Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LOYOLA UNIVERSITY CHICAGO DEFINED CONTRIBUTION RETIREMENT PLAN Tactical Asset Allocation Moderate | NA | 21.79% | 1.69% | 6.74% | 4.40% | 5.38% | 7.22% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LOYOLA UNIVERSITY CHICAGO DEFINED CONTRIBUTION RETIREMENT 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 (%) | -1.47 | 21.79 | 1.69 | 6.74 | 4.40 | 5.38 | 7.22 | … | … | -0.27 | -0.03 | 12.55 | -17.94 | 20.96 | 15.07 | 6.27 | -5.05 | 9.97 | 4.56 | -4.62 | 1.72 | 12.12 | 9.94 | -1.90 | 12.95 | 22.31 | -4.26 | 17.91 | 14.90 | 12.25 | 15.01 | 20.95 | 7.54 | 6.62 |
| Sharpe Ratio | NA | -0.61 | -0.46 | 0.23 | 0.20 | NA | NA | … | … | -0.04 | -0.64 | 0.76 | -1.23 | 2.03 | 1.59 | 0.88 | -0.84 | 1.82 | 0.67 | -0.77 | 0.27 | 1.84 | 1.85 | -0.19 | 1.04 | 2.31 | -0.87 | 1.33 | 1.39 | 1.46 | 1.64 | 4.39 | 1.75 | 1.12 |
| Standard Deviation(%) | NA | 10.19 | 12.53 | 11.56 | 9.27 | NA | NA | … | … | 8.27 | 10.28 | 10.99 | 15.70 | 10.32 | 9.33 | 5.52 | 7.53 | 5.15 | 6.49 | 6.06 | 6.22 | 6.56 | 5.35 | 10.31 | 12.38 | 9.60 | 5.97 | 11.23 | 8.36 | 6.89 | 8.58 | 4.62 | 3.69 | 3.85 |
| Draw Down(%) | NA | 10.75 | 20.61 | 22.94 | 22.94 | NA | NA | … | … | 0.94 | 10.65 | 10.28 | 22.94 | 3.60 | 10.84 | 2.84 | 11.75 | 2.34 | 5.53 | 8.70 | 7.07 | 6.29 | 4.20 | 10.70 | 8.86 | 4.97 | 6.91 | 9.04 | 11.50 | 5.19 | 9.69 | 2.36 | 3.10 | 2.78 |
| Yield(%) | NA | 4.96 | 8.12 | 6.12 | 4.87 | NA | NA | … | … | NA | 0.24 | 5.14 | 6.30 | 12.70 | 3.39 | 3.56 | 3.00 | 0.03 | 2.25 | 7.23 | 5.06 | 4.52 | 4.25 | 2.23 | 4.25 | 5.26 | 3.23 | 10.35 | 9.36 | 5.27 | 2.11 | 3.70 | 5.07 | 6.54 |
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 |
|---|---|---|---|---|
| LOYOLA UNIVERSITY CHICAGO DEFINED CONTRIBUTION RETIREMENT PLAN Tactical Asset Allocation Moderate |
-2.62%
Dec 2021 – Dec 2024 |
0.79%
Feb 2015 – Feb 2020 |
2.70%
Oct 2013 – Oct 2023 |
4.65%
Dec 2009 – Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LOYOLA UNIVERSITY CHICAGO DEFINED CONTRIBUTION RETIREMENT PLAN Tactical Asset Allocation Moderate |
18.59%
Oct 2004 – Oct 2007 |
16.99%
Oct 2002 – Oct 2007 |
12.77%
Apr 2001 – Apr 2011 |
9.55%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart