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 TIAA-CREF Tactical Asset Allocation Moderate | NA | -1.46% | 3.23% | 4.43% | 4.21% | 6.26% | 6.17% | 6.30% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VANDERBILT UNIVERSITY RETIREMENT PLAN AND NEW FACULTY PLAN TIAA-CREF Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 (%) | -0.39 | -1.46 | 3.23 | 4.43 | 4.21 | 6.26 | 6.17 | 6.30 | -0.52 | 8.66 | -14.49 | 14.49 | 13.59 | 14.58 | -1.80 | 9.66 | 4.42 | -1.40 | 3.82 | 14.95 | 9.12 | 6.33 | 15.04 | 9.54 | -6.31 | 7.86 | 19.10 | 2.70 | 8.09 | 11.95 | 3.65 | 0.12 |
| Sharpe Ratio | NA | 0.04 | 0.00 | 0.52 | 0.52 | NA | NA | 0.68 | -0.10 | 0.56 | -1.62 | 1.47 | 1.45 | 2.25 | -0.42 | 1.48 | 0.80 | -0.22 | 0.65 | 1.99 | 1.56 | 0.68 | 0.98 | 1.11 | -1.74 | 0.48 | 2.18 | 0.09 | 0.94 | 1.50 | 0.87 | -1.23 |
| Standard Deviation(%) | NA | 7.89 | 9.17 | 8.70 | 7.53 | NA | NA | 7.75 | 8.46 | 7.85 | 9.77 | 9.83 | 9.21 | 5.86 | 7.35 | 6.09 | 5.24 | 6.41 | 5.87 | 7.51 | 5.82 | 9.26 | 15.33 | 8.50 | 4.17 | 10.15 | 7.26 | 5.64 | 7.59 | 7.49 | 2.93 | 1.79 |
| Draw Down(%) | NA | 5.98 | 15.88 | 15.88 | 15.88 | NA | NA | 15.88 | 2.06 | 5.98 | 15.18 | 4.34 | 12.71 | 2.48 | 7.97 | 4.04 | 3.71 | 6.36 | 4.93 | 5.76 | 4.00 | 7.34 | 11.74 | 4.77 | 9.60 | 7.39 | 6.13 | 4.56 | 8.39 | 4.86 | 1.69 | 2.56 |
| Yield(%) | NA | 5.16 | 4.40 | 4.48 | 3.62 | NA | NA | 3.22 | 0.01 | 5.41 | 3.36 | 4.47 | 5.03 | 4.34 | 2.92 | 0.12 | 3.59 | 3.82 | 3.47 | 4.32 | 4.34 | 3.00 | 1.81 | 0.80 | 0.52 | 4.24 | 7.17 | 6.21 | 2.49 | 0.05 | 0.38 | 2.25 |
Data as of 10/31/2023, 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 TIAA-CREF Tactical Asset Allocation Moderate |
1.20%
Jan 2007 - Jan 2010 |
2.85%
Dec 2013 - Dec 2018 |
4.21%
Oct 2013 - Oct 2023 |
5.61%
Oct 2007 - Oct 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 TIAA-CREF Tactical Asset Allocation Moderate |
14.22%
Dec 2018 - Dec 2021 |
11.81%
Jun 2009 - Jun 2014 |
8.77%
Jul 2004 - Jul 2014 |
7.80%
May 2006 - May 2021 |
Annualized Rolling Returns Comparison Chart