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 457b plan Tactical Asset Allocation Moderate | NA | 1.95% | 11.22% | 9.53% | 6.79% | 7.66% | 8.85% | 8.65% |
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 457b 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 (%) | 0.74 | 1.95 | 11.22 | 9.53 | 6.79 | 7.66 | 8.85 | 8.65 | -5.63 | 10.10 | 16.91 | 18.41 | -4.76 | 15.70 | 6.15 | -4.43 | 1.48 | 8.50 | 11.70 | 3.25 | 13.99 | 22.94 | 2.79 | 3.90 | 17.18 | 7.52 | 9.96 | 24.61 | 3.36 | 4.40 |
| Sharpe Ratio | NA | -0.24 | 0.94 | 0.92 | 0.81 | NA | NA | 0.99 | -0.60 | 1.08 | 1.30 | 3.26 | -0.78 | 3.05 | 0.90 | -0.65 | 0.21 | 1.27 | 2.66 | 0.42 | 1.44 | 2.00 | 0.23 | 0.09 | 1.87 | 0.94 | 1.26 | 5.05 | 0.44 | 0.44 |
| Standard Deviation(%) | NA | 8.25 | 10.03 | 8.79 | 7.68 | NA | NA | 7.69 | 9.57 | 9.29 | 12.82 | 5.22 | 7.78 | 4.94 | 6.61 | 6.84 | 6.89 | 6.68 | 4.38 | 7.61 | 9.67 | 11.43 | 7.97 | 10.51 | 7.43 | 5.71 | 7.16 | 4.74 | 5.07 | 4.72 |
| Draw Down(%) | NA | 8.55 | 17.34 | 17.34 | 17.34 | NA | NA | 17.34 | 8.17 | 5.51 | 17.34 | 1.98 | 10.42 | 1.92 | 7.00 | 9.32 | 6.04 | 7.35 | 3.72 | 5.75 | 8.19 | 5.18 | 10.87 | 8.77 | 10.52 | 4.76 | 9.72 | 3.95 | 8.21 | 4.44 |
| Yield(%) | NA | 5.64 | 4.89 | 4.29 | 3.80 | NA | NA | 4.76 | 0.73 | 5.77 | 4.89 | 3.64 | 4.14 | 2.96 | 4.31 | 2.31 | 2.62 | 3.95 | 3.76 | 3.56 | 4.38 | 6.31 | 4.68 | 6.88 | 6.18 | 5.70 | 4.65 | 6.13 | 5.00 | 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 457b plan Tactical Asset Allocation Moderate |
0.17%
Nov 2013 - Nov 2016 |
2.55%
Dec 2013 - Dec 2018 |
5.20%
Mar 2010 - Mar 2020 |
7.39%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Indiana University and Purdue University at Indianapolis 457b plan Tactical Asset Allocation Moderate |
16.80%
Oct 2008 - Oct 2011 |
14.38%
Oct 2008 - Oct 2013 |
11.67%
Jul 2002 - Jul 2012 |
9.62%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart