Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VANDERBILT UNIVERSITY RETIREMENT PLAN AND NEW FACULTY PLAN Fidelity Strategic Asset Allocation - Equal Weight Moderate | NA | 9.54% | 6.02% | 6.01% | 5.13% | 5.89% | NA | 7.46% |
Data as of 10/30/2020, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VANDERBILT UNIVERSITY RETIREMENT PLAN AND NEW FACULTY PLAN Fidelity Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 01/28/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.69 | 9.54 | 6.02 | 6.01 | 5.13 | 5.89 | NA | 7.46 | 1.81 | 18.62 | 15.44 | -4.29 | 9.63 | 4.78 | -2.81 | 2.49 | 7.41 | 12.49 | -1.39 | 14.75 | 27.57 | -25.50 | 9.55 | 15.18 | 14.45 | 12.94 | 27.74 | 1.26 | 5.99 |
| Sharpe Ratio | NA | 1.06 | 0.60 | 0.89 | 0.65 | NA | NA | 0.73 | 0.17 | 0.98 | 2.64 | -0.65 | 2.11 | 0.57 | -0.39 | 0.42 | 1.46 | 2.37 | -0.13 | 1.84 | 1.86 | -1.37 | 0.71 | 1.80 | 2.25 | 1.88 | 6.02 | 0.03 | 0.66 |
| Standard Deviation(%) | NA | 18.89 | 12.38 | 10.34 | 8.91 | NA | NA | 9.31 | 10.42 | 18.75 | 5.31 | 8.61 | 4.26 | 8.00 | 7.24 | 5.85 | 5.06 | 5.25 | 10.55 | 7.96 | 14.80 | 19.27 | 9.25 | 6.61 | 5.45 | 6.40 | 4.49 | 5.53 | 5.61 |
| Draw Down(%) | NA | 21.43 | 21.43 | 21.43 | 21.43 | NA | NA | 37.49 | 1.97 | 21.43 | 2.83 | 10.79 | 2.03 | 6.16 | 8.89 | 5.17 | 6.57 | 4.93 | 12.39 | 7.08 | 15.03 | 35.83 | 7.80 | 8.09 | 5.04 | 8.78 | 3.46 | 10.28 | 6.36 |
| Yield(%) | NA | 3.97 | 3.85 | 3.48 | 3.56 | NA | NA | 4.31 | 0.00 | 3.98 | 5.01 | 2.84 | 0.44 | 5.23 | 2.52 | 4.20 | 3.10 | 4.92 | 3.58 | 3.98 | 4.09 | 3.00 | 6.20 | 6.39 | 5.64 | 5.06 | 4.95 | 4.22 | 6.85 |
Data as of 10/30/2020, 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 |
|---|---|---|---|---|
| VANDERBILT UNIVERSITY RETIREMENT PLAN AND NEW FACULTY PLAN Fidelity Strategic Asset Allocation - Equal Weight Moderate |
-6.29%
Feb 2006 - Feb 2009 |
1.45%
Feb 2004 - Feb 2009 |
3.53%
Oct 2007 - Oct 2017 |
5.04%
Mar 2005 - Mar 2020 |
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 Strategic Asset Allocation - Equal Weight Moderate |
19.45%
Jan 2003 - Jan 2006 |
17.53%
Oct 2002 - Oct 2007 |
10.00%
Sep 2002 - Sep 2012 |
8.08%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart