Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Stanford University Tax-Deferred Annuity and Contributory Retirement Plan Core Funds Asset Allocation Composite Moderate | NA | 15.45% | 1.17% | 5.38% | 5.75% | 6.87% | 7.27% | 8.42% |
Data as of 11/29/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Stanford University Tax-Deferred Annuity and Contributory Retirement Plan Core Funds Asset Allocation Composite Moderate | 12/31/2000 | 02/28/2025 |
| 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 (%) | 1.10 | 15.45 | 1.17 | 5.38 | 5.75 | 6.87 | 7.27 | 8.42 | NA | 5.20 | 14.99 | -17.67 | 5.18 | 16.99 | 18.95 | -6.47 | 13.73 | 10.85 | -2.87 | 4.46 | 16.44 | 13.03 | -0.73 | 11.50 | 17.56 | 1.45 | 5.60 | 10.32 | 7.23 | 13.00 | 24.73 | 8.43 | 6.40 |
| Sharpe Ratio | NA | -0.05 | -0.18 | 0.29 | 0.41 | NA | NA | 0.76 | 0.18 | -0.16 | 1.22 | -1.52 | 0.50 | 2.05 | 2.43 | -0.88 | 2.70 | 1.46 | -0.42 | 0.63 | 2.14 | 1.49 | -0.05 | 1.17 | 1.86 | 0.07 | 0.26 | 0.81 | 0.66 | 1.43 | 3.16 | 1.74 | 0.88 |
| Standard Deviation(%) | NA | 8.36 | 9.73 | 9.75 | 8.59 | NA | NA | 8.66 | 7.61 | 8.45 | 8.77 | 12.57 | 10.34 | 8.19 | 7.22 | 8.83 | 4.86 | 7.31 | 6.95 | 7.07 | 7.67 | 8.71 | 15.56 | 9.76 | 9.37 | 7.47 | 9.86 | 8.71 | 7.66 | 8.44 | 7.61 | 4.21 | 4.65 |
| Draw Down(%) | NA | 5.35 | 15.39 | 22.05 | 22.05 | NA | NA | 22.05 | 2.47 | 5.05 | 7.81 | 18.58 | 6.66 | 9.74 | 3.57 | 12.97 | 1.80 | 4.63 | 8.51 | 6.13 | 6.01 | 7.07 | 15.10 | 7.98 | 4.97 | 6.55 | 6.58 | 7.38 | 4.73 | 7.18 | 3.52 | 2.51 | 3.44 |
| Yield(%) | NA | 3.50 | 2.41 | 2.28 | 2.18 | NA | NA | 2.92 | NA | 0.91 | 3.51 | 1.50 | 1.46 | 2.02 | 2.49 | 2.08 | 2.09 | 2.37 | 1.73 | 2.30 | 2.12 | 2.70 | 2.49 | 3.06 | 3.54 | 4.45 | 2.82 | 2.82 | 2.45 | 2.50 | 3.59 | 5.98 | 6.22 |
Data as of 11/29/2024, 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 University Tax-Deferred Annuity and Contributory Retirement Plan Core Funds Asset Allocation Composite Moderate |
-1.58%
Apr 2021 - Apr 2024 |
2.42%
Dec 2017 - Dec 2022 |
4.31%
Oct 2013 - Oct 2023 |
6.31%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Stanford University Tax-Deferred Annuity and Contributory Retirement Plan Core Funds Asset Allocation Composite Moderate |
16.34%
Mar 2003 - Mar 2006 |
13.60%
May 2002 - May 2007 |
11.09%
Apr 2001 - Apr 2011 |
9.67%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart