Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| STANFORD CONTRIBUTORY RETIREMENT PLAN Strategic Asset Allocation – Optimal Moderate | NA | 24.04% | 1.15% | 6.76% | 6.21% | 7.21% | 6.07% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| STANFORD CONTRIBUTORY RETIREMENT PLAN Strategic Asset Allocation – Optimal 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 (%) | -0.80 | 24.04 | 1.15 | 6.76 | 6.21 | 7.21 | 6.07 | … | … | 0.30 | 8.88 | 15.87 | -17.36 | 9.16 | 17.43 | 19.49 | -5.84 | 12.59 | 8.15 | -0.91 | 6.22 | 15.63 | 12.62 | -2.65 | 11.30 | 21.20 | -23.35 | 4.39 | 10.43 | 5.54 | 9.22 | 20.82 | -12.05 | -2.32 |
| Sharpe Ratio | NA | 0.46 | -0.17 | 0.27 | 0.43 | NA | NA | … | … | 0.03 | 0.26 | 1.25 | -1.22 | 1.08 | 0.91 | 2.66 | -0.81 | 2.79 | 0.92 | -0.11 | 0.94 | 2.17 | 1.56 | -0.17 | 0.94 | 1.18 | -1.02 | 0.14 | 1.01 | 0.50 | 1.15 | 2.08 | -0.94 | -0.34 |
| Standard Deviation(%) | NA | 8.54 | 11.49 | 12.83 | 10.52 | NA | NA | … | … | 7.46 | 8.66 | 9.28 | 15.30 | 8.47 | 18.80 | 6.81 | 8.86 | 4.28 | 8.59 | 8.33 | 6.59 | 7.20 | 8.06 | 15.40 | 11.95 | 17.87 | 23.82 | 9.83 | 7.10 | 6.69 | 7.23 | 9.67 | 14.03 | 13.44 |
| Draw Down(%) | NA | 4.55 | 21.83 | 24.17 | 24.17 | NA | NA | … | … | 0.64 | 4.55 | 9.52 | 22.70 | 4.28 | 22.53 | 3.34 | 12.12 | 1.45 | 6.82 | 8.63 | 5.10 | 5.81 | 6.58 | 15.11 | 9.71 | 17.04 | 32.53 | 6.42 | 5.88 | 4.16 | 5.72 | 7.62 | 20.20 | 18.70 |
| Yield(%) | NA | 3.36 | 2.80 | 2.75 | 2.35 | NA | NA | … | … | NA | 1.00 | 2.96 | 2.10 | 2.79 | 2.36 | 2.91 | 1.76 | 0.48 | 2.63 | 2.34 | 2.64 | 2.46 | 2.91 | 1.26 | 1.18 | 0.91 | 1.46 | 2.24 | 2.37 | 1.82 | 1.35 | 0.93 | 0.80 | 2.38 |
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 |
|---|---|---|---|---|
| STANFORD CONTRIBUTORY RETIREMENT PLAN Strategic Asset Allocation – Optimal Moderate |
-8.43%
Feb 2006 – Feb 2009 |
-2.38%
Feb 2004 – Feb 2009 |
3.58%
Dec 2001 – Dec 2011 |
4.19%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| STANFORD CONTRIBUTORY RETIREMENT PLAN Strategic Asset Allocation – Optimal Moderate |
16.33%
Feb 2009 – Feb 2012 |
14.25%
Feb 2009 – Feb 2014 |
9.56%
Feb 2009 – Feb 2019 |
8.58%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart