Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| VANDERBILT UNIVERSITY RETIREMENT PLAN AND NEW FACULTY PLAN Fidelity Asset Allocation Composite Moderate | NA | 14.82% | 10.61% | 9.75% | 8.21% | 8.23% | 9.15% | … | … |
Data as of 08/31/2021, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VANDERBILT UNIVERSITY RETIREMENT PLAN AND NEW FACULTY PLAN Fidelity Asset Allocation Composite Moderate | 12/31/2000 | 11/24/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.67 | 14.82 | 10.61 | 9.75 | 8.21 | 8.23 | 9.15 | … | … | 4.86 | 21.20 | 15.15 | -4.37 | 14.56 | 2.34 | -1.60 | 4.12 | 16.05 | 14.66 | -0.16 | 5.17 | 12.62 | 2.51 | 12.46 | 11.77 | 11.98 | 12.89 | 24.20 | 6.42 | 5.91 |
| Sharpe Ratio | NA | 1.17 | 1.41 | 1.20 | 1.10 | NA | NA | … | … | 0.58 | 1.93 | 2.32 | -0.63 | 2.89 | 0.31 | -0.24 | 0.65 | 2.26 | 1.92 | -0.02 | 0.44 | 1.08 | 0.22 | 0.86 | 0.98 | 1.40 | 1.39 | 3.53 | 1.02 | 0.64 |
| Standard Deviation(%) | NA | 8.06 | 8.74 | 8.04 | 7.56 | NA | NA | … | … | 8.29 | 10.86 | 5.92 | 9.05 | 4.83 | 6.85 | 6.69 | 6.28 | 7.08 | 7.62 | 12.75 | 11.50 | 11.59 | 7.03 | 10.99 | 8.68 | 7.02 | 8.61 | 6.66 | 5.22 | 5.61 |
| Draw Down(%) | NA | 5.75 | 11.50 | 11.54 | 11.54 | NA | NA | … | … | 5.75 | 11.50 | 2.88 | 11.54 | 1.87 | 4.91 | 8.35 | 4.86 | 7.63 | 6.89 | 12.06 | 13.05 | 7.60 | 7.50 | 7.77 | 12.20 | 5.65 | 10.16 | 3.93 | 3.07 | 5.19 |
| Yield(%) | NA | 3.98 | 4.98 | 4.34 | 3.99 | NA | NA | … | … | 0.75 | 6.11 | 5.51 | 4.20 | 4.31 | 3.08 | 2.41 | 4.10 | 5.37 | 4.05 | 3.00 | 4.67 | 3.99 | 4.40 | 8.25 | 4.59 | 4.75 | 3.88 | 4.39 | 5.12 | 5.71 |
Data as of 08/31/2021, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VANDERBILT UNIVERSITY RETIREMENT PLAN AND NEW FACULTY PLAN Fidelity Asset Allocation Composite Moder |
1.54%
Nov 2013 – Nov 2016 |
2.81%
Dec 2013 – Dec 2018 |
5.41%
Apr 2010 – Apr 2020 |
7.25%
Feb 2005 – Feb 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VANDERBILT UNIVERSITY RETIREMENT PLAN AND NEW FACULTY PLAN Fidelity Asset Allocation Composite Moder |
18.65%
Apr 2003 – Apr 2006 |
15.78%
Oct 2002 – Oct 2007 |
11.27%
Apr 2003 – Apr 2013 |
9.69%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart