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 Vanguard Tactical Asset Allocation Moderate | NA | 27.29% | 1.25% | 4.27% | 3.73% | 5.28% | 7.32% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VANDERBILT UNIVERSITY RETIREMENT PLAN AND NEW FACULTY PLAN Vanguard Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 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 (%) | -1.30 | 27.29 | 1.25 | 4.27 | 3.73 | 5.28 | 7.32 | … | … | -0.53 | 7.50 | 14.05 | -18.68 | 10.77 | 8.25 | 12.76 | -4.86 | 12.44 | 2.63 | -5.59 | 3.49 | 11.04 | 6.49 | 2.74 | 15.31 | 17.55 | 0.36 | 18.50 | 17.32 | 13.41 | 11.03 | 25.63 | 11.37 | 6.22 |
| Sharpe Ratio | NA | 0.19 | -0.28 | 0.08 | 0.17 | NA | NA | … | … | -0.07 | 0.09 | 0.85 | -1.23 | 1.06 | 0.90 | 2.18 | -0.81 | 2.40 | 0.43 | -0.84 | 0.49 | 1.51 | 1.39 | 0.24 | 1.16 | 1.54 | -0.07 | 1.22 | 1.47 | 1.43 | 1.12 | 3.61 | 1.47 | 0.60 |
| Standard Deviation(%) | NA | 9.55 | 12.82 | 11.64 | 9.29 | NA | NA | … | … | 8.65 | 9.67 | 11.52 | 16.37 | 10.10 | 8.93 | 5.22 | 7.65 | 4.93 | 5.58 | 6.71 | 7.08 | 7.31 | 4.64 | 11.37 | 13.14 | 11.32 | 8.09 | 12.72 | 9.54 | 7.86 | 8.99 | 6.90 | 6.98 | 6.55 |
| Draw Down(%) | NA | 6.01 | 22.36 | 24.10 | 24.10 | NA | NA | … | … | 1.00 | 5.86 | 11.89 | 24.10 | 7.05 | 10.38 | 3.10 | 11.36 | 2.28 | 5.94 | 10.39 | 5.96 | 7.50 | 2.60 | 10.25 | 8.68 | 6.70 | 9.01 | 9.71 | 11.53 | 5.85 | 13.31 | 4.58 | 5.98 | 6.16 |
| Yield(%) | NA | 3.80 | 2.92 | 3.22 | 3.17 | NA | NA | … | … | NA | 1.18 | 3.32 | 2.28 | 2.05 | 3.66 | 4.09 | 2.53 | 0.35 | 4.83 | 3.98 | 3.84 | 4.19 | 2.62 | 1.17 | 3.84 | 4.29 | 4.10 | 4.74 | 3.56 | 3.42 | 3.56 | 5.88 | 5.12 | 6.34 |
Data as of 10/31/2024, 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 Vanguard Tactical Asset Allocation Modera |
-1.81%
Sep 2019 – Sep 2022 |
0.25%
Sep 2017 – Sep 2022 |
1.68%
Oct 2013 – Oct 2023 |
4.17%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VANDERBILT UNIVERSITY RETIREMENT PLAN AND NEW FACULTY PLAN Vanguard Tactical Asset Allocation Modera |
20.92%
Oct 2004 – Oct 2007 |
18.53%
Oct 2002 – Oct 2007 |
13.99%
Apr 2001 – Apr 2011 |
10.14%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart