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 Strategic Asset Allocation - Equal Weight Moderate | NA | 2.60% | 3.07% | 5.06% | 4.44% | 6.42% | 5.26% | 5.72% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | -0.22 | 2.60 | 3.07 | 5.06 | 4.44 | 6.42 | 5.26 | 5.72 | 0.04 | 12.15 | -11.39 | 13.19 | 13.19 | 16.70 | -6.08 | 8.18 | 4.82 | 1.17 | 7.32 | 9.23 | 13.10 | 1.27 | 13.29 | 18.02 | -23.10 | 4.41 | 15.82 | 4.03 | 11.46 | 18.27 | 4.19 | 0.12 |
| Sharpe Ratio | NA | 0.42 | 0.21 | 0.48 | 0.46 | NA | NA | 0.46 | -0.03 | 0.91 | -1.00 | 1.47 | 0.66 | 2.19 | -0.89 | 1.58 | 0.53 | 0.14 | 1.21 | 1.24 | 1.98 | 0.10 | 1.15 | 0.91 | -1.05 | 0.14 | 2.07 | 0.35 | 1.65 | 2.33 | 0.77 | -1.23 |
| Standard Deviation(%) | NA | 8.51 | 10.28 | 12.29 | 10.15 | NA | NA | 10.68 | 7.16 | 8.69 | 12.82 | 8.97 | 19.67 | 7.00 | 8.30 | 4.77 | 8.73 | 8.47 | 6.02 | 7.42 | 6.60 | 12.67 | 11.51 | 19.69 | 22.93 | 10.28 | 6.05 | 5.31 | 6.36 | 7.53 | 4.00 | 1.79 |
| Draw Down(%) | NA | 7.25 | 17.63 | 24.04 | 24.04 | NA | NA | 39.53 | 1.56 | 7.25 | 17.63 | 3.66 | 24.04 | 3.48 | 10.85 | 3.05 | 7.18 | 7.06 | 4.11 | 7.31 | 5.33 | 11.90 | 8.67 | 18.84 | 33.71 | 7.46 | 5.25 | 3.31 | 7.18 | 4.76 | 1.94 | 2.56 |
| Yield(%) | NA | 5.01 | 4.08 | 4.06 | 3.45 | NA | NA | 3.13 | 0.00 | 5.30 | 2.92 | 4.15 | 5.66 | 2.65 | 2.97 | 0.24 | 3.12 | 4.32 | 3.48 | 3.16 | 4.02 | 2.85 | 2.05 | 0.90 | 1.18 | 6.88 | 7.18 | 2.96 | 3.32 | 0.04 | 0.35 | 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 Strategic Asset Allocation - Equal Weight Moderate |
-8.37%
Feb 2006 - Feb 2009 |
-2.24%
Feb 2004 - Feb 2009 |
4.20%
Jan 2007 - Jan 2017 |
4.08%
Sep 2007 - Sep 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 Strategic Asset Allocation - Equal Weight Moderate |
18.53%
Feb 2009 - Feb 2012 |
14.88%
Feb 2009 - Feb 2014 |
9.19%
Feb 2009 - Feb 2019 |
7.36%
Nov 2008 - Nov 2023 |
Annualized Rolling Returns Comparison Chart