Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Stanford University Tax-Deferred Annuity and Contributory Retirement Plan Core Funds Strategic Asset Allocation – Optimal Moderate | NA | 2.84% | 2.08% | 8.15% | 4.76% | 6.31% | 6.10% | … | … |
Data as of 03/31/2025, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Stanford University Tax-Deferred Annuity and Contributory Retirement Plan Core Funds Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 06/04/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 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 (%) | -2.26 | 2.84 | 2.08 | 8.15 | 4.76 | 6.31 | 6.10 | … | … | 2.94 | 7.26 | 16.13 | -19.35 | 5.96 | 19.77 | 18.74 | -7.12 | 11.91 | 8.87 | -2.00 | 4.79 | 16.45 | 12.75 | -0.72 | 16.49 | 26.08 | -22.62 | 5.59 | 10.30 | 7.21 | 12.98 | 26.59 | -7.64 | 1.51 |
| Sharpe Ratio | NA | 0.45 | 0.25 | 0.30 | 0.32 | NA | NA | … | … | 0.11 | 0.37 | 1.19 | -1.23 | 0.59 | 0.96 | 2.40 | -0.95 | 2.26 | 0.92 | -0.24 | 0.67 | 2.15 | 1.46 | -0.05 | 1.33 | 1.38 | -0.98 | 0.25 | 0.79 | 0.65 | 1.42 | 2.85 | -0.71 | -0.06 |
| Standard Deviation(%) | NA | 12.51 | 12.60 | 12.47 | 11.85 | NA | NA | … | … | 15.24 | 9.90 | 10.50 | 16.93 | 10.08 | 20.37 | 7.21 | 8.92 | 4.98 | 9.40 | 8.35 | 7.14 | 7.64 | 8.68 | 15.69 | 12.30 | 18.87 | 24.00 | 9.84 | 8.70 | 7.65 | 8.43 | 9.09 | 12.43 | 14.59 |
| Draw Down(%) | NA | 13.91 | 13.91 | 27.19 | 27.19 | NA | NA | … | … | 12.52 | 5.22 | 10.62 | 24.19 | 6.27 | 25.03 | 3.58 | 13.25 | 1.89 | 8.14 | 9.39 | 6.15 | 5.90 | 7.19 | 15.16 | 8.98 | 17.92 | 35.45 | 6.57 | 7.37 | 4.73 | 7.17 | 6.21 | 18.28 | 18.70 |
| Yield(%) | NA | 3.12 | 2.16 | 2.13 | 1.91 | NA | NA | … | … | NA | 0.91 | 2.65 | 1.33 | 1.81 | 1.83 | 2.46 | 1.39 | 0.41 | 2.36 | 2.00 | 2.36 | 2.15 | 2.67 | 2.46 | 2.43 | 2.27 | 2.57 | 2.82 | 2.81 | 2.45 | 2.49 | 2.59 | 2.74 | 4.96 |
Data as of 03/31/2025, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Stanford University Tax-Deferred Annuity and Contributory Retirement Plan Core Funds Strategic Asset |
-8.15%
Feb 2006 – Feb 2009 |
-1.34%
Feb 2004 – Feb 2009 |
3.75%
Oct 2013 – Oct 2023 |
4.59%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Stanford University Tax-Deferred Annuity and Contributory Retirement Plan Core Funds Strategic Asset |
20.76%
Feb 2009 – Feb 2012 |
17.04%
Feb 2009 – Feb 2014 |
10.53%
Feb 2009 – Feb 2019 |
8.81%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart