Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| WASHINGTON UNIVERSITY RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 19.49% | 2.75% | 7.61% | 6.38% | 7.83% | 9.60% | 9.99% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WASHINGTON UNIVERSITY RETIREMENT SAVINGS 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 (%) | -0.85 | 19.49 | 2.75 | 7.61 | 6.38 | 7.83 | 9.60 | 9.99 | NA | 8.14 | 8.39 | -11.09 | 13.74 | 17.48 | 19.80 | -5.65 | 11.91 | 5.57 | -3.85 | 6.23 | 16.13 | 9.16 | 3.32 | 14.51 | 19.39 | 5.05 | 19.99 | 17.20 | 13.92 | 15.27 | 19.86 | 8.50 | 2.78 |
| Sharpe Ratio | NA | 0.23 | -0.13 | 0.33 | 0.40 | NA | NA | 0.84 | -0.01 | 0.15 | 0.48 | -1.02 | 1.25 | 0.93 | 3.16 | -0.74 | 1.98 | 0.64 | -0.43 | 0.85 | 2.12 | 1.24 | 0.24 | 1.20 | 1.60 | 0.62 | 1.37 | 1.51 | 1.56 | 1.63 | 2.96 | 1.33 | 0.08 |
| Standard Deviation(%) | NA | 10.04 | 10.37 | 12.61 | 10.50 | NA | NA | 9.75 | 9.82 | 10.09 | 8.66 | 12.26 | 11.01 | 18.57 | 5.83 | 9.38 | 5.70 | 8.41 | 9.11 | 7.32 | 7.59 | 7.34 | 13.92 | 12.07 | 12.08 | 6.68 | 12.37 | 9.24 | 7.53 | 8.79 | 6.47 | 5.57 | 6.20 |
| Draw Down(%) | NA | 6.13 | 14.97 | 23.00 | 23.00 | NA | NA | 23.00 | 0.88 | 6.13 | 8.25 | 18.06 | 7.23 | 23.00 | 2.24 | 11.97 | 3.11 | 6.00 | 11.94 | 6.94 | 7.83 | 5.65 | 13.22 | 8.86 | 8.59 | 4.95 | 9.18 | 10.37 | 5.01 | 12.85 | 5.92 | 4.46 | 5.42 |
| Yield(%) | NA | 2.62 | 2.98 | 3.52 | 3.32 | NA | NA | 0.00 | NA | 1.02 | 2.58 | 3.02 | 2.85 | 2.88 | 7.04 | 2.23 | 1.94 | 4.70 | 2.14 | 5.22 | 5.58 | 3.73 | 3.36 | 4.25 | 5.14 | 4.44 | 5.43 | 4.09 | 5.31 | 4.19 | 6.49 | 6.40 | 5.99 |
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 |
|---|---|---|---|---|
| WASHINGTON UNIVERSITY RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
1.39%
Dec 2021 - Dec 2024 |
1.91%
Mar 2015 - Mar 2020 |
5.19%
Oct 2013 - Oct 2023 |
7.23%
Dec 2009 - Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WASHINGTON UNIVERSITY RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
21.35%
Oct 2004 - Oct 2007 |
18.78%
Mar 2003 - Mar 2008 |
14.80%
Apr 2003 - Apr 2013 |
11.70%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart