Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Virginia Tech Services Inc. Tax Deferred Annuity TDA Plan Tactical Asset Allocation Moderate | NA | 23.15% | 1.74% | 5.22% | 5.13% | 7.03% | 6.22% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Virginia Tech Services Inc. Tax Deferred Annuity TDA Plan 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 (%) | -1.47 | 23.15 | 1.74 | 5.22 | 5.13 | 7.03 | 6.22 | … | … | -0.10 | 6.78 | 12.29 | -17.62 | 15.60 | 8.07 | 15.19 | -3.81 | 10.68 | 4.50 | -0.42 | 3.53 | 14.50 | 11.47 | 6.84 | 14.72 | 16.68 | -7.62 | 4.82 | 11.81 | -1.30 | 8.09 | 8.72 | 2.06 | 2.31 |
| Sharpe Ratio | NA | 0.04 | -0.33 | 0.17 | 0.34 | NA | NA | … | … | -0.02 | 0.02 | 0.84 | -1.27 | 1.59 | 0.87 | 2.66 | -0.67 | 2.10 | 0.83 | -0.07 | 0.59 | 1.98 | 1.95 | 0.71 | 0.99 | 1.58 | -1.57 | 0.18 | 1.20 | -0.45 | 0.90 | 1.22 | 1.49 | 0.01 |
| Standard Deviation(%) | NA | 8.41 | 11.33 | 10.63 | 8.58 | NA | NA | … | … | 8.02 | 8.45 | 9.59 | 14.91 | 9.78 | 9.05 | 5.19 | 7.60 | 4.79 | 5.16 | 6.16 | 6.01 | 7.32 | 5.85 | 9.62 | 14.78 | 10.52 | 5.45 | 10.16 | 7.13 | 7.69 | 7.99 | 6.60 | 0.64 | 0.05 |
| Draw Down(%) | NA | 7.37 | 20.26 | 21.90 | 21.90 | NA | NA | … | … | 0.82 | 7.37 | 8.22 | 21.88 | 4.44 | 12.99 | 2.60 | 9.92 | 2.18 | 3.52 | 6.02 | 5.07 | 6.27 | 3.87 | 7.35 | 11.08 | 5.05 | 11.51 | 7.45 | 4.48 | 5.40 | 8.35 | 4.81 | 0.52 | 0.00 |
| Yield(%) | NA | 4.47 | 5.18 | 5.17 | 3.95 | NA | NA | … | … | NA | 1.55 | 4.41 | 5.66 | 5.01 | 6.13 | 3.40 | 2.38 | 2.82 | 2.01 | 2.91 | 4.40 | 2.93 | 3.86 | 2.80 | 1.47 | 2.37 | 1.96 | 3.90 | 1.72 | 0.98 | 0.34 | 0.31 | 1.06 | 2.31 |
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 |
|---|---|---|---|---|
| Virginia Tech Services Inc. Tax Deferred Annuity TDA Plan Tactical Asset Allocation Moderate |
-0.57%
Apr 2021 – Apr 2024 |
1.92%
Mar 2004 – Mar 2009 |
3.45%
Oct 2013 – Oct 2023 |
5.37%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Virginia Tech Services Inc. Tax Deferred Annuity TDA Plan Tactical Asset Allocation Moderate |
15.56%
Jun 2009 – Jun 2012 |
13.99%
Jun 2009 – Jun 2014 |
8.89%
Jun 2009 – Jun 2019 |
7.51%
May 2006 – May 2021 |
Annualized Rolling Returns Comparison Chart