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 TIAA-CREF Tactical Asset Allocation Moderate | NA | 17.42% | 11.54% | 9.31% | 6.03% | 7.95% | 8.12% | 8.07% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Purdue University 403B 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 (%) | -0.32 | 17.42 | 11.54 | 9.31 | 6.03 | 7.95 | 8.12 | 8.07 | -0.33 | 28.50 | -8.73 | 15.56 | 14.21 | 14.28 | -6.57 | 11.04 | 4.44 | -2.46 | 2.70 | 11.79 | 10.32 | -2.93 | 14.22 | 26.78 | -7.75 | 17.23 | 14.37 | 15.14 | 6.36 | 22.76 | 0.32 | -2.23 |
| Sharpe Ratio | NA | 2.33 | 0.89 | 1.09 | 0.75 | NA | NA | 0.90 | -0.08 | 3.38 | -1.03 | 1.52 | 1.29 | 2.25 | -1.06 | 1.89 | 0.75 | -0.37 | 0.44 | 1.68 | 2.36 | -0.26 | 1.19 | 2.87 | -1.31 | 1.25 | 1.27 | 2.05 | 0.67 | 4.75 | -0.18 | -1.86 |
| Standard Deviation(%) | NA | 7.28 | 9.09 | 9.01 | 7.76 | NA | NA | 7.89 | 8.19 | 7.18 | 9.81 | 10.21 | 10.79 | 5.72 | 7.42 | 5.50 | 5.68 | 6.78 | 6.10 | 7.00 | 4.35 | 11.29 | 11.83 | 9.29 | 6.63 | 11.36 | 8.72 | 6.33 | 8.12 | 4.65 | 4.51 | 2.44 |
| Draw Down(%) | NA | 3.00 | 15.29 | 15.48 | 15.48 | NA | NA | 15.48 | 1.98 | 3.00 | 15.28 | 4.42 | 15.48 | 2.92 | 12.69 | 2.01 | 6.15 | 8.88 | 5.86 | 6.42 | 2.99 | 12.13 | 8.82 | 4.64 | 13.40 | 9.17 | 11.28 | 4.71 | 10.03 | 1.84 | 6.48 | 3.78 |
| Yield(%) | NA | 14.19 | 9.25 | 7.98 | 5.47 | NA | NA | 4.29 | 0.91 | 14.60 | 7.84 | 4.65 | 7.93 | 4.33 | 2.73 | 0.47 | 3.85 | 3.77 | 4.11 | 2.98 | 3.55 | 0.59 | 2.76 | 3.03 | 2.24 | 10.55 | 5.45 | 5.51 | 0.64 | 1.82 | 0.22 | 4.23 |
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 |
|---|---|---|---|---|
| Purdue University 403B Plan TIAA-CREF Tactical Asset Allocation Moderate |
1.35%
Feb 2014 - Feb 2017 |
1.53%
Mar 2015 - Mar 2020 |
3.81%
Mar 2010 - Mar 2020 |
5.79%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Purdue University 403B Plan TIAA-CREF Tactical Asset Allocation Moderate |
18.32%
Oct 2004 - Oct 2007 |
15.49%
Oct 2002 - Oct 2007 |
11.31%
Jan 2003 - Jan 2013 |
9.44%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart