Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Louisiana State University (LSUHSC) 403(b)Plan Tactical Asset Allocation Moderate | NA | 24.19% | 0.35% | 5.09% | 4.17% | 5.95% | 6.95% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Louisiana State University (LSUHSC) 403(b)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 (%) | -1.73 | 24.19 | 0.35 | 5.09 | 4.17 | 5.95 | 6.95 | … | … | -0.26 | 5.65 | 17.21 | -23.69 | 13.38 | 13.33 | 7.52 | -3.00 | 10.88 | 4.53 | -2.15 | 5.45 | 15.62 | 9.36 | 4.28 | 8.38 | 11.11 | 2.65 | 11.66 | 19.76 | 5.57 | 13.07 | 18.60 | 9.98 | 4.57 |
| Sharpe Ratio | NA | -0.06 | -0.38 | 0.11 | 0.20 | NA | NA | … | … | -0.03 | -0.10 | 1.19 | -1.46 | 1.29 | 1.35 | 1.26 | -0.52 | 1.77 | 0.83 | -0.36 | 0.87 | 2.25 | 1.74 | 0.48 | 0.66 | 1.27 | 0.30 | 0.87 | 2.26 | 0.49 | 1.50 | 3.41 | 2.04 | 0.55 |
| Standard Deviation(%) | NA | 9.63 | 13.01 | 11.94 | 9.50 | NA | NA | … | … | 10.64 | 9.67 | 10.88 | 17.20 | 10.36 | 9.72 | 4.84 | 8.26 | 5.80 | 5.23 | 6.08 | 6.22 | 6.92 | 5.35 | 8.90 | 12.52 | 8.69 | 5.80 | 9.91 | 7.31 | 7.00 | 8.08 | 5.25 | 4.34 | 4.13 |
| Draw Down(%) | NA | 7.45 | 24.57 | 26.78 | 26.78 | NA | NA | … | … | 1.03 | 7.06 | 9.41 | 26.69 | 4.14 | 9.74 | 2.48 | 9.68 | 3.21 | 4.66 | 6.09 | 4.56 | 6.40 | 3.98 | 8.37 | 10.25 | 4.44 | 3.07 | 6.93 | 5.46 | 4.64 | 9.42 | 2.87 | 4.08 | 3.23 |
| Yield(%) | NA | 6.47 | 8.67 | 6.57 | 4.57 | NA | NA | … | … | NA | 0.32 | 8.56 | 8.27 | 9.38 | 2.75 | 3.85 | 3.24 | 1.01 | 4.50 | 1.95 | 4.41 | 2.42 | 3.47 | 2.88 | 2.99 | 3.45 | 4.46 | 6.85 | 6.20 | 4.70 | 3.44 | 4.16 | 5.05 | 5.74 |
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 |
|---|---|---|---|---|
| Louisiana State University (LSUHSC) 403(b)Plan Tactical Asset Allocation Moderate |
-2.54%
Apr 2021 – Apr 2024 |
0.22%
Sep 2017 – Sep 2022 |
2.68%
Oct 2013 – Oct 2023 |
4.54%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Louisiana State University (LSUHSC) 403(b)Plan Tactical Asset Allocation Moderate |
15.76%
Oct 2004 – Oct 2007 |
14.88%
Oct 2002 – Oct 2007 |
11.08%
Apr 2001 – Apr 2011 |
9.47%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart