Peer Index Comparison Report - Multi-Asset - 21-40% Low-Cost Index
Multi-Asset - 21-40% Low-Cost Index
Peer Index Comparison Report
September 30, 2024
Value Added Monthly Index
Monthly Return
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Year
2024
0.49%
0.78%
1.60%
-1.70%
0.96%
0.74%
2.06%
0.70%
1.00%
6.79%
2023
2.64%
-0.97%
1.45%
0.82%
-0.70%
0.46%
1.07%
0.02%
-1.84%
-1.26%
3.24%
2.94%
7.99%
2022
-1.92%
-0.98%
-0.37%
-1.65%
-0.80%
-2.80%
2.98%
-1.35%
-2.90%
1.96%
2.45%
-1.77%
-7.14%
2021
-0.23%
-0.47%
1.26%
1.29%
0.71%
1.04%
1.17%
0.79%
-1.36%
-0.35%
0.67%
1.00%
5.61%
2020
1.79%
-1.57%
-5.63%
2.45%
1.50%
0.53%
0.78%
0.82%
-0.31%
0.09%
3.14%
0.48%
3.84%
2019
1.91%
1.60%
1.26%
0.88%
0.24%
1.69%
1.00%
0.51%
0.39%
0.02%
1.00%
-0.53%
10.40%
2018
0.02%
-0.41%
-0.16%
0.87%
0.53%
0.83%
0.67%
0.89%
-0.24%
-1.56%
-0.12%
-0.28%
1.01%
2017
-0.30%
0.97%
0.72%
0.90%
0.39%
-0.51%
0.16%
0.48%
0.20%
1.45%
1.00%
0.12%
5.71%
2016
-0.57%
0.24%
1.19%
0.98%
1.48%
0.24%
1.83%
-0.01%
-0.26%
-1.07%
0.12%
1.43%
5.71%
2015
1.86%
1.74%
0.36%
-0.48%
0.47%
-1.66%
1.91%
-1.58%
-0.51%
1.89%
-0.60%
0.21%
3.57%
Return and Risk Report
Name
Return 1m
Return 3m
Return 12m
Return 3y
Return Incp
Std. Dev. 12m
Std. Dev. 3y
Std. Dev. Incp
Max Drawdown 12m
Max Drawdown 3y
Max Drawdown Incp
Multi-Asset - 21-40% Low-Cost Index
1.00%
3.81%
12.06%
2.76%
5.73%
4.81%
5.71%
4.00%
-1.70%
-9.49%
-10.78%
Dimensional World Allocation 30/70
0.95%
2.80%
10.23%
2.64%
4.08%
3.41%
5.14%
5.20%
-0.96%
-9.46%
-9.73%
CFS Enhanced Index Cons-Class A
1.09%
4.13%
12.67%
3.49%
4.56%
5.27%
5.55%
4.22%
-1.95%
-7.38%
-7.50%
CFS Index Conservative-Class A
0.92%
3.86%
11.73%
2.86%
3.68%
5.12%
5.57%
5.18%
-1.90%
-8.31%
-8.31%
MLC MultiSeries 30
0.77%
3.38%
11.02%
3.29%
4.63%
3.93%
4.51%
3.72%
-1.33%
-7.10%
-7.10%
North Index Defensive
1.03%
4.07%
12.54%
2.86%
5.46%
5.07%
6.15%
4.10%
-1.84%
-9.89%
-12.18%
Bendigo Conservative Index
0.98%
3.88%
13.77%
3.02%
6.54%
4.78%
6.10%
5.15%
-1.60%
-11.10%
-11.27%
Vanguard Conservative Index
1.05%
4.00%
12.18%
1.50%
5.70%
5.51%
6.70%
4.22%
-2.00%
-12.34%
-12.92%
Mercer Indexed Defensive
1.22%
4.36%
12.32%
2.38%
3.69%
5.55%
6.38%
5.22%
-2.01%
-10.27%
-10.30%
Total Return Summary
Name
Total Return 1m
Total Return 3m
Total Return 12m
Total Return 2y
Total Return 3y
Total Return 5y
Total Return Incp
Multi-Asset - 21-40% Low-Cost Index
1.00%
3.81%
12.06%
18.33%
8.51%
18.03%
238.94%
Dimensional World Allocation 30/70
0.95%
2.80%
10.23%
18.31%
8.13%
17.34%
26.27%
CFS Enhanced Index Cons-Class A
1.09%
4.13%
12.67%
18.46%
10.83%
19.26%
63.38%
CFS Index Conservative-Class A
0.92%
3.86%
11.73%
16.85%
8.82%
17.84%
21.27%
MLC MultiSeries 30
0.77%
3.38%
11.02%
17.14%
10.21%
20.89%
43.62%
North Index Defensive
1.03%
4.07%
12.54%
19.11%
8.84%
17.76%
220.94%
Bendigo Conservative Index
0.98%
3.88%
13.77%
20.64%
9.32%
22.11%
129.20%
Vanguard Conservative Index
1.05%
4.00%
12.18%
18.12%
4.57%
14.11%
236.72%
Mercer Indexed Defensive
1.22%
4.36%
12.32%
17.97%
7.32%
14.86%
34.38%
Rolling Return
12 Month Rolling Return
-16%
-15%
-10%
-5%
0%
5%
10%
15%
20%
2005
2007
2009
2011
2013
2015
2017
2019
2021
2023
Multi-Asset - 21-40% Low-Cost Index
Bendigo Conservative Index
CFS Enhanced Index Cons-Class A
CFS Index Conservative-Class A
Dimensional World Allocation 30/70
MLC MultiSeries 30
Mercer Indexed Defensive
North Index Defensive
Vanguard Conservative Index
36 Month Rolling Return
-14%
-10%
0%
10%
20%
30%
40%
45%
2007
2009
2011
2013
2015
2017
2019
2021
2023
Multi-Asset - 21-40% Low-Cost Index
Bendigo Conservative Index
CFS Enhanced Index Cons-Class A
CFS Index Conservative-Class A
Dimensional World Allocation 30/70
MLC MultiSeries 30
Mercer Indexed Defensive
North Index Defensive
Vanguard Conservative Index
Sharpe Ratio Summary
Name
12m
2y
3y
5y
Incp
Multi-Asset - 21-40% Low-Cost Index
Dimensional World Allocation 30/70
CFS Enhanced Index Cons-Class A
CFS Index Conservative-Class A
MLC MultiSeries 30
North Index Defensive
Bendigo Conservative Index
Vanguard Conservative Index
Mercer Indexed Defensive
Rolling Sharpe Time
Risk/Return
Risk/Return 1 Year
Risk
Performance Return
0.0%
2.0%
4.0%
6.0%
8.0%
10.0%
5.0%
6.0%
8.0%
10.0%
12.0%
14.0%
Multi-Asset - 21-40% Low-Cost Index
Bendigo Conservative Index
CFS Enhanced Index Cons-Class A
CFS Index Conservative-Class A
Dimensional World Allocation 30/70
MLC MultiSeries 30
Mercer Indexed Defensive
North Index Defensive
Vanguard Conservative Index
Average Risk/Return
Ave. Return 12.06%
Ave. Risk
4.83%
Ave. Return 12.06%
Ave. Risk
4.83%
Ave. Return 12.06%
Ave. Risk
4.83%
Ave. Return 12.06%
Ave. Risk
4.83%
Ave. Return 12.06%
Ave. Risk
4.83%
Ave. Return 12.06%
Ave. Risk
4.83%
Ave. Return 12.06%
Ave. Risk
4.83%
Ave. Return 12.06%
Ave. Risk
4.83%
Ave. Return 12.06%
Ave. Risk
4.83%
Ave. Return 12.06%
Ave. Risk
4.83%
Risk/Return 2 Year
Risk
Performance Return
0.0%
2.0%
4.0%
6.0%
8.0%
10.0%
5.0%
6.0%
8.0%
10.0%
12.0%
14.0%
Multi-Asset - 21-40% Low-Cost Index
Bendigo Conservative Index
CFS Enhanced Index Cons-Class A
CFS Index Conservative-Class A
Dimensional World Allocation 30/70
MLC MultiSeries 30
Mercer Indexed Defensive
North Index Defensive
Vanguard Conservative Index
Average Risk/Return
Ave. Return 8.78%
Ave. Risk
5.08%
Ave. Return 8.78%
Ave. Risk
5.08%
Ave. Return 8.78%
Ave. Risk
5.08%
Ave. Return 8.78%
Ave. Risk
5.08%
Ave. Return 8.78%
Ave. Risk
5.08%
Ave. Return 8.78%
Ave. Risk
5.08%
Ave. Return 8.78%
Ave. Risk
5.08%
Ave. Return 8.78%
Ave. Risk
5.08%
Ave. Return 8.78%
Ave. Risk
5.08%
Ave. Return 8.78%
Ave. Risk
5.08%
Risk/Return 3 Year
Risk
Performance Return
0.0%
2.0%
4.0%
6.0%
8.0%
10.0%
0.0%
1.0%
2.0%
3.0%
4.0%
Multi-Asset - 21-40% Low-Cost Index
Bendigo Conservative Index
CFS Enhanced Index Cons-Class A
CFS Index Conservative-Class A
Dimensional World Allocation 30/70
MLC MultiSeries 30
Mercer Indexed Defensive
North Index Defensive
Vanguard Conservative Index
Average Risk/Return
Ave. Return 2.76%
Ave. Risk
5.76%
Ave. Return 2.76%
Ave. Risk
5.76%
Ave. Return 2.76%
Ave. Risk
5.76%
Ave. Return 2.76%
Ave. Risk
5.76%
Ave. Return 2.76%
Ave. Risk
5.76%
Ave. Return 2.76%
Ave. Risk
5.76%
Ave. Return 2.76%
Ave. Risk
5.76%
Ave. Return 2.76%
Ave. Risk
5.76%
Ave. Return 2.76%
Ave. Risk
5.76%
Ave. Return 2.76%
Ave. Risk
5.76%
Risk/Return Incp
Risk
Performance Return
0.0%
2.0%
4.0%
6.0%
8.0%
10.0%
0.0%
2.0%
4.0%
6.0%
8.0%
Multi-Asset - 21-40% Low-Cost Index
Bendigo Conservative Index
CFS Enhanced Index Cons-Class A
CFS Index Conservative-Class A
Dimensional World Allocation 30/70
MLC MultiSeries 30
Mercer Indexed Defensive
North Index Defensive
Vanguard Conservative Index
Average Risk/Return
Ave. Return 4.9%
Ave. Risk
4.56%
Ave. Return 4.9%
Ave. Risk
4.56%
Ave. Return 4.9%
Ave. Risk
4.56%
Ave. Return 4.9%
Ave. Risk
4.56%
Ave. Return 4.9%
Ave. Risk
4.56%
Ave. Return 4.9%
Ave. Risk
4.56%
Ave. Return 4.9%
Ave. Risk
4.56%
Ave. Return 4.9%
Ave. Risk
4.56%
Ave. Return 4.9%
Ave. Risk
4.56%
Ave. Return 4.9%
Ave. Risk
4.56%
Drawdown
Correlation
Multi-Asset - 21-40% Low-Cost Index
Bendigo Conservative Index
CFS Enhanced Index Cons-Class A
CFS Index Conservative-Class A
Dimensional World Allocation 30/70
MLC MultiSeries 30
Mercer Indexed Defensive
North Index Defensive
Vanguard Conservative Index
Multi-Asset - 21-40% Low-Cost Index
Bendigo Conservative Index
CFS Enhanced Index Cons-Class A
CFS Index Conservative-Class A
Dimensional World Allocation 30/70
MLC MultiSeries 30
Mercer Indexed Defensive
North Index Defensive
Vanguard Conservative Index
Multi-Asset - 21-40% Low-Cost Index
1.00
0.98
0.98
0.99
0.97
0.99
0.99
0.99
0.99
Bendigo Conservative Index
0.98
1.00
0.95
0.96
0.96
0.97
0.97
0.98
0.97
CFS Enhanced Index Cons-Class A
0.98
0.95
1.00
0.98
0.97
0.96
0.97
0.97
0.96
CFS Index Conservative-Class A
0.99
0.96
0.98
1.00
0.95
0.98
0.99
0.99
0.98
Dimensional World Allocation 30/70
0.97
0.96
0.97
0.95
1.00
0.95
0.96
0.96
0.95
MLC MultiSeries 30
0.99
0.97
0.96
0.98
0.95
1.00
0.98
0.98
0.99
Mercer Indexed Defensive
0.99
0.97
0.97
0.99
0.96
0.98
1.00
0.99
0.98
North Index Defensive
0.99
0.98
0.97
0.99
0.96
0.98
0.99
1.00
0.99
Vanguard Conservative Index
0.99
0.97
0.96
0.98
0.95
0.99
0.98
0.99
1.00
Performance Review
Performance Metrics
value
Last Month
1.00%
3 Months Return
3.81%
1 Year Return
12.06%
3 Years Average Return
2.76%
Since Inc. Average Return
5.73%
1 Year Std. Dev. (Annual)
4.81%
3 Year Std. Dev. (Annual)
5.71%
Since Inc Std. Dev. (Annual)
4.00%
1 Year Max Drawdown
-1.70%
3 Year Max Drawdown
-9.49%
Success Ratios
Performance Metrics
value
Average Winning Month
1.03%
Winning Month (%)
71.48%
Average Losing Month
-0.92%
Best Month
0.93%
Consecutive Winning Month
17
Consecutive Losing Month
6
Losing Months (%)
28.52%
Winning Year (%)
91.3%
Losing Year (%)
8.7%
