Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AMERICAN PUBLIC MEDIA RETIREMENT PLAN Strategic Asset Allocation – Optimal Moderate | NA | -4.16% | 2.89% | 2.01% | 7.38% | 6.28% | NA | … | … |
Data as of 10/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AMERICAN PUBLIC MEDIA RETIREMENT 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 (%) | 1.63 | -4.16 | 2.89 | 2.01 | 7.38 | 6.28 | NA | … | … | -5.79 | 9.49 | 3.46 | -3.27 | 2.02 | 12.15 | 12.40 | 1.28 | 15.99 | 25.96 | -27.86 | 11.98 | 12.39 | 9.66 | 16.11 | 31.04 | -3.43 | 5.09 |
| Sharpe Ratio | NA | -0.78 | 0.21 | 0.09 | 0.71 | NA | NA | … | … | -0.78 | 1.94 | 0.48 | -0.41 | 0.36 | 2.07 | 2.13 | 0.11 | 1.60 | 1.38 | -1.24 | 0.90 | 1.31 | 1.57 | 2.25 | 4.64 | -0.60 | 0.38 |
| Standard Deviation(%) | NA | 9.12 | 7.09 | 7.00 | 9.46 | NA | NA | … | … | 9.12 | 4.56 | 6.83 | 7.97 | 5.60 | 5.85 | 5.80 | 11.50 | 9.96 | 18.72 | 23.24 | 10.00 | 6.96 | 4.76 | 6.74 | 6.54 | 7.59 | 7.22 |
| Draw Down(%) | NA | 12.37 | 12.37 | 13.29 | 18.82 | NA | NA | … | … | 12.37 | 3.16 | 6.50 | 10.71 | 4.81 | 7.20 | 4.49 | 10.30 | 8.58 | 18.82 | 39.27 | 8.16 | 8.68 | 3.65 | 9.11 | 4.23 | 12.45 | 8.73 |
| Yield(%) | NA | 5.23 | 2.72 | 3.62 | 3.67 | NA | NA | … | … | 5.20 | 0.06 | 2.87 | 4.77 | 5.21 | 5.16 | 4.46 | 3.43 | 2.39 | 2.95 | 3.47 | 7.89 | 7.62 | 6.55 | 4.26 | 3.78 | 2.57 | 4.58 |
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 |
|---|---|---|---|---|
| AMERICAN PUBLIC MEDIA RETIREMENT PLAN Strategic Asset Allocation – Optimal Moderate |
-8.43%
Feb 2006 – Feb 2009 |
-0.63%
Feb 2004 – Feb 2009 |
3.91%
Oct 2007 – Oct 2017 |
6.18%
Nov 2003 – Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AMERICAN PUBLIC MEDIA RETIREMENT PLAN Strategic Asset Allocation – Optimal Moderate |
21.45%
Feb 2009 – Feb 2012 |
17.11%
Oct 2002 – Oct 2007 |
10.29%
Mar 2003 – Mar 2013 |
8.32%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart