Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Purdue University 403B Plan Fidelity Investments Tactical Asset Allocation Moderate | NA | 11.36% | 0.73% | 5.19% | 4.11% | 5.33% | 7.61% | 8.35% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Purdue University 403B Plan Fidelity Investments Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| 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 (%) | -1.63 | 11.36 | 0.73 | 5.19 | 4.11 | 5.33 | 7.61 | 8.35 | NA | -2.97 | 13.33 | -14.67 | 14.03 | 13.89 | 9.88 | -4.64 | 9.45 | 3.82 | -3.12 | 5.14 | 11.44 | 10.11 | -2.87 | 12.09 | 27.26 | -3.44 | 17.44 | 15.74 | 15.75 | 13.11 | 24.63 | 7.74 | 3.76 |
| Sharpe Ratio | NA | -0.97 | -0.59 | 0.18 | 0.23 | NA | NA | 0.83 | 0.04 | -1.11 | 1.25 | -1.59 | 1.48 | 1.58 | 1.54 | -0.79 | 1.73 | 0.58 | -0.45 | 0.86 | 1.64 | 2.11 | -0.27 | 1.04 | 2.92 | -0.67 | 1.27 | 1.37 | 1.95 | 1.43 | 4.86 | 1.38 | 0.39 |
| Standard Deviation(%) | NA | 8.55 | 8.70 | 8.88 | 7.71 | NA | NA | 7.85 | 9.48 | 8.61 | 7.24 | 10.07 | 9.43 | 8.67 | 5.48 | 7.57 | 5.11 | 6.18 | 7.03 | 5.93 | 6.97 | 4.76 | 10.83 | 11.56 | 9.30 | 6.47 | 11.41 | 9.12 | 6.95 | 8.52 | 4.92 | 4.80 | 3.74 |
| Draw Down(%) | NA | 8.70 | 13.12 | 15.35 | 15.35 | NA | NA | 15.35 | 0.69 | 8.70 | 6.71 | 15.29 | 5.00 | 10.42 | 3.63 | 10.97 | 2.34 | 6.51 | 9.42 | 5.20 | 6.16 | 3.60 | 11.54 | 8.63 | 4.75 | 11.20 | 9.07 | 12.07 | 5.19 | 10.23 | 1.98 | 6.99 | 2.60 |
| Yield(%) | NA | 4.38 | 4.57 | 4.43 | 3.93 | NA | NA | 4.49 | NA | 1.14 | 3.86 | 3.93 | 4.62 | 2.71 | 6.62 | 2.94 | 0.42 | 3.27 | 5.42 | 4.75 | 2.21 | 4.65 | 0.80 | 3.51 | 5.94 | 3.30 | 8.91 | 8.01 | 7.28 | 5.70 | 3.38 | 4.81 | 5.19 |
Data as of 10/31/2024, 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 |
|---|---|---|---|---|
| Purdue University 403B Plan Fidelity Investments Tactical Asset Allocation Moderate |
-2.10%
Dec 2021 - Dec 2024 |
1.70%
Mar 2015 - Mar 2020 |
3.46%
Dec 2014 - Dec 2024 |
4.64%
Dec 2009 - Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Purdue University 403B Plan Fidelity Investments Tactical Asset Allocation Moderate |
20.44%
Oct 2004 - Oct 2007 |
18.22%
Oct 2002 - Oct 2007 |
13.64%
Apr 2001 - Apr 2011 |
10.34%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart