Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| WILLIAMS COLLEGE RETIREMENT INCOME PLAN Tactical Asset Allocation Moderate | NA | 10.79% | 5.74% | 6.86% | 7.07% | 7.00% | NA | … | … |
Data as of 11/30/2020, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WILLIAMS COLLEGE RETIREMENT INCOME PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 02/09/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.15 | 10.79 | 5.74 | 6.86 | 7.07 | 7.00 | NA | … | … | 3.67 | 12.36 | 15.73 | -2.91 | 10.38 | 3.64 | -1.39 | 5.21 | 13.89 | 10.16 | 6.30 | 12.90 | 9.15 | -6.51 | 8.51 | 16.35 | -1.40 | 5.85 | 11.93 | 3.65 | 0.12 |
| Sharpe Ratio | NA | 1.52 | 1.14 | 1.15 | 0.99 | NA | NA | … | … | 0.41 | 1.25 | 2.60 | -0.57 | 1.63 | 0.66 | -0.22 | 0.87 | 1.92 | 1.71 | 0.67 | 0.96 | 1.07 | -1.75 | 0.52 | 1.74 | -0.53 | 0.62 | 1.59 | 0.87 | -1.23 |
| Standard Deviation(%) | NA | 9.91 | 7.60 | 7.03 | 7.04 | NA | NA | … | … | 8.85 | 9.67 | 5.50 | 7.47 | 5.98 | 5.18 | 6.44 | 5.97 | 7.21 | 5.92 | 9.29 | 13.41 | 8.43 | 4.25 | 10.58 | 7.52 | 6.71 | 7.95 | 7.05 | 2.93 | 1.79 |
| Draw Down(%) | NA | 12.92 | 12.92 | 12.92 | 12.92 | NA | NA | … | … | 2.27 | 12.92 | 2.61 | 9.37 | 4.01 | 3.45 | 6.22 | 4.84 | 5.93 | 3.78 | 7.38 | 9.50 | 4.49 | 9.77 | 7.96 | 7.01 | 4.94 | 8.62 | 4.64 | 1.69 | 2.56 |
| Yield(%) | NA | 11.12 | 5.60 | 3.94 | 3.99 | NA | NA | … | … | 0.06 | 11.25 | 3.69 | 2.04 | 0.12 | 2.96 | 3.73 | 3.73 | 5.35 | 3.94 | 3.56 | 1.50 | 0.23 | 0.51 | 5.15 | 6.75 | 2.94 | 0.24 | 0.05 | 0.38 | 2.25 |
Data as of 11/30/2020, 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 |
|---|---|---|---|---|
| WILLIAMS COLLEGE RETIREMENT INCOME PLAN Tactical Asset Allocation Moderate |
1.29%
Jan 2007 – Jan 2010 |
2.88%
Dec 2013 – Dec 2018 |
5.76%
Jan 2007 – Jan 2017 |
5.81%
Dec 2003 – Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WILLIAMS COLLEGE RETIREMENT INCOME PLAN Tactical Asset Allocation Moderate |
12.12%
Apr 2009 – Apr 2012 |
11.36%
Jun 2009 – Jun 2014 |
7.72%
Jun 2009 – Jun 2019 |
7.37%
Dec 2005 – Dec 2020 |
Annualized Rolling Returns Comparison Chart