Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Indiana University and Purdue University at Indianapolis 403b plan Tactical Asset Allocation Moderate | NA | 2.85% | 6.46% | 3.80% | 3.37% | 5.79% | 7.22% | 7.11% |
Data as of 01/31/2022, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Indiana University and Purdue University at Indianapolis 403b plan Tactical Asset Allocation Moderate | 12/31/2000 | 04/28/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.84 | 2.85 | 6.46 | 3.80 | 3.37 | 5.79 | 7.22 | 7.11 | -6.17 | 12.53 | 5.88 | 11.16 | -16.99 | 17.86 | 2.13 | -3.21 | 3.30 | 8.84 | 5.56 | 4.85 | 14.28 | 27.10 | -0.53 | 10.15 | 17.35 | 7.67 | 7.72 | 18.46 | 5.49 | 4.40 |
| Sharpe Ratio | NA | -0.01 | 0.54 | 0.20 | 0.33 | NA | NA | 0.73 | -0.53 | 1.26 | 0.60 | 1.81 | -1.09 | 3.28 | 0.32 | -0.45 | 0.50 | 1.35 | 0.93 | 0.56 | 1.11 | 2.41 | -0.26 | 0.78 | 1.78 | 0.86 | 0.83 | 3.66 | 0.93 | 0.44 |
| Standard Deviation(%) | NA | 9.62 | 9.19 | 10.61 | 8.77 | NA | NA | 8.38 | 11.80 | 9.94 | 9.34 | 5.39 | 16.78 | 5.24 | 6.09 | 7.21 | 6.63 | 6.50 | 5.95 | 8.57 | 12.76 | 11.23 | 5.61 | 9.22 | 7.91 | 6.43 | 8.12 | 4.85 | 4.70 | 4.72 |
| Draw Down(%) | NA | 10.23 | 11.66 | 22.20 | 22.20 | NA | NA | 22.20 | 10.23 | 6.11 | 11.66 | 2.95 | 22.20 | 2.36 | 6.54 | 9.28 | 4.47 | 6.40 | 5.64 | 7.05 | 8.35 | 5.72 | 9.49 | 6.59 | 7.09 | 4.39 | 11.64 | 4.27 | 6.78 | 4.44 |
| Yield(%) | NA | 3.66 | 4.03 | 2.92 | 3.12 | NA | NA | 4.26 | 0.14 | 3.89 | 4.81 | 3.87 | 2.13 | 0.36 | 4.60 | 2.22 | 3.24 | 3.73 | 3.08 | 3.42 | 3.71 | 4.68 | 4.41 | 6.39 | 7.97 | 6.57 | 4.03 | 3.97 | 4.87 | 7.37 |
Data as of 01/31/2022, 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 |
|---|---|---|---|---|
| Indiana University and Purdue University at Indianapolis 403b plan Tactical Asset Allocation Moderate |
-3.81%
Oct 2017 - Oct 2020 |
-0.02%
Dec 2013 - Dec 2018 |
2.65%
Oct 2010 - Oct 2020 |
5.58%
Feb 2007 - Feb 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Indiana University and Purdue University at Indianapolis 403b plan Tactical Asset Allocation Moderate |
17.12%
Oct 2008 - Oct 2011 |
14.58%
Apr 2005 - Apr 2010 |
11.65%
Apr 2001 - Apr 2011 |
9.38%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart