Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Stanford University Tax-Deferred Annuity and Contributory Retirement Plan Core Funds Tactical Asset Allocation Moderate | -5.02% | 0.86% | 0.93% | 6.60% | 4.09% | 6.10% | 6.73% | 7.26% |
Data as of 03/31/2025, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Stanford University Tax-Deferred Annuity and Contributory Retirement Plan Core Funds Tactical Asset Allocation Moderate | 12/31/2000 | 06/04/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -3.33 | 0.86 | 0.93 | 6.60 | 4.09 | 6.10 | 6.73 | 7.26 | -5.02 | 9.62 | 16.93 | -21.23 | 7.40 | 12.26 | 21.32 | -7.22 | 11.36 | 10.66 | -3.32 | 6.50 | 17.47 | 12.90 | 1.90 | 13.26 | 14.47 | -1.87 | 8.28 | 8.16 | 7.76 | 13.33 | 25.45 | -1.70 | 7.48 |
| Sharpe Ratio | NA | 0.45 | 0.20 | 0.28 | 0.27 | NA | NA | 0.58 | -0.09 | 0.49 | 1.33 | -1.26 | 0.55 | 0.58 | 2.83 | -0.89 | 1.96 | 1.08 | -0.38 | 0.78 | 2.21 | 1.41 | 0.12 | 1.20 | 1.45 | -0.50 | 0.48 | 0.57 | 0.62 | 1.33 | 3.13 | -0.46 | 1.02 |
| Standard Deviation(%) | NA | 13.53 | 12.51 | 13.42 | 12.59 | NA | NA | 10.71 | 14.32 | 12.19 | 9.96 | 18.01 | 13.39 | 20.68 | 7.00 | 9.70 | 5.45 | 9.67 | 8.70 | 8.33 | 7.89 | 9.13 | 16.02 | 10.99 | 9.94 | 5.70 | 10.60 | 8.37 | 8.85 | 9.26 | 7.91 | 6.18 | 4.97 |
| Draw Down(%) | NA | 16.28 | 16.28 | 28.37 | 28.37 | NA | NA | 28.37 | 14.23 | 6.31 | 9.64 | 23.94 | 8.77 | 26.92 | 3.45 | 15.41 | 2.47 | 8.82 | 10.08 | 6.63 | 5.02 | 6.94 | 14.94 | 8.23 | 4.98 | 5.43 | 7.18 | 7.59 | 5.46 | 8.42 | 3.65 | 8.58 | 3.44 |
| Yield(%) | NA | 2.04 | 1.78 | 1.76 | 1.87 | NA | NA | 0.00 | NA | 1.21 | 2.22 | 1.19 | 1.36 | 1.71 | 2.37 | 1.55 | 2.13 | 1.74 | 1.90 | 1.77 | 1.38 | 2.14 | 1.99 | 2.58 | 3.16 | 4.07 | 2.01 | 2.72 | 1.80 | 1.90 | 3.54 | 4.21 | 6.50 |
Data as of 03/31/2025, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Stanford University Tax-Deferred Annuity and Contributory Retirement Plan Core Funds Tactical Asset Allocation Moderate |
-2.99%
Apr 2021 - Apr 2024 |
1.26%
Sep 2017 - Sep 2022 |
3.47%
Oct 2013 - Oct 2023 |
5.50%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Stanford University Tax-Deferred Annuity and Contributory Retirement Plan Core Funds Tactical Asset Allocation Moderate |
16.87%
Mar 2003 - Mar 2006 |
13.91%
Oct 2002 - Oct 2007 |
10.60%
Mar 2003 - Mar 2013 |
9.67%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart