Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CALTECH VOLUNTARY TDA PLAN TIAA-CREF Tactical Asset Allocation Moderate | NA | 23.76% | 0.14% | 5.84% | 5.28% | 6.81% | 7.04% | 7.38% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CALTECH VOLUNTARY TDA PLAN TIAA-CREF 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 (%) | -1.31 | 23.76 | 0.14 | 5.84 | 5.28 | 6.81 | 7.04 | 7.38 | NA | 5.85 | 13.14 | -20.02 | 13.43 | 18.11 | 12.49 | -2.30 | 9.14 | 5.30 | -1.10 | 4.43 | 13.05 | 9.41 | 2.51 | 15.84 | 20.01 | -4.37 | 6.57 | 17.31 | 3.59 | 9.74 | 12.93 | 2.40 | 8.08 |
| Sharpe Ratio | NA | -0.01 | -0.36 | 0.22 | 0.33 | NA | NA | 0.67 | 0.00 | -0.07 | 0.81 | -1.34 | 1.32 | 1.78 | 2.33 | -0.48 | 1.46 | 1.13 | -0.18 | 0.68 | 1.71 | 1.70 | 0.26 | 1.14 | 2.02 | -1.06 | 0.36 | 1.85 | 0.24 | 1.06 | 1.96 | 0.25 | 1.17 |
| Standard Deviation(%) | NA | 9.97 | 12.56 | 11.67 | 9.24 | NA | NA | 8.51 | 8.86 | 10.03 | 10.91 | 15.96 | 10.19 | 10.05 | 4.76 | 7.49 | 5.83 | 4.52 | 6.42 | 6.54 | 7.62 | 5.51 | 9.65 | 13.76 | 9.87 | 5.00 | 9.90 | 7.59 | 6.01 | 8.27 | 6.26 | 5.12 | 4.92 |
| Draw Down(%) | NA | 7.33 | 22.38 | 24.11 | 24.11 | NA | NA | 24.11 | 0.91 | 7.33 | 9.89 | 24.11 | 5.37 | 8.62 | 2.25 | 8.80 | 3.99 | 3.34 | 7.15 | 5.41 | 7.66 | 3.54 | 9.52 | 10.39 | 5.28 | 10.04 | 6.68 | 6.40 | 5.32 | 9.14 | 3.68 | 6.10 | 3.59 |
| Yield(%) | NA | 4.60 | 5.21 | 5.81 | 4.06 | NA | NA | 4.25 | NA | 0.60 | 4.52 | 5.15 | 5.07 | 10.24 | 3.93 | 2.64 | 0.20 | 3.23 | 2.55 | 2.60 | 6.19 | 4.75 | 1.85 | 3.63 | 4.03 | 2.81 | 6.97 | 5.75 | 5.80 | 2.39 | 1.31 | 4.14 | 7.46 |
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 |
|---|---|---|---|---|
| CALTECH VOLUNTARY TDA PLAN TIAA-CREF Tactical Asset Allocation Moderate |
-1.97%
Apr 2021 - Apr 2024 |
2.28%
Sep 2017 - Sep 2022 |
3.60%
Oct 2013 - Oct 2023 |
5.53%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CALTECH VOLUNTARY TDA PLAN TIAA-CREF Tactical Asset Allocation Moderate |
14.82%
Feb 2009 - Feb 2012 |
13.09%
Feb 2009 - Feb 2014 |
9.66%
Aug 2004 - Aug 2014 |
8.53%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart