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 Strategic Asset Allocation - Equal Weight Moderate | NA | 23.86% | 5.50% | 8.57% | 6.56% | 6.94% | 6.84% | 7.00% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | -1.07 | 23.86 | 5.50 | 8.57 | 6.56 | 6.94 | 6.84 | 7.00 | NA | 9.05 | 12.76 | -5.98 | 4.71 | 20.41 | 14.76 | -5.15 | 12.47 | 4.16 | -0.33 | 0.79 | 12.88 | 12.17 | -0.97 | 11.79 | 21.58 | -15.69 | 10.28 | 11.14 | 7.31 | 10.44 | 21.34 | -3.45 | 2.39 |
| Sharpe Ratio | NA | 0.42 | 0.11 | 0.45 | 0.48 | NA | NA | 0.57 | 0.05 | 0.29 | 1.04 | -0.63 | 0.46 | 1.12 | 1.90 | -0.71 | 2.62 | 0.46 | -0.04 | 0.10 | 1.98 | 2.10 | -0.09 | 1.34 | 1.75 | -1.08 | 0.90 | 1.31 | 0.94 | 1.32 | 2.86 | -0.45 | 0.01 |
| Standard Deviation(%) | NA | 8.53 | 9.60 | 11.85 | 10.01 | NA | NA | 9.46 | 6.40 | 8.61 | 8.17 | 11.66 | 10.09 | 17.96 | 7.02 | 9.10 | 4.52 | 8.52 | 8.83 | 7.42 | 6.48 | 5.77 | 11.65 | 8.71 | 12.31 | 15.40 | 8.06 | 6.02 | 5.46 | 7.18 | 7.22 | 10.21 | 8.68 |
| Draw Down(%) | NA | 5.24 | 14.12 | 20.88 | 20.88 | NA | NA | 27.45 | 0.47 | 5.24 | 6.80 | 14.12 | 8.42 | 20.88 | 3.35 | 11.79 | 2.27 | 8.86 | 9.01 | 5.84 | 6.40 | 4.63 | 12.69 | 6.54 | 13.89 | 26.32 | 5.47 | 6.61 | 3.65 | 6.18 | 6.12 | 14.88 | 10.24 |
| Yield(%) | NA | 4.60 | 3.28 | 3.10 | 2.90 | NA | NA | 3.80 | NA | 0.58 | 4.88 | 2.38 | 2.03 | 3.13 | 2.80 | 2.79 | 0.45 | 2.02 | 5.55 | 2.31 | 2.16 | 4.06 | 2.99 | 3.98 | 4.01 | 5.56 | 7.00 | 3.93 | 4.37 | 5.69 | 3.55 | 4.56 | 6.61 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-2.75%
Feb 2006 - Feb 2009 |
1.63%
Feb 2004 - Feb 2009 |
4.41%
Mar 2010 - Mar 2020 |
4.85%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RETIREMENT PLAN OF RESEARCH TRIANGLE INSTITUTE Strategic Asset Allocation - Equal Weight Moderate |
16.06%
Feb 2009 - Feb 2012 |
13.70%
Feb 2009 - Feb 2014 |
8.97%
Mar 2003 - Mar 2013 |
8.38%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart