Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Washington University St. Louis 403B Vanguard Tactical Asset Allocation Moderate | NA | 20.40% | -0.39% | 4.35% | 3.88% | 4.76% | 5.58% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Washington University St. Louis 403B 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 (%) | -1.12 | 20.40 | -0.39 | 4.35 | 3.88 | 4.76 | 5.58 | … | … | 0.75 | 7.07 | 11.46 | -17.25 | 8.83 | 12.47 | 8.83 | -1.36 | 9.39 | 7.00 | -4.62 | 1.27 | 14.35 | -2.62 | 10.72 | 8.19 | 5.46 | 6.40 | 10.67 | 11.89 | 4.29 | 9.89 | 16.01 | 13.12 | 3.44 |
| Sharpe Ratio | NA | 0.24 | -0.33 | 0.15 | 0.28 | NA | NA | … | … | 0.06 | 0.05 | 0.82 | -1.79 | 0.88 | 1.33 | 1.65 | -0.35 | 1.75 | 1.45 | -0.88 | 0.22 | 2.03 | -0.38 | 0.80 | 0.69 | 0.56 | 0.77 | 0.80 | 1.16 | 0.31 | 1.18 | 1.84 | 1.85 | 0.14 |
| Standard Deviation(%) | NA | 9.68 | 9.64 | 9.66 | 7.86 | NA | NA | … | … | 10.84 | 9.70 | 8.76 | 10.41 | 10.04 | 9.18 | 4.49 | 7.55 | 5.00 | 4.69 | 5.27 | 5.60 | 7.07 | 7.09 | 13.44 | 11.68 | 9.66 | 7.14 | 9.61 | 7.44 | 6.78 | 7.60 | 8.34 | 6.47 | 7.81 |
| Draw Down(%) | NA | 6.50 | 17.96 | 21.04 | 21.04 | NA | NA | … | … | 0.93 | 6.50 | 7.62 | 17.76 | 6.28 | 10.43 | 2.90 | 8.04 | 2.26 | 2.62 | 6.60 | 4.85 | 5.65 | 8.09 | 6.56 | 10.02 | 9.13 | 6.18 | 7.26 | 8.52 | 5.58 | 8.32 | 9.61 | 4.81 | 7.60 |
| Yield(%) | NA | 5.33 | 4.76 | 4.24 | 3.04 | NA | NA | … | … | NA | 0.87 | 4.89 | 4.33 | 3.69 | 2.49 | 5.19 | 2.20 | 0.10 | 2.47 | 1.99 | 2.25 | 3.46 | 3.74 | 5.57 | 4.43 | 3.87 | 4.69 | 4.36 | 5.65 | 4.88 | 3.36 | 4.80 | 6.12 | 6.30 |
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 |
|---|---|---|---|---|
| Washington University St. Louis 403B Vanguard Tactical Asset Allocation Moderate |
-1.09%
Apr 2021 – Apr 2024 |
1.03%
May 2018 – May 2023 |
2.26%
Oct 2013 – Oct 2023 |
3.82%
Mar 2008 – Mar 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Washington University St. Louis 403B Vanguard Tactical Asset Allocation Moderate |
13.64%
Jan 2002 – Jan 2005 |
11.92%
May 2002 – May 2007 |
9.68%
Jan 2002 – Jan 2012 |
7.42%
Mar 2002 – Mar 2017 |
Annualized Rolling Returns Comparison Chart