Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| VANDERBILT UNIVERSITY RETIREMENT PLAN AND NEW FACULTY PLAN Fidelity Tactical Asset Allocation Moderate | NA | 1.08% | 11.59% | 9.83% | 7.23% | 8.01% | 9.77% | … | … |
Data as of 01/31/2022, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VANDERBILT UNIVERSITY RETIREMENT PLAN AND NEW FACULTY PLAN Fidelity Tactical Asset Allocation Moderate | 12/31/2000 | 04/28/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.54 | 1.08 | 11.59 | 9.83 | 7.23 | 8.01 | 9.77 | … | … | -7.82 | 7.96 | 19.56 | 18.24 | -3.86 | 15.15 | 7.69 | -4.82 | 1.68 | 11.89 | 9.19 | -0.35 | 12.67 | 24.12 | -7.74 | 21.11 | 19.02 | 17.67 | 12.00 | 20.02 | 6.96 | 7.47 |
| Sharpe Ratio | NA | -0.50 | 0.85 | 0.88 | 0.85 | NA | NA | … | … | -0.85 | 0.67 | 1.90 | 3.35 | -0.65 | 2.68 | 1.39 | -0.76 | 0.28 | 1.74 | 1.57 | -0.03 | 1.09 | 2.01 | -1.24 | 1.43 | 1.65 | 2.22 | 1.82 | 4.98 | 1.94 | 0.99 |
| Standard Deviation(%) | NA | 10.91 | 9.87 | 8.75 | 7.54 | NA | NA | … | … | 9.32 | 11.87 | 10.19 | 5.02 | 7.99 | 5.41 | 5.41 | 6.41 | 5.99 | 6.80 | 5.82 | 11.34 | 11.57 | 11.93 | 7.02 | 12.71 | 9.55 | 6.97 | 6.09 | 3.88 | 3.02 | 5.22 |
| Draw Down(%) | NA | 11.08 | 11.08 | 11.08 | 11.08 | NA | NA | … | … | 8.41 | 6.00 | 9.03 | 2.00 | 10.71 | 2.16 | 5.50 | 10.26 | 4.85 | 6.69 | 4.97 | 11.09 | 8.36 | 5.34 | 13.91 | 10.71 | 13.03 | 6.33 | 7.09 | 2.61 | 1.76 | 3.71 |
| Yield(%) | NA | 7.98 | 6.26 | 4.82 | 4.30 | NA | NA | … | … | 0.83 | 7.84 | 6.87 | 3.94 | 4.85 | 0.59 | 4.60 | 2.55 | 3.33 | 5.21 | 3.64 | 6.60 | 3.48 | 4.08 | 3.09 | 6.33 | 6.09 | 5.36 | 4.25 | 3.78 | 3.63 | 7.08 |
Data as of 01/31/2022, 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 |
|---|---|---|---|---|
| VANDERBILT UNIVERSITY RETIREMENT PLAN AND NEW FACULTY PLAN Fidelity Tactical Asset Allocation Modera |
1.09%
Feb 2014 – Feb 2017 |
2.61%
Feb 2011 – Feb 2016 |
5.47%
Apr 2010 – Apr 2020 |
7.76%
Mar 2007 – Mar 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VANDERBILT UNIVERSITY RETIREMENT PLAN AND NEW FACULTY PLAN Fidelity Tactical Asset Allocation Modera |
24.02%
Oct 2004 – Oct 2007 |
19.82%
Oct 2002 – Oct 2007 |
13.51%
Apr 2001 – Apr 2011 |
10.41%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart