Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Tufts University Retirement Plan Fidelity Brokeragelink Tactical Asset Allocation Moderate | NA | 2.74% | 6.84% | 6.09% | 6.05% | 7.77% | 9.66% | … | … |
Data as of 01/31/2022, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Tufts University Retirement Plan Fidelity Brokeragelink 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 (%) | 0.70 | 2.74 | 6.84 | 6.09 | 6.05 | 7.77 | 9.66 | … | … | -7.06 | 12.98 | 5.90 | 11.76 | -5.43 | 15.39 | 9.60 | -4.06 | 6.49 | 9.57 | 10.45 | -1.56 | 13.04 | 17.29 | 4.49 | 21.94 | 19.32 | 10.55 | 12.43 | 28.78 | 8.85 | 3.29 |
| Sharpe Ratio | NA | 0.02 | 0.56 | 0.55 | 0.71 | NA | NA | … | … | -0.63 | 1.22 | 0.53 | 2.16 | -0.83 | 2.94 | 1.49 | -0.61 | 1.01 | 1.41 | 1.97 | -0.13 | 1.06 | 1.34 | 0.39 | 1.41 | 1.76 | 1.26 | 1.40 | 5.23 | 1.40 | 0.22 |
| Standard Deviation(%) | NA | 9.61 | 9.82 | 8.69 | 7.59 | NA | NA | … | … | 11.31 | 10.63 | 10.79 | 4.79 | 8.14 | 5.02 | 6.29 | 6.69 | 6.43 | 6.78 | 5.28 | 12.24 | 12.22 | 12.87 | 9.23 | 13.43 | 9.10 | 6.65 | 8.21 | 5.37 | 5.53 | 4.52 |
| Draw Down(%) | NA | 10.25 | 17.45 | 17.45 | 17.45 | NA | NA | … | … | 10.25 | 7.80 | 17.45 | 2.55 | 11.81 | 2.32 | 5.79 | 9.26 | 5.46 | 6.92 | 4.01 | 12.28 | 9.24 | 8.14 | 8.94 | 11.05 | 12.86 | 5.79 | 11.28 | 3.97 | 7.13 | 3.62 |
| Yield(%) | NA | 7.37 | 5.16 | 3.85 | 3.85 | NA | NA | … | … | 1.04 | 6.80 | 3.75 | 4.72 | 3.08 | 0.67 | 5.34 | 2.62 | 3.19 | 6.49 | 2.40 | 3.69 | 3.62 | 4.43 | 4.16 | 5.10 | 8.68 | 4.01 | 3.46 | 5.57 | 4.12 | 5.81 |
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 |
|---|---|---|---|---|
| Tufts University Retirement Plan Fidelity Brokeragelink Tactical Asset Allocation Moderate |
0.57%
Oct 2017 – Oct 2020 |
2.59%
Mar 2015 – Mar 2020 |
4.61%
Oct 2010 – Oct 2020 |
7.53%
Feb 2007 – Feb 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Tufts University Retirement Plan Fidelity Brokeragelink Tactical Asset Allocation Moderate |
22.70%
Oct 2004 – Oct 2007 |
20.76%
Oct 2002 – Oct 2007 |
14.42%
Apr 2001 – Apr 2011 |
11.50%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart