Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Columbia University Retirement Plan Vanguard Tactical Asset Allocation Moderate | NA | 25.02% | 1.02% | 4.43% | 3.62% | 5.39% | 7.47% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Columbia University Retirement Plan Vanguard 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 (%) | -1.32 | 25.02 | 1.02 | 4.43 | 3.62 | 5.39 | 7.47 | … | … | -0.32 | 7.38 | 13.39 | -19.05 | 13.40 | 7.73 | 12.50 | -5.19 | 11.99 | 2.35 | -6.20 | 4.98 | 8.29 | 8.71 | 6.64 | 13.07 | 24.11 | 3.54 | 14.54 | 16.08 | 11.50 | 13.13 | 17.98 | 9.25 | 6.11 |
| Sharpe Ratio | NA | 0.19 | -0.30 | 0.10 | 0.17 | NA | NA | … | … | -0.04 | 0.08 | 0.84 | -1.27 | 1.32 | 0.83 | 2.10 | -0.85 | 2.29 | 0.37 | -0.91 | 0.88 | 1.34 | 2.29 | 0.82 | 1.28 | 2.67 | 0.39 | 1.11 | 1.50 | 1.45 | 1.48 | 3.14 | 1.47 | 0.70 |
| Standard Deviation(%) | NA | 9.29 | 12.43 | 11.42 | 9.18 | NA | NA | … | … | 8.81 | 9.39 | 10.89 | 16.07 | 10.16 | 9.08 | 5.28 | 7.63 | 4.96 | 5.77 | 6.84 | 5.67 | 6.18 | 3.78 | 8.07 | 10.15 | 9.00 | 6.64 | 10.44 | 8.52 | 6.43 | 8.22 | 5.50 | 5.53 | 5.40 |
| Draw Down(%) | NA | 5.85 | 20.97 | 22.97 | 22.97 | NA | NA | … | … | 0.90 | 5.53 | 10.23 | 22.92 | 7.13 | 10.37 | 3.26 | 11.85 | 2.19 | 5.93 | 10.60 | 5.43 | 7.60 | 3.16 | 6.79 | 6.68 | 3.37 | 6.12 | 8.12 | 10.33 | 4.66 | 11.09 | 2.97 | 4.58 | 3.32 |
| Yield(%) | NA | 3.43 | 3.76 | 3.43 | 3.26 | NA | NA | … | … | NA | 0.49 | 3.49 | 3.89 | 3.21 | 2.86 | 3.60 | 2.58 | 0.28 | 4.81 | 4.15 | 3.57 | 4.67 | 5.17 | 4.77 | 4.87 | 5.26 | 4.93 | 4.98 | 3.30 | 4.06 | 3.59 | 5.43 | 4.63 | 6.71 |
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 |
|---|---|---|---|---|
| Columbia University Retirement Plan Vanguard Tactical Asset Allocation Moderate |
-0.93%
Sep 2019 – Sep 2022 |
0.62%
Sep 2017 – Sep 2022 |
1.93%
Oct 2013 – Oct 2023 |
4.93%
Dec 2009 – Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Columbia University Retirement Plan Vanguard Tactical Asset Allocation Moderate |
17.18%
Oct 2004 – Oct 2007 |
15.68%
Apr 2005 – Apr 2010 |
13.49%
Apr 2001 – Apr 2011 |
10.14%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart