Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| National Christian Charitable Foundation Retirement Strategic Asset Allocation – Optimal Moderate | NA | 27.79% | 1.49% | 6.98% | 5.72% | 7.55% | 6.86% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| National Christian Charitable Foundation Retirement Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.96 | 27.79 | 1.49 | 6.98 | 5.72 | 7.55 | 6.86 | … | … | 0.37 | 8.93 | 14.09 | -18.35 | 5.06 | 23.33 | 18.41 | -6.25 | 8.16 | 7.91 | -0.12 | 1.35 | 19.51 | 14.93 | -0.40 | 14.03 | 26.08 | -28.41 | 12.28 | 14.08 | 9.91 | 13.48 | 35.01 | -6.38 | 8.44 |
| Sharpe Ratio | NA | 0.37 | -0.25 | 0.24 | 0.35 | NA | NA | … | … | 0.05 | 0.23 | 1.02 | -1.29 | 0.45 | 1.22 | 2.20 | -0.71 | 1.22 | 0.89 | -0.02 | 0.17 | 2.43 | 1.71 | -0.03 | 1.11 | 1.42 | -1.26 | 0.94 | 1.43 | 1.11 | 1.46 | 3.84 | -0.63 | 0.49 |
| Standard Deviation(%) | NA | 9.87 | 11.89 | 13.50 | 11.24 | NA | NA | … | … | 6.04 | 9.95 | 9.61 | 15.27 | 11.21 | 18.93 | 7.71 | 10.65 | 6.18 | 8.63 | 8.35 | 7.97 | 8.01 | 8.72 | 16.88 | 12.55 | 18.35 | 23.29 | 9.88 | 7.57 | 6.95 | 8.60 | 8.94 | 11.85 | 12.53 |
| Draw Down(%) | NA | 6.85 | 21.72 | 24.21 | 24.21 | NA | NA | … | … | 0.48 | 6.85 | 9.87 | 22.98 | 7.15 | 22.75 | 4.60 | 14.83 | 3.47 | 8.27 | 8.43 | 6.96 | 5.69 | 7.76 | 16.57 | 11.10 | 19.66 | 41.67 | 7.92 | 8.47 | 4.77 | 7.51 | 7.52 | 17.93 | 15.08 |
| Yield(%) | NA | 6.59 | 5.90 | 6.08 | 5.06 | NA | NA | … | … | NA | 0.88 | 6.47 | 3.22 | 7.31 | 8.95 | 3.66 | 3.11 | 0.30 | 7.14 | 4.43 | 5.53 | 5.58 | 3.05 | 3.35 | 3.09 | 3.23 | 3.59 | 6.92 | 7.19 | 3.15 | 4.85 | 3.36 | 2.04 | 4.36 |
Data as of 10/31/2024, 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 |
|---|---|---|---|---|
| National Christian Charitable Foundation Retirement Strategic Asset Allocation – Optimal Moderate |
-8.26%
Feb 2006 – Feb 2009 |
-0.85%
Feb 2004 – Feb 2009 |
3.71%
Oct 2013 – Oct 2023 |
4.21%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| National Christian Charitable Foundation Retirement Strategic Asset Allocation – Optimal Moderate |
21.58%
Mar 2003 – Mar 2006 |
18.18%
Feb 2009 – Feb 2014 |
10.76%
Mar 2003 – Mar 2013 |
9.31%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart