Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| University of Michigan Retirement Plan Tactical Asset Allocation Moderate | NA | 3.76% | 7.71% | 6.07% | 5.95% | 7.94% | 9.77% | … | … |
Data as of 01/31/2022, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| University of Michigan Retirement Plan 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 (%) | 0.55 | 3.76 | 7.71 | 6.07 | 5.95 | 7.94 | 9.77 | … | … | -6.15 | 12.04 | 6.34 | 12.66 | -6.09 | 13.55 | 9.36 | -4.69 | 4.92 | 10.92 | 12.26 | 5.53 | 14.82 | 18.00 | 1.36 | 17.22 | 17.25 | 16.47 | 13.58 | 22.37 | 8.70 | 3.21 |
| Sharpe Ratio | NA | -0.19 | 0.67 | 0.57 | 0.71 | NA | NA | … | … | -0.66 | 1.25 | 0.57 | 2.60 | -0.99 | 2.54 | 1.53 | -0.69 | 0.82 | 1.61 | 2.16 | 0.64 | 1.30 | 1.64 | 0.05 | 1.16 | 1.62 | 2.14 | 1.35 | 3.82 | 1.26 | 0.17 |
| Standard Deviation(%) | NA | 8.39 | 9.19 | 8.14 | 7.28 | NA | NA | … | … | 9.51 | 9.64 | 10.74 | 4.34 | 7.50 | 5.09 | 5.98 | 6.88 | 5.98 | 6.78 | 5.66 | 8.66 | 11.31 | 10.94 | 7.92 | 12.29 | 8.65 | 6.69 | 9.36 | 5.67 | 6.03 | 5.26 |
| Draw Down(%) | NA | 8.78 | 16.67 | 16.67 | 16.67 | NA | NA | … | … | 8.28 | 5.14 | 16.67 | 2.62 | 11.97 | 2.20 | 5.40 | 9.98 | 4.81 | 7.07 | 5.25 | 5.98 | 9.21 | 5.33 | 7.76 | 10.24 | 12.02 | 5.06 | 11.29 | 4.68 | 7.72 | 5.55 |
| Yield(%) | NA | 6.79 | 4.78 | 3.49 | 3.61 | NA | NA | … | … | 1.03 | 6.52 | 4.00 | 3.52 | 2.53 | 0.66 | 5.38 | 2.04 | 3.16 | 5.44 | 3.29 | 3.44 | 3.96 | 4.30 | 4.75 | 7.92 | 6.28 | 7.09 | 7.28 | 9.51 | 7.14 | 3.71 |
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 |
|---|---|---|---|---|
| University of Michigan Retirement Plan Tactical Asset Allocation Moderate |
0.69%
Oct 2017 – Oct 2020 |
2.27%
Mar 2015 – Mar 2020 |
5.39%
Oct 2010 – Oct 2020 |
7.81%
Mar 2007 – Mar 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| University of Michigan Retirement Plan Tactical Asset Allocation Moderate |
21.65%
Oct 2004 – Oct 2007 |
19.15%
Oct 2002 – Oct 2007 |
14.10%
Jul 2002 – Jul 2012 |
11.55%
Oct 2002 – Oct 2017 |
Annualized Rolling Returns Comparison Chart