Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2023.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SAN FRANCISCO UNIVERSITY HIGH SCHOOL DC RETIREMENT PLAN Tactical Asset Allocation Moderate | NA | -3.67% | 2.85% | 3.21% | 3.97% | 6.25% | 5.78% | 5.85% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SAN FRANCISCO UNIVERSITY HIGH SCHOOL DC RETIREMENT PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2023.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| 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 (%) | -0.60 | -3.67 | 2.85 | 3.21 | 3.97 | 6.25 | 5.78 | 5.85 | 0.01 | 6.97 | -13.42 | 15.45 | 15.01 | 7.37 | -1.40 | 11.69 | 5.70 | -1.25 | 2.58 | 15.52 | 9.29 | 4.24 | 14.85 | 12.60 | -11.94 | 10.39 | 19.83 | 2.74 | 5.54 | 10.47 | 2.68 | 0.12 |
| Sharpe Ratio | NA | 0.30 | 0.00 | 0.49 | 0.51 | NA | NA | 0.64 | -0.03 | 0.37 | -1.47 | 1.74 | 1.76 | 1.14 | -0.36 | 2.22 | 1.07 | -0.20 | 0.40 | 2.02 | 1.57 | 0.45 | 1.08 | 1.40 | -2.07 | 0.71 | 2.21 | 0.10 | 0.56 | 1.29 | 0.57 | -1.23 |
| Standard Deviation(%) | NA | 7.74 | 8.82 | 8.22 | 7.21 | NA | NA | 7.64 | 8.63 | 7.38 | 10.08 | 8.89 | 8.39 | 5.21 | 7.49 | 4.99 | 5.13 | 6.32 | 6.39 | 7.69 | 5.90 | 9.27 | 13.72 | 8.92 | 6.22 | 10.48 | 7.49 | 5.73 | 8.16 | 7.56 | 2.74 | 1.79 |
| Draw Down(%) | NA | 6.65 | 18.40 | 18.40 | 18.40 | NA | NA | 18.40 | 2.02 | 6.65 | 14.28 | 6.54 | 8.99 | 2.36 | 9.67 | 2.08 | 3.45 | 6.36 | 5.64 | 5.60 | 4.22 | 8.62 | 9.37 | 4.94 | 16.18 | 7.90 | 6.88 | 4.51 | 7.84 | 5.31 | 1.69 | 2.56 |
| Yield(%) | NA | 4.11 | 3.06 | 3.44 | 3.06 | NA | NA | 3.25 | 0.01 | 4.34 | 3.13 | 1.57 | 3.48 | 4.65 | 2.66 | 0.32 | 2.80 | 4.17 | 3.59 | 3.68 | 3.99 | 3.14 | 2.35 | 1.87 | 1.79 | 6.74 | 9.68 | 7.28 | 0.60 | 0.16 | 0.42 | 2.25 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SAN FRANCISCO UNIVERSITY HIGH SCHOOL DC RETIREMENT PLAN Tactical Asset Allocation Moderate |
0.81%
Jan 2007 - Jan 2010 |
2.82%
Sep 2018 - Sep 2023 |
3.97%
Oct 2013 - Oct 2023 |
5.01%
Feb 2008 - Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SAN FRANCISCO UNIVERSITY HIGH SCHOOL DC RETIREMENT PLAN Tactical Asset Allocation Moderate |
13.02%
Apr 2009 - Apr 2012 |
11.79%
Jun 2009 - Jun 2014 |
8.20%
Apr 2005 - Apr 2015 |
7.58%
Jul 2006 - Jul 2021 |
Annualized Rolling Returns Comparison Chart