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 - Optimal Moderate | NA | 26.62% | 3.98% | 7.56% | 6.31% | 7.45% | 7.19% | 7.40% |
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 - Optimal 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 (%) | -1.04 | 26.62 | 3.98 | 7.56 | 6.31 | 7.45 | 7.19 | 7.40 | NA | 10.76 | 13.40 | -12.63 | 6.14 | 20.20 | 15.65 | -3.53 | 9.45 | 5.75 | -0.18 | 4.70 | 15.06 | 13.41 | -1.04 | 14.21 | 28.49 | -21.60 | 9.26 | 12.73 | 9.04 | 10.77 | 25.26 | -5.03 | 2.54 |
| Sharpe Ratio | NA | 0.57 | -0.05 | 0.35 | 0.42 | NA | NA | 0.51 | 0.03 | 0.44 | 1.04 | -1.03 | 0.64 | 1.07 | 1.85 | -0.49 | 1.66 | 0.65 | -0.02 | 0.67 | 2.11 | 1.69 | -0.07 | 1.24 | 1.70 | -1.03 | 0.68 | 1.31 | 1.11 | 1.16 | 2.58 | -0.51 | 0.02 |
| Standard Deviation(%) | NA | 9.40 | 10.87 | 12.60 | 10.64 | NA | NA | 11.27 | 8.11 | 9.48 | 8.82 | 13.62 | 9.59 | 18.63 | 7.70 | 9.97 | 5.32 | 8.57 | 9.05 | 6.97 | 7.11 | 7.91 | 16.41 | 11.37 | 16.74 | 21.91 | 9.29 | 7.22 | 6.21 | 8.48 | 9.53 | 11.98 | 10.44 |
| Draw Down(%) | NA | 5.64 | 19.60 | 21.59 | 21.59 | NA | NA | 34.47 | 0.73 | 5.61 | 7.85 | 19.87 | 7.88 | 21.59 | 3.29 | 11.76 | 3.89 | 9.02 | 8.70 | 5.05 | 6.26 | 6.60 | 17.14 | 8.02 | 16.74 | 32.90 | 6.05 | 7.99 | 3.83 | 6.46 | 7.02 | 17.63 | 12.94 |
| Yield(%) | NA | 4.54 | 3.47 | 3.32 | 3.43 | NA | NA | 3.93 | NA | 0.62 | 4.58 | 3.14 | 1.99 | 3.88 | 2.50 | 5.12 | 0.41 | 3.20 | 6.22 | 2.84 | 3.32 | 4.11 | 2.70 | 3.51 | 3.72 | 6.01 | 5.75 | 3.45 | 3.32 | 6.17 | 3.26 | 4.28 | 6.35 |
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 - Optimal Moderate |
-5.43%
Feb 2006 - Feb 2009 |
0.34%
Feb 2004 - Feb 2009 |
4.48%
Oct 2013 - Oct 2023 |
4.93%
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 - Optimal Moderate |
19.88%
Feb 2009 - Feb 2012 |
16.45%
Feb 2009 - Feb 2014 |
10.20%
Feb 2009 - Feb 2019 |
9.17%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart