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 Vanguard Plan Tactical Asset Allocation Moderate | NA | 24.61% | -0.08% | 4.04% | 3.62% | 5.30% | 7.08% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| The University of Pittsburgh Retirement Vanguard 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 (%) | -1.45 | 24.61 | -0.08 | 4.04 | 3.62 | 5.30 | 7.08 | … | … | -0.06 | 7.90 | 14.26 | -22.10 | 14.42 | 7.57 | 13.18 | -4.53 | 11.71 | 2.61 | -5.04 | 5.03 | 10.53 | 2.11 | 6.10 | 15.26 | 17.86 | -1.91 | 19.00 | 15.99 | 12.86 | 10.29 | 21.66 | 10.23 | 7.10 |
| Sharpe Ratio | NA | 0.28 | -0.33 | 0.06 | 0.18 | NA | NA | … | … | -0.01 | 0.14 | 0.95 | -1.43 | 1.42 | 0.77 | 2.23 | -0.77 | 2.21 | 0.42 | -0.76 | 0.88 | 1.52 | 0.32 | 0.49 | 1.29 | 1.53 | -0.37 | 1.28 | 1.42 | 1.40 | 1.08 | 3.16 | 1.32 | 0.93 |
| Standard Deviation(%) | NA | 9.00 | 12.41 | 11.48 | 9.21 | NA | NA | … | … | 9.85 | 9.10 | 10.59 | 16.42 | 10.11 | 9.50 | 5.27 | 7.57 | 5.01 | 5.71 | 6.71 | 5.72 | 6.91 | 6.52 | 12.36 | 11.75 | 11.61 | 7.58 | 12.48 | 8.94 | 7.62 | 8.63 | 6.63 | 6.90 | 5.16 |
| Draw Down(%) | NA | 5.36 | 22.86 | 25.82 | 25.82 | NA | NA | … | … | 0.93 | 5.27 | 10.12 | 25.72 | 6.88 | 11.09 | 2.85 | 11.12 | 2.25 | 5.95 | 10.02 | 5.57 | 7.67 | 6.22 | 11.80 | 7.77 | 6.72 | 9.18 | 9.32 | 10.52 | 5.96 | 12.53 | 4.58 | 6.50 | 3.35 |
| Yield(%) | NA | 3.15 | 3.59 | 3.46 | 3.25 | NA | NA | … | … | NA | 0.37 | 3.33 | 3.73 | 3.08 | 2.82 | 4.39 | 2.54 | 0.27 | 4.55 | 4.14 | 3.57 | 2.79 | 4.38 | 5.18 | 5.03 | 4.08 | 4.25 | 5.17 | 4.35 | 3.23 | 3.39 | 5.96 | 5.35 | 6.60 |
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 |
|---|---|---|---|---|
| The University of Pittsburgh Retirement Vanguard Plan Tactical Asset Allocation Moderate |
-1.88%
Apr 2021 – Apr 2024 |
0.48%
Sep 2017 – Sep 2022 |
1.93%
Oct 2013 – Oct 2023 |
4.12%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| The University of Pittsburgh Retirement Vanguard Plan Tactical Asset Allocation Moderate |
20.13%
Oct 2004 – Oct 2007 |
17.07%
Oct 2002 – Oct 2007 |
13.27%
Apr 2001 – Apr 2011 |
9.59%
Jul 2001 – Jul 2016 |
Annualized Rolling Returns Comparison Chart