Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| University of Minnesota Faculty Retirement Plan 401(a) Strategic Asset Allocation – Optimal Moderate | NA | 26.87% | 3.42% | 8.19% | 7.20% | 8.01% | 7.75% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| University of Minnesota Faculty Retirement Plan 401(a) 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 | 26.87 | 3.42 | 8.19 | 7.20 | 8.01 | 7.75 | … | … | 0.21 | 11.62 | 15.85 | -15.42 | 7.83 | 19.08 | 20.49 | -5.59 | 18.22 | 6.55 | -1.48 | 4.92 | 12.48 | 13.38 | -1.80 | 14.04 | 31.44 | -28.13 | 13.61 | 14.08 | 11.49 | 16.39 | 32.77 | -1.63 | 2.65 |
| Sharpe Ratio | NA | 0.76 | -0.04 | 0.36 | 0.53 | NA | NA | … | … | 0.02 | 0.61 | 1.27 | -1.16 | 0.88 | 1.03 | 2.62 | -0.70 | 3.58 | 0.76 | -0.18 | 0.71 | 1.67 | 1.74 | -0.13 | 1.20 | 1.83 | -1.28 | 0.98 | 1.34 | 1.50 | 1.99 | 4.41 | -0.26 | 0.03 |
| Standard Deviation(%) | NA | 8.20 | 11.02 | 12.50 | 10.46 | NA | NA | … | … | 8.60 | 8.26 | 9.15 | 14.54 | 8.90 | 18.34 | 7.28 | 9.82 | 4.92 | 8.40 | 8.40 | 6.88 | 7.45 | 7.65 | 14.23 | 11.65 | 17.16 | 22.73 | 10.78 | 8.09 | 6.19 | 7.75 | 7.27 | 10.72 | 12.12 |
| Draw Down(%) | NA | 4.50 | 21.76 | 23.26 | 23.26 | NA | NA | … | … | 0.84 | 4.50 | 8.81 | 22.22 | 5.91 | 21.90 | 3.32 | 13.17 | 1.94 | 6.49 | 9.75 | 5.83 | 7.20 | 6.16 | 14.48 | 9.27 | 15.81 | 38.68 | 8.13 | 10.01 | 4.50 | 9.14 | 5.19 | 15.07 | 15.51 |
| Yield(%) | NA | 3.47 | 4.66 | 4.05 | 3.78 | NA | NA | … | … | NA | 0.85 | 3.19 | 4.65 | 5.53 | 2.81 | 3.31 | 3.58 | 4.28 | 3.57 | 2.94 | 3.48 | 4.97 | 3.20 | 2.89 | 2.97 | 2.64 | 3.26 | 5.84 | 5.69 | 4.86 | 3.62 | 3.32 | 2.21 | 3.45 |
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 |
|---|---|---|---|---|
| University of Minnesota Faculty Retirement Plan 401(a) Strategic Asset Allocation – Optimal Moderate |
-6.93%
Feb 2006 – Feb 2009 |
0.85%
Feb 2004 – Feb 2009 |
5.22%
Oct 2007 – Oct 2017 |
4.69%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| University of Minnesota Faculty Retirement Plan 401(a) Strategic Asset Allocation – Optimal Moderate |
22.51%
Mar 2003 – Mar 2006 |
18.91%
Oct 2002 – Oct 2007 |
10.97%
Mar 2003 – Mar 2013 |
9.92%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart