Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BOSTON UNIVERSITY SUPPLEMENTAL RETIREMENT AND SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 4.44% | 12.76% | 10.26% | 6.94% | 7.54% | 8.52% | … | … |
Data as of 01/31/2022, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BOSTON UNIVERSITY SUPPLEMENTAL RETIREMENT AND SAVINGS 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 (%) | 0.82 | 4.44 | 12.76 | 10.26 | 6.94 | 7.54 | 8.52 | … | … | -6.34 | 12.89 | 17.90 | 19.68 | -6.43 | 16.45 | 6.37 | -4.43 | 1.53 | 6.55 | 11.64 | 4.93 | 13.70 | 17.61 | 1.24 | 5.19 | 16.46 | 4.58 | 12.42 | 17.52 | 5.97 | 4.92 |
| Sharpe Ratio | NA | -0.15 | 1.00 | 0.95 | 0.79 | NA | NA | … | … | -0.67 | 1.34 | 1.32 | 3.28 | -0.95 | 3.16 | 0.96 | -0.65 | 0.22 | 0.96 | 2.81 | 0.68 | 1.38 | 1.71 | 0.04 | 0.20 | 1.75 | 0.44 | 1.48 | 3.57 | 1.12 | 0.53 |
| Standard Deviation(%) | NA | 8.51 | 10.44 | 9.15 | 7.88 | NA | NA | … | … | 9.63 | 9.63 | 13.43 | 5.58 | 8.13 | 5.01 | 6.43 | 6.84 | 6.83 | 6.82 | 4.12 | 7.26 | 9.88 | 10.27 | 7.37 | 10.74 | 7.52 | 5.49 | 7.75 | 4.72 | 4.36 | 4.91 |
| Draw Down(%) | NA | 8.68 | 18.35 | 18.35 | 18.35 | NA | NA | … | … | 8.30 | 5.01 | 18.35 | 2.17 | 12.68 | 2.02 | 6.82 | 9.32 | 6.04 | 8.39 | 3.22 | 4.51 | 8.54 | 5.36 | 11.33 | 9.11 | 10.40 | 4.39 | 10.76 | 5.56 | 4.81 | 4.85 |
| Yield(%) | NA | 7.06 | 5.05 | 4.54 | 3.88 | NA | NA | … | … | 0.98 | 6.80 | 4.16 | 3.88 | 4.98 | 2.77 | 4.29 | 2.31 | 2.61 | 3.98 | 3.55 | 3.60 | 4.26 | 4.43 | 5.13 | 7.82 | 6.53 | 4.08 | 5.08 | 5.99 | 4.76 | 4.72 |
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 |
|---|---|---|---|---|
| BOSTON UNIVERSITY SUPPLEMENTAL RETIREMENT AND SAVINGS PLAN Tactical Asset Allocation Moderate |
0.24%
Nov 2013 – Nov 2016 |
2.38%
Dec 2013 – Dec 2018 |
4.93%
Mar 2010 – Mar 2020 |
6.82%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BOSTON UNIVERSITY SUPPLEMENTAL RETIREMENT AND SAVINGS PLAN Tactical Asset Allocation Moderate |
16.79%
Dec 2018 – Dec 2021 |
13.05%
Oct 2002 – Oct 2007 |
10.57%
Jul 2002 – Jul 2012 |
8.81%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart