Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Grand Canyon University 401k Plan Strategic Asset Allocation – Optimal Moderate | NA | 25.34% | 1.70% | 6.21% | 5.45% | 6.90% | 5.97% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Grand Canyon University 401k Plan 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 | 25.34 | 1.70 | 6.21 | 5.45 | 6.90 | 5.97 | … | … | 0.52 | 11.24 | 9.50 | -12.69 | 6.17 | 14.03 | 18.49 | -6.10 | 11.85 | 5.35 | 0.16 | 3.89 | 17.50 | 11.95 | -2.72 | 13.38 | 17.94 | -24.37 | 7.90 | 14.01 | 7.38 | 11.12 | 24.47 | -8.31 | -4.51 |
| Sharpe Ratio | NA | 0.72 | -0.15 | 0.23 | 0.39 | NA | NA | … | … | 0.06 | 0.55 | 0.58 | -1.05 | 0.65 | 0.82 | 2.76 | -0.79 | 2.43 | 0.63 | 0.02 | 0.56 | 2.38 | 1.51 | -0.19 | 1.08 | 1.01 | -1.18 | 0.51 | 1.53 | 0.79 | 1.53 | 2.44 | -0.66 | -0.53 |
| Standard Deviation(%) | NA | 8.41 | 10.53 | 11.89 | 9.91 | NA | NA | … | … | 8.16 | 8.47 | 8.99 | 13.39 | 9.47 | 16.85 | 6.20 | 9.40 | 4.62 | 8.10 | 7.96 | 6.87 | 7.35 | 7.89 | 14.22 | 12.33 | 17.68 | 21.44 | 9.59 | 7.00 | 6.60 | 6.65 | 9.74 | 14.19 | 12.75 |
| Draw Down(%) | NA | 5.35 | 19.66 | 22.42 | 22.42 | NA | NA | … | … | 0.65 | 5.35 | 9.12 | 20.16 | 5.71 | 20.41 | 3.34 | 13.03 | 1.73 | 6.75 | 6.92 | 5.94 | 6.15 | 6.61 | 14.75 | 10.48 | 19.24 | 34.44 | 6.84 | 7.23 | 5.15 | 5.46 | 8.30 | 19.74 | 17.68 |
| Yield(%) | NA | 2.86 | 2.76 | 2.96 | 3.58 | NA | NA | … | … | NA | 0.76 | 2.45 | 1.66 | 3.47 | 3.38 | 3.36 | 4.43 | 0.55 | 4.99 | 5.39 | 6.20 | 8.38 | 3.57 | 2.83 | 3.64 | 4.01 | 3.03 | 5.78 | 3.89 | 4.02 | 4.14 | 3.72 | 2.61 | 1.47 |
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 |
|---|---|---|---|---|
| Grand Canyon University 401k Plan Strategic Asset Allocation – Optimal Moderate |
-8.18%
Feb 2006 – Feb 2009 |
-1.25%
Feb 2004 – Feb 2009 |
3.76%
Oct 2013 – Oct 2023 |
3.62%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Grand Canyon University 401k Plan Strategic Asset Allocation – Optimal Moderate |
16.65%
Feb 2009 – Feb 2012 |
14.68%
Feb 2009 – Feb 2014 |
9.22%
Feb 2009 – Feb 2019 |
8.17%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart