FMA Magazine 2021 - 2023
FMA Bi-Annual Magazine. Highlighting programs, training, and engagements of Auburn University Financial Management Association Honors Society and Auburn Student Investment Fund.
FMA Bi-Annual Magazine. Highlighting programs, training, and engagements of Auburn University Financial Management Association Honors Society and Auburn Student Investment Fund.
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Performance Analytics<br />
ASIF vs. S&P 500 Cumulative Return<br />
October 2017 - December 2022<br />
ASIF<br />
S&P 500<br />
RLV*<br />
1-Yr Return<br />
2-Yr Return**<br />
Since ASIF<br />
Inception**<br />
-20.98%<br />
1.43%<br />
8.25%<br />
-19.95% -2.72%<br />
1.86% -2.86%<br />
9.21% 4.08%<br />
*Russell 1000 Value Index<br />
**Annualized — Returns as of 12/31/22<br />
2022 Risk-Adjusted Performance Measures<br />
As of 12/31/2022<br />
Beta: 0.62<br />
Sharpe Ratio: -2.54%<br />
Treynor's Measure: -0.69%<br />
Jensen's Alpha: -18.02%<br />
3-Factor Alpha: -22.05%<br />
4-Factor Alpha: -20.64%<br />
Information Ratio: -0.24%<br />
Sortino Measure: -2.91%<br />
2022 Performance Summary <strong>FMA</strong> <strong>2021</strong>-<strong>2023</strong> MAGAZINE 75
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