Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AMERICAN ASSOCIATION OF BLOOD BANKS 403(B) PLAN Strategic Asset Allocation – Optimal Moderate | NA | -2.43% | 1.20% | 2.67% | 5.99% | 5.70% | NA | … | … |
Data as of 05/29/2020, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AMERICAN ASSOCIATION OF BLOOD BANKS 403(B) PLAN 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 (%) | 2.23 | -2.43 | 1.20 | 2.67 | 5.99 | 5.70 | NA | … | … | 3.17 | 13.38 | -6.62 | 10.40 | 7.77 | -1.21 | 6.10 | 11.65 | 13.84 | -2.19 | 16.97 | 35.38 | -32.13 | 9.25 | 14.41 | 13.48 | 14.72 | 30.72 | -5.44 | 1.45 |
| Sharpe Ratio | NA | 0.17 | 0.21 | 0.47 | 0.63 | NA | NA | … | … | 0.14 | 1.69 | -0.91 | 2.28 | 0.91 | -0.15 | 0.97 | 1.62 | 1.67 | -0.15 | 1.44 | 1.85 | -1.43 | 0.57 | 1.49 | 1.64 | 1.57 | 2.67 | -0.49 | -0.05 |
| Standard Deviation(%) | NA | 17.91 | 12.01 | 10.40 | 9.87 | NA | NA | … | … | 21.37 | 7.08 | 8.75 | 4.29 | 8.27 | 8.06 | 6.29 | 7.19 | 8.28 | 14.50 | 11.71 | 19.03 | 23.12 | 10.98 | 7.47 | 6.91 | 8.77 | 11.23 | 13.36 | 16.08 |
| Draw Down(%) | NA | 24.88 | 24.88 | 24.88 | 24.88 | NA | NA | … | … | 24.08 | 4.06 | 12.75 | 2.68 | 6.52 | 8.94 | 4.92 | 7.38 | 6.59 | 14.53 | 8.48 | 16.92 | 38.44 | 7.81 | 8.27 | 5.22 | 8.52 | 7.23 | 20.81 | 20.72 |
| Yield(%) | NA | 2.85 | 2.61 | 3.18 | 3.12 | NA | NA | … | … | 0.43 | 3.44 | 4.42 | 0.27 | 3.23 | 5.58 | 3.88 | 3.07 | 4.06 | 2.46 | 2.15 | 2.14 | 2.44 | 4.26 | 5.48 | 4.59 | 1.51 | 4.15 | 3.43 | 4.12 |
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 |
|---|---|---|---|---|
| AMERICAN ASSOCIATION OF BLOOD BANKS 403(B) PLAN Strategic Asset Allocation – Optimal Moderate |
-10.39%
Feb 2006 – Feb 2009 |
-1.30%
Feb 2004 – Feb 2009 |
4.49%
Mar 2010 – Mar 2020 |
5.20%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AMERICAN ASSOCIATION OF BLOOD BANKS 403(B) PLAN Strategic Asset Allocation – Optimal Moderate |
23.30%
Feb 2009 – Feb 2012 |
18.71%
Oct 2002 – Oct 2007 |
10.79%
Feb 2009 – Feb 2019 |
9.33%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart