Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Wayne State University 403B Fidelity Plan Tactical Asset Allocation Moderate | NA | 3.99% | 11.66% | 9.72% | 7.38% | 7.29% | 8.20% | … | … |
Data as of 01/31/2022, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Wayne State University 403B Fidelity 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 | Common | 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 (%) | 0.72 | 3.99 | 11.66 | 9.72 | 7.38 | 7.29 | 8.20 | … | … | -5.51 | 12.10 | 15.18 | 20.21 | -5.35 | 15.39 | 9.57 | -3.62 | 1.71 | 11.49 | 8.00 | -1.52 | 13.91 | 15.61 | -1.44 | 9.67 | 14.32 | 5.40 | 6.77 | 19.67 | 8.09 | 6.95 |
| Sharpe Ratio | NA | -0.18 | 0.95 | 0.94 | 0.94 | NA | NA | … | … | -0.59 | 1.32 | 1.19 | 3.31 | -0.83 | 2.81 | 1.69 | -0.57 | 0.29 | 1.75 | 1.42 | -0.13 | 1.25 | 1.29 | -0.34 | 0.89 | 1.90 | 0.86 | 1.10 | 4.82 | 2.24 | 1.17 |
| Standard Deviation(%) | NA | 8.18 | 9.91 | 8.81 | 7.51 | NA | NA | … | … | 9.47 | 9.15 | 12.59 | 5.68 | 7.99 | 5.26 | 5.55 | 6.41 | 5.92 | 6.53 | 5.58 | 11.90 | 11.01 | 12.01 | 6.97 | 7.48 | 5.81 | 3.75 | 5.28 | 3.93 | 3.12 | 3.97 |
| Draw Down(%) | NA | 8.32 | 16.33 | 16.33 | 16.33 | NA | NA | … | … | 8.06 | 4.39 | 16.33 | 2.09 | 12.31 | 2.05 | 5.51 | 8.60 | 5.27 | 6.26 | 4.79 | 11.72 | 7.78 | 8.49 | 9.72 | 5.68 | 4.98 | 3.29 | 7.35 | 2.61 | 1.75 | 2.37 |
| Yield(%) | NA | 5.45 | 4.70 | 3.97 | 3.87 | NA | NA | … | … | 0.66 | 5.47 | 5.10 | 3.32 | 5.29 | 0.62 | 5.04 | 1.91 | 3.48 | 5.20 | 3.59 | 2.46 | 3.67 | 3.78 | 2.58 | 5.86 | 7.10 | 5.79 | 2.88 | 3.72 | 3.73 | 7.13 |
Data as of 01/31/2022, 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 |
|---|---|---|---|---|
| Wayne State University 403B Fidelity Plan Tactical Asset Allocation Moderate |
2.24%
Nov 2013 – Nov 2016 |
2.63%
Apr 2011 – Apr 2016 |
5.04%
Mar 2010 – Mar 2020 |
6.43%
Dec 2003 – Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Wayne State University 403B Fidelity Plan Tactical Asset Allocation Moderate |
15.78%
Dec 2018 – Dec 2021 |
12.35%
Oct 2002 – Oct 2007 |
10.28%
Apr 2001 – Apr 2011 |
8.31%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart