |
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 |
|---|---|---|---|---|
| BOSTON UNIVERSITY SUPPLEMENTAL RETIREMENT AND SAVINGS PLAN Strategic Asset Allocation – Optimal Mode |
-10.31%
Feb 2006 – Feb 2009 |
-2.22%
Feb 2004 – Feb 2009 |
3.80%
Jan 2006 – Jan 2016 |
5.45%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BOSTON UNIVERSITY SUPPLEMENTAL RETIREMENT AND SAVINGS PLAN Strategic Asset Allocation – Optimal Mode |
21.89%
Feb 2009 – Feb 2012 |
16.57%
Feb 2009 – Feb 2014 |
8.92%
Mar 2003 – Mar 2013 |
7.29%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart