Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ANDREWS KURTH RETIREMENT PLAN Strategic Asset Allocation – Optimal Moderate | NA | -5.73% | 2.78% | 3.03% | 7.63% | 6.30% | NA | … | … |
Data as of 10/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ANDREWS KURTH RETIREMENT PLAN Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 12/31/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.31 | -5.73 | 2.78 | 3.03 | 7.63 | 6.30 | NA | … | … | -6.40 | 9.50 | 5.33 | -0.73 | 4.14 | 13.46 | 11.80 | -1.52 | 14.72 | 27.03 | -25.74 | 9.35 | 13.06 | 8.25 | 16.07 | 26.21 | -14.02 | 4.95 |
| Sharpe Ratio | NA | -0.92 | 0.25 | 0.24 | 0.66 | NA | NA | … | … | -0.92 | 1.90 | 0.59 | -0.09 | 0.67 | 1.97 | 1.42 | -0.10 | 1.21 | 1.36 | -1.11 | 0.64 | 1.34 | 0.97 | 2.06 | 3.02 | -0.95 | 0.16 |
| Standard Deviation(%) | NA | 8.40 | 7.46 | 7.36 | 10.75 | NA | NA | … | … | 8.40 | 4.67 | 8.63 | 8.12 | 6.19 | 6.81 | 8.28 | 15.11 | 12.08 | 19.88 | 23.97 | 9.90 | 7.27 | 6.26 | 7.36 | 8.45 | 15.84 | 16.18 |
| Draw Down(%) | NA | 12.16 | 12.16 | 12.23 | 18.56 | NA | NA | … | … | 12.16 | 3.03 | 8.01 | 8.52 | 4.79 | 6.07 | 7.23 | 14.68 | 8.48 | 18.56 | 37.70 | 6.61 | 7.26 | 3.92 | 6.89 | 7.83 | 22.96 | 17.44 |
| Yield(%) | NA | 3.75 | 2.45 | 2.80 | 2.79 | NA | NA | … | … | 3.74 | 0.16 | 3.44 | 3.98 | 2.69 | 3.11 | 1.90 | 3.64 | 2.74 | 2.33 | 3.44 | 5.51 | 3.81 | 4.18 | 3.11 | 1.54 | 0.41 | 1.70 |
Data as of 10/31/2018, 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 |
|---|---|---|---|---|
| ANDREWS KURTH RETIREMENT PLAN Strategic Asset Allocation – Optimal Moderate |
-8.28%
Feb 2006 – Feb 2009 |
-0.72%
Feb 2004 – Feb 2009 |
4.71%
Oct 2007 – Oct 2017 |
5.85%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ANDREWS KURTH RETIREMENT PLAN Strategic Asset Allocation – Optimal Moderate |
20.62%
Feb 2009 – Feb 2012 |
16.26%
Feb 2009 – Feb 2014 |
9.59%
Mar 2003 – Mar 2013 |
8.39%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart