Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| The University of Pittsburgh Retirement TIAA-CREF Plan Tactical Asset Allocation Moderate | NA | -2.65% | 3.04% | 4.97% | 4.08% | 6.08% | 5.53% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| The University of Pittsburgh Retirement TIAA-CREF Plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | -0.37 | -2.65 | 3.04 | 4.97 | 4.08 | 6.08 | 5.53 | … | … | -0.59 | 5.76 | -12.94 | 14.86 | 9.75 | 22.30 | -3.09 | 9.13 | 2.19 | -1.35 | 3.42 | 14.07 | 9.78 | 6.14 | 12.74 | 11.21 | 0.85 | 5.17 | 7.52 | 1.39 | 3.83 | 7.32 | -1.42 | 0.12 |
| Sharpe Ratio | NA | -0.07 | -0.03 | 0.51 | 0.46 | NA | NA | … | … | -0.11 | 0.20 | -1.61 | 1.47 | 0.82 | 3.11 | -0.50 | 1.42 | 0.39 | -0.22 | 0.56 | 1.87 | 1.68 | 0.67 | 0.93 | 1.52 | -0.02 | 0.29 | 0.91 | -0.16 | 0.55 | 1.49 | -0.60 | -1.23 |
| Standard Deviation(%) | NA | 7.79 | 8.83 | 9.15 | 7.95 | NA | NA | … | … | 7.95 | 7.59 | 8.92 | 10.09 | 11.55 | 6.72 | 8.74 | 5.98 | 5.12 | 6.28 | 6.11 | 7.49 | 5.80 | 9.19 | 13.54 | 7.33 | 3.24 | 7.42 | 4.68 | 4.71 | 5.27 | 4.45 | 4.24 | 1.79 |
| Draw Down(%) | NA | 6.63 | 16.76 | 16.76 | 16.76 | NA | NA | … | … | 1.91 | 6.63 | 15.91 | 4.70 | 16.55 | 2.20 | 10.28 | 4.05 | 4.42 | 6.76 | 6.26 | 5.69 | 3.78 | 7.78 | 9.94 | 2.74 | 2.49 | 4.42 | 3.36 | 3.20 | 4.13 | 3.76 | 5.85 | 2.56 |
| Yield(%) | NA | 6.55 | 4.79 | 4.27 | 3.49 | NA | NA | … | … | 0.01 | 6.81 | 3.55 | 4.00 | 3.60 | 3.50 | 3.96 | 0.08 | 2.64 | 3.83 | 3.24 | 4.16 | 4.23 | 3.17 | 2.12 | 1.25 | 1.17 | 1.95 | 2.78 | 2.02 | 0.48 | 1.10 | 0.44 | 2.25 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| The University of Pittsburgh Retirement TIAA-CREF Plan Tactical Asset Allocation Moderate |
1.22%
Feb 2014 – Feb 2017 |
1.97%
Dec 2013 – Dec 2018 |
4.08%
Oct 2013 – Oct 2023 |
5.14%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| The University of Pittsburgh Retirement TIAA-CREF Plan Tactical Asset Allocation Moderate |
15.52%
Dec 2018 – Dec 2021 |
11.90%
Jun 2009 – Jun 2014 |
7.85%
Dec 2011 – Dec 2021 |
7.61%
Dec 2006 – Dec 2021 |
Annualized Rolling Returns Comparison Chart