Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| STANFORD CONTRIBUTORY RETIREMENT PLAN Tactical Asset Allocation Moderate | NA | 23.89% | 2.98% | 7.77% | 6.90% | 8.68% | 9.24% | 8.26% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| STANFORD CONTRIBUTORY RETIREMENT PLAN 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 (%) | -0.82 | 23.89 | 2.98 | 7.77 | 6.90 | 8.68 | 9.24 | 8.26 | NA | 11.67 | 16.61 | -14.61 | 11.88 | 13.67 | 18.27 | -5.86 | 12.52 | 10.38 | -0.93 | 8.86 | 17.34 | 13.01 | 3.68 | 15.79 | 12.13 | 8.69 | 7.70 | 15.32 | 7.08 | 12.68 | 18.25 | -15.34 | 2.31 |
| Sharpe Ratio | NA | 0.69 | 0.05 | 0.35 | 0.47 | NA | NA | 0.64 | 0.06 | 0.51 | 1.43 | -1.01 | 1.21 | 0.67 | 2.32 | -0.74 | 2.58 | 1.17 | -0.11 | 1.20 | 2.35 | 1.53 | 0.25 | 1.37 | 1.01 | 0.69 | 0.37 | 1.11 | 0.50 | 1.40 | 2.46 | -1.66 | 0.01 |
| Standard Deviation(%) | NA | 9.93 | 11.87 | 13.65 | 11.17 | NA | NA | 10.51 | 10.24 | 10.01 | 8.63 | 15.78 | 9.83 | 20.20 | 7.28 | 9.75 | 4.61 | 8.67 | 8.63 | 7.38 | 7.37 | 8.48 | 14.82 | 11.47 | 11.86 | 11.27 | 12.87 | 10.91 | 9.86 | 8.41 | 7.14 | 9.88 | 0.05 |
| Draw Down(%) | NA | 5.40 | 17.52 | 23.57 | 23.57 | NA | NA | 23.57 | 0.76 | 5.40 | 7.72 | 19.04 | 4.82 | 23.57 | 3.49 | 13.66 | 1.97 | 6.87 | 8.06 | 5.14 | 4.92 | 6.36 | 12.47 | 7.47 | 9.59 | 5.00 | 8.11 | 9.45 | 6.38 | 6.47 | 2.85 | 21.99 | 0.00 |
| Yield(%) | NA | 2.67 | 2.68 | 2.61 | 2.41 | NA | NA | 0.00 | NA | 1.43 | 2.84 | 1.97 | 2.92 | 2.53 | 2.81 | 1.79 | 2.41 | 2.09 | 2.09 | 2.24 | 1.98 | 2.62 | 2.39 | 2.18 | 0.98 | 3.16 | 1.58 | 1.87 | 1.75 | 1.84 | 1.11 | 0.72 | 2.31 |
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 |
|---|---|---|---|---|
| STANFORD CONTRIBUTORY RETIREMENT PLAN Tactical Asset Allocation Moderate |
0.31%
Aug 2001 - Aug 2004 |
3.01%
Mar 2015 - Mar 2020 |
5.63%
Oct 2013 - Oct 2023 |
7.43%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| STANFORD CONTRIBUTORY RETIREMENT PLAN Tactical Asset Allocation Moderate |
15.50%
Jun 2008 - Jun 2011 |
14.73%
Nov 2008 - Nov 2013 |
12.02%
Apr 2003 - Apr 2013 |
10.90%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart