Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| 403(B) THRIFT PLAN FOR STUDENT CONSERVATION ASSOCIATION INC. Strategic Asset Allocation – Optimal Moderate | NA | 4.10% | 2.57% | 2.72% | 5.49% | 5.71% | NA | … | … |
Data as of 05/29/2020, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| 403(B) THRIFT PLAN FOR STUDENT CONSERVATION ASSOCIATION INC. Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 08/28/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.18 | 4.10 | 2.57 | 2.72 | 5.49 | 5.71 | NA | … | … | 7.87 | 16.46 | -5.69 | 7.80 | 4.11 | -2.07 | 2.68 | 11.37 | 13.95 | -3.53 | 13.03 | 31.55 | -26.40 | 13.90 | 13.29 | 9.89 | 16.49 | 30.31 | -0.21 | -0.19 |
| Sharpe Ratio | NA | 0.74 | 0.43 | 0.55 | 0.63 | NA | NA | … | … | 0.42 | 2.59 | -0.82 | 1.22 | 0.47 | -0.26 | 0.40 | 1.49 | 1.83 | -0.25 | 1.17 | 1.78 | -1.24 | 1.06 | 1.25 | 1.34 | 2.08 | 4.49 | -0.15 | -0.28 |
| Standard Deviation(%) | NA | 14.97 | 10.65 | 9.50 | 9.36 | NA | NA | … | … | 18.04 | 5.81 | 8.58 | 5.86 | 8.30 | 8.15 | 6.70 | 7.59 | 7.58 | 13.97 | 11.03 | 17.70 | 22.04 | 10.26 | 8.00 | 5.75 | 7.46 | 6.60 | 8.60 | 9.01 |
| Draw Down(%) | NA | 20.08 | 20.08 | 20.08 | 20.08 | NA | NA | … | … | 20.08 | 2.44 | 11.66 | 4.82 | 6.60 | 9.37 | 6.20 | 7.91 | 6.51 | 15.31 | 8.43 | 19.39 | 37.90 | 7.66 | 10.12 | 4.13 | 7.18 | 4.99 | 13.48 | 16.04 |
| Yield(%) | NA | 1.99 | 2.75 | 2.95 | 3.04 | NA | NA | … | … | 0.55 | 2.76 | 5.23 | 0.37 | 1.74 | 4.61 | 2.98 | 3.72 | 3.02 | 3.27 | 3.01 | 3.20 | 6.64 | 7.32 | 5.83 | 4.63 | 4.00 | 4.84 | 2.32 | 6.07 |
Data as of 05/29/2020, 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 |
|---|---|---|---|---|
| 403(B) THRIFT PLAN FOR STUDENT CONSERVATION ASSOCIATION INC. Strategic Asset Allocation – Optimal Mo |
-7.00%
Feb 2006 – Feb 2009 |
0.51%
Feb 2004 – Feb 2009 |
3.90%
Mar 2010 – Mar 2020 |
5.04%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 403(B) THRIFT PLAN FOR STUDENT CONSERVATION ASSOCIATION INC. Strategic Asset Allocation – Optimal Mo |
21.06%
Mar 2003 – Mar 2006 |
18.31%
Oct 2002 – Oct 2007 |
10.58%
Mar 2003 – Mar 2013 |
8.85%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart