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 Strategic Asset Allocation - Equal Weight Moderate | NA | 16.25% | 7.53% | 6.73% | 4.56% | 7.05% | 6.34% | 6.57% |
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 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 (%) | 0.00 | 16.25 | 7.53 | 6.73 | 4.56 | 7.05 | 6.34 | 6.57 | 0.68 | 22.48 | -5.95 | 8.72 | 9.14 | 14.68 | -6.60 | 10.47 | 3.42 | -0.24 | 2.86 | 9.01 | 12.03 | 0.26 | 15.73 | 25.16 | -22.65 | 8.54 | 16.31 | 8.56 | 13.72 | 28.05 | -4.83 | 0.27 |
| Sharpe Ratio | NA | 1.84 | 0.67 | 0.62 | 0.51 | NA | NA | 0.54 | 0.06 | 2.48 | -0.63 | 1.07 | 0.47 | 2.20 | -1.00 | 2.17 | 0.40 | -0.03 | 0.48 | 1.47 | 2.20 | 0.02 | 1.39 | 1.31 | -1.08 | 0.55 | 1.85 | 1.10 | 1.79 | 4.15 | -0.77 | -0.18 |
| Standard Deviation(%) | NA | 7.16 | 9.15 | 11.44 | 9.50 | NA | NA | 10.48 | 6.54 | 7.36 | 11.55 | 8.15 | 19.12 | 6.02 | 7.95 | 4.53 | 7.98 | 7.96 | 5.97 | 6.11 | 5.44 | 10.75 | 11.27 | 19.19 | 21.84 | 10.11 | 7.04 | 5.81 | 7.15 | 6.59 | 7.69 | 11.46 |
| Draw Down(%) | NA | 4.53 | 14.32 | 24.78 | 24.78 | NA | NA | 37.08 | 1.31 | 4.53 | 14.32 | 3.92 | 24.78 | 3.19 | 11.69 | 2.37 | 6.98 | 8.05 | 5.03 | 5.74 | 4.82 | 11.06 | 8.81 | 16.83 | 34.10 | 7.94 | 8.24 | 4.89 | 8.23 | 5.69 | 15.81 | 15.34 |
| Yield(%) | NA | 13.49 | 8.31 | 6.29 | 4.21 | NA | NA | 3.90 | 0.86 | 13.84 | 7.35 | 3.18 | 3.25 | 3.50 | 3.19 | 0.70 | 1.67 | 2.71 | 2.38 | 2.92 | 3.13 | 3.59 | 2.79 | 2.80 | 2.66 | 8.17 | 6.57 | 6.83 | 1.92 | 2.17 | 1.50 | 2.12 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-6.23%
Feb 2006 - Feb 2009 |
0.16%
Feb 2004 - Feb 2009 |
3.63%
Sep 2012 - Sep 2022 |
3.83%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Purdue University 403B Plan TIAA-CREF Strategic Asset Allocation - Equal Weight Moderate |
20.55%
Feb 2009 - Feb 2012 |
15.98%
Oct 2002 - Oct 2007 |
10.17%
Mar 2003 - Mar 2013 |
8.39%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart