Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| RETIREMENT PLAN OF RESEARCH TRIANGLE INSTITUTE Tactical Asset Allocation Moderate | NA | 19.67% | 1.23% | 4.75% | 3.78% | 4.08% | 5.07% | 5.95% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RETIREMENT PLAN OF RESEARCH TRIANGLE INSTITUTE 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 (%) | -1.10 | 19.67 | 1.23 | 4.75 | 3.78 | 4.08 | 5.07 | 5.95 | NA | 9.00 | 8.40 | -12.36 | 5.35 | 12.94 | 6.13 | -0.24 | 9.46 | 3.83 | -3.30 | -0.82 | 14.44 | 4.96 | -1.65 | 3.86 | 12.44 | 0.00 | 9.92 | 12.99 | 3.75 | 10.29 | 17.69 | 6.37 | 7.42 |
| Sharpe Ratio | NA | 0.43 | -0.28 | 0.21 | 0.28 | NA | NA | 0.60 | 0.07 | 0.25 | 0.57 | -1.53 | 0.56 | 1.47 | 1.00 | -0.19 | 1.62 | 0.87 | -0.63 | -0.13 | 2.03 | 0.83 | -0.16 | 0.35 | 1.68 | -0.24 | 0.68 | 1.29 | 0.26 | 1.12 | 2.98 | 1.57 | 1.31 |
| Standard Deviation(%) | NA | 9.44 | 8.64 | 8.81 | 7.41 | NA | NA | 7.32 | 9.00 | 9.48 | 7.23 | 8.96 | 9.47 | 8.63 | 4.73 | 8.03 | 5.46 | 4.17 | 5.32 | 6.37 | 7.08 | 5.90 | 10.30 | 10.67 | 7.36 | 3.89 | 10.13 | 7.55 | 6.02 | 8.31 | 5.70 | 3.35 | 3.90 |
| Draw Down(%) | NA | 6.55 | 16.14 | 17.41 | 17.41 | NA | NA | 17.41 | 0.67 | 6.55 | 6.05 | 12.95 | 7.23 | 10.69 | 3.87 | 7.51 | 5.32 | 2.58 | 5.81 | 5.52 | 5.07 | 5.40 | 10.86 | 10.17 | 3.99 | 3.36 | 7.45 | 9.34 | 4.33 | 7.10 | 3.49 | 1.67 | 2.77 |
| Yield(%) | NA | 4.36 | 3.41 | 3.20 | 3.11 | NA | NA | 3.45 | NA | 0.70 | 4.54 | 2.41 | 2.54 | 2.85 | 3.63 | 2.53 | 0.19 | 2.62 | 4.78 | 4.50 | 1.22 | 3.47 | 1.01 | 3.80 | 4.47 | 2.77 | 4.51 | 3.95 | 3.05 | 4.93 | 3.26 | 5.44 | 6.29 |
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 |
|---|---|---|---|---|
| RETIREMENT PLAN OF RESEARCH TRIANGLE INSTITUTE Tactical Asset Allocation Moderate |
-0.25%
Nov 2013 - Nov 2016 |
1.02%
Sep 2018 - Sep 2023 |
1.98%
Oct 2013 - Oct 2023 |
3.18%
Feb 2008 - Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RETIREMENT PLAN OF RESEARCH TRIANGLE INSTITUTE Tactical Asset Allocation Moderate |
12.28%
Apr 2003 - Apr 2006 |
11.82%
Oct 2002 - Oct 2007 |
9.00%
Apr 2001 - Apr 2011 |
6.76%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart