Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Georgia State University Optional Retirement Plan Tactical Asset Allocation Moderate | NA | 1.14% | 3.82% | 5.47% | 4.10% | 5.77% | 5.70% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Georgia State University Optional Retirement Plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | -0.38 | 1.14 | 3.82 | 5.47 | 4.10 | 5.77 | 5.70 | … | … | -0.34 | 12.28 | -15.21 | 14.72 | 9.83 | 22.36 | -2.62 | 4.17 | 5.24 | -0.86 | 2.56 | 14.66 | 7.41 | 6.19 | 8.41 | 11.84 | -3.65 | 6.57 | 14.94 | 0.73 | 8.59 | 12.67 | 4.41 | -0.98 |
| Sharpe Ratio | NA | 0.44 | 0.06 | 0.48 | 0.42 | NA | NA | … | … | -0.07 | 1.01 | -1.67 | 1.44 | 0.53 | 3.12 | -0.46 | 0.51 | 0.92 | -0.15 | 0.42 | 1.94 | 1.20 | 0.67 | 0.65 | 1.34 | -1.38 | 0.35 | 1.61 | -0.21 | 1.09 | 1.92 | 0.80 | -1.22 |
| Standard Deviation(%) | NA | 7.96 | 9.38 | 11.29 | 9.26 | NA | NA | … | … | 8.41 | 7.95 | 9.94 | 10.19 | 17.98 | 6.72 | 8.45 | 6.94 | 5.47 | 6.10 | 6.01 | 7.54 | 6.13 | 9.22 | 12.75 | 8.78 | 3.31 | 10.33 | 7.26 | 6.77 | 7.00 | 6.24 | 4.15 | 2.70 |
| Draw Down(%) | NA | 6.25 | 16.03 | 22.84 | 22.84 | NA | NA | … | … | 2.03 | 6.25 | 15.86 | 5.28 | 22.84 | 2.32 | 10.76 | 6.76 | 3.97 | 5.58 | 5.23 | 6.21 | 5.20 | 7.67 | 9.76 | 3.94 | 5.39 | 6.89 | 5.68 | 4.00 | 8.23 | 3.89 | 2.60 | 3.88 |
| Yield(%) | NA | 5.84 | 5.20 | 5.35 | 4.04 | NA | NA | … | … | 0.01 | 6.15 | 4.55 | 4.99 | 7.33 | 4.03 | 2.47 | 0.08 | 3.66 | 3.65 | 3.80 | 3.66 | 4.00 | 3.08 | 0.85 | 0.67 | 0.58 | 3.21 | 2.16 | 1.01 | 0.22 | 0.06 | 0.04 | 2.22 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| Georgia State University Optional Retirement Plan Tactical Asset Allocation Moderate |
2.11%
Oct 2013 – Oct 2016 |
1.65%
Dec 2013 – Dec 2018 |
4.10%
Oct 2013 – Oct 2023 |
5.17%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Georgia State University Optional Retirement Plan Tactical Asset Allocation Moderate |
15.52%
Dec 2018 – Dec 2021 |
10.70%
Jun 2009 – Jun 2014 |
7.78%
Apr 2003 – Apr 2013 |
7.16%
May 2006 – May 2021 |
Annualized Rolling Returns Comparison Chart