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. Defined Contribution Retirement Plan Tactical Asset Allocation Moderate | NA | 5.69% | 4.07% | 6.03% | 6.26% | 6.90% | NA | … | … |
Data as of 11/30/2020, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Virginia Tech Services Inc. Defined Contribution Retirement Plan Tactical Asset Allocation Moderate | 12/31/2000 | 02/09/2021 |
| 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 (%) | 0.82 | 5.69 | 4.07 | 6.03 | 6.26 | 6.90 | NA | … | … | 4.47 | 7.37 | 15.05 | -3.36 | 11.37 | 4.49 | -1.30 | 3.34 | 14.18 | 9.00 | 4.91 | 12.48 | 12.98 | -5.72 | 10.21 | 17.34 | -3.91 | 5.63 | 12.32 | 2.06 | 2.31 |
| Sharpe Ratio | NA | 1.15 | 0.95 | 1.03 | 0.91 | NA | NA | … | … | 0.53 | 0.77 | 2.47 | -0.61 | 1.93 | 0.85 | -0.21 | 0.58 | 2.00 | 1.63 | 0.56 | 0.89 | 1.45 | -1.35 | 0.71 | 1.86 | -0.84 | 0.59 | 1.93 | 1.49 | 0.01 |
| Standard Deviation(%) | NA | 9.44 | 7.42 | 6.89 | 6.79 | NA | NA | … | … | 8.39 | 9.22 | 5.51 | 7.71 | 5.56 | 5.04 | 6.30 | 5.74 | 7.08 | 5.50 | 8.71 | 13.95 | 8.91 | 4.93 | 10.15 | 7.58 | 7.24 | 7.93 | 6.03 | 0.64 | 0.05 |
| Draw Down(%) | NA | 13.00 | 13.00 | 13.00 | 13.00 | NA | NA | … | … | 1.92 | 13.00 | 2.57 | 9.78 | 3.02 | 3.59 | 6.28 | 5.30 | 6.01 | 4.42 | 7.30 | 10.63 | 4.48 | 9.41 | 7.41 | 6.75 | 6.35 | 8.58 | 3.74 | 0.52 | 0.00 |
| Yield(%) | NA | 8.56 | 4.70 | 3.33 | 3.43 | NA | NA | … | … | 0.00 | 8.73 | 3.54 | 2.02 | 0.11 | 2.67 | 3.32 | 3.30 | 3.87 | 4.07 | 3.20 | 1.74 | 2.03 | 1.96 | 5.87 | 7.00 | 3.29 | 0.30 | 0.31 | 1.06 | 2.31 |
Data as of 11/30/2020, 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. Defined Contribution Retirement Plan Tactical Asset Allocation Moderate |
1.84%
Oct 2017 – Oct 2020 |
2.78%
Dec 2013 – Dec 2018 |
5.29%
Oct 2010 – Oct 2020 |
5.88%
Dec 2003 – Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Virginia Tech Services Inc. Defined Contribution Retirement Plan Tactical Asset Allocation Moderate |
11.93%
Apr 2009 – Apr 2012 |
11.63%
Jun 2009 – Jun 2014 |
7.90%
Apr 2003 – Apr 2013 |
7.27%
Dec 2005 – Dec 2020 |
Annualized Rolling Returns Comparison Chart