Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SAN FRANCISCO UNIVERSITY HIGH SCHOOL DC RETIREMENT PLAN Strategic Asset Allocation – Optimal Moderate | NA | 25.14% | 2.41% | 7.03% | 6.69% | 7.58% | 5.72% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SAN FRANCISCO UNIVERSITY HIGH SCHOOL DC RETIREMENT 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 | 25.14 | 2.41 | 7.03 | 6.69 | 7.58 | 5.72 | … | … | 0.05 | 9.06 | 11.70 | -14.40 | 12.30 | 14.04 | 23.05 | -2.83 | 9.70 | 5.81 | 0.26 | 4.30 | 13.40 | 14.17 | -2.94 | 14.06 | 18.96 | -27.97 | 4.16 | 13.62 | 3.06 | 8.77 | 16.56 | -10.85 | 3.88 |
| Sharpe Ratio | NA | 0.43 | -0.21 | 0.28 | 0.46 | NA | NA | … | … | 0.00 | 0.30 | 0.84 | -1.13 | 1.38 | 0.75 | 2.99 | -0.44 | 1.96 | 0.67 | 0.03 | 0.64 | 1.78 | 1.65 | -0.19 | 1.12 | 0.95 | -1.16 | 0.11 | 1.44 | 0.14 | 1.11 | 1.56 | -0.81 | 0.61 |
| Standard Deviation(%) | NA | 8.14 | 10.69 | 12.37 | 10.35 | NA | NA | … | … | 8.05 | 8.22 | 8.86 | 14.01 | 8.88 | 18.51 | 7.24 | 9.38 | 4.64 | 8.32 | 8.79 | 6.66 | 7.50 | 8.56 | 15.78 | 12.46 | 19.84 | 24.93 | 10.24 | 7.18 | 6.33 | 7.08 | 10.20 | 14.70 | 2.55 |
| Draw Down(%) | NA | 5.24 | 19.70 | 22.78 | 22.78 | NA | NA | … | … | 0.73 | 5.17 | 8.80 | 20.24 | 5.47 | 22.78 | 3.44 | 12.30 | 1.61 | 7.85 | 7.74 | 5.39 | 6.04 | 7.02 | 16.24 | 9.02 | 19.68 | 38.40 | 6.45 | 8.05 | 4.02 | 5.98 | 7.14 | 20.10 | 2.58 |
| Yield(%) | NA | 3.84 | 4.31 | 3.92 | 3.61 | NA | NA | … | … | NA | 1.03 | 3.28 | 3.78 | 4.79 | 3.27 | 7.66 | 4.05 | 0.55 | 2.45 | 3.39 | 2.36 | 2.85 | 3.10 | 1.84 | 0.94 | 1.40 | 2.18 | 4.53 | 6.62 | 4.10 | 1.38 | 1.27 | 1.21 | 3.28 |
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 |
|---|---|---|---|---|
| SAN FRANCISCO UNIVERSITY HIGH SCHOOL DC RETIREMENT PLAN Strategic Asset Allocation – Optimal Moderat |
-11.16%
Feb 2006 – Feb 2009 |
-4.57%
Feb 2004 – Feb 2009 |
2.30%
Sep 2001 – Sep 2011 |
3.80%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SAN FRANCISCO UNIVERSITY HIGH SCHOOL DC RETIREMENT PLAN Strategic Asset Allocation – Optimal Moderat |
18.30%
Feb 2009 – Feb 2012 |
15.30%
Feb 2009 – Feb 2014 |
9.90%
Feb 2009 – Feb 2019 |
9.00%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart