Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| COLUMBIA UNIVERSITY VOLUNTARY RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 25.13% | 4.33% | 8.08% | 7.46% | 9.62% | 11.41% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| COLUMBIA UNIVERSITY VOLUNTARY RETIREMENT SAVINGS 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 (%) | -1.18 | 25.13 | 4.33 | 8.08 | 7.46 | 9.62 | 11.41 | … | … | 1.11 | 15.13 | 14.11 | -13.12 | 17.41 | 5.83 | 22.13 | -6.37 | 15.17 | 9.76 | -0.38 | 10.62 | 31.28 | 15.00 | -1.34 | 12.73 | 24.95 | 14.09 | 17.14 | 15.25 | 12.26 | 15.28 | 28.99 | -8.43 | -2.58 |
| Sharpe Ratio | NA | 0.81 | 0.09 | 0.32 | 0.44 | NA | NA | … | … | 0.08 | 0.67 | 0.91 | -0.93 | 1.37 | 0.27 | 1.68 | -0.56 | 2.32 | 0.93 | -0.03 | 0.91 | 2.67 | 1.29 | -0.06 | 1.00 | 1.67 | 0.86 | 1.03 | 1.28 | 1.48 | 1.66 | 3.53 | -1.17 | -1.21 |
| Standard Deviation(%) | NA | 12.63 | 13.20 | 15.01 | 13.38 | NA | NA | … | … | 13.91 | 12.70 | 10.85 | 15.58 | 12.69 | 21.02 | 12.36 | 13.82 | 6.28 | 10.27 | 13.53 | 11.70 | 11.72 | 11.57 | 21.57 | 12.66 | 14.84 | 15.26 | 13.74 | 9.35 | 6.83 | 8.63 | 8.03 | 8.14 | 4.04 |
| Draw Down(%) | NA | 9.21 | 18.47 | 23.96 | 23.96 | NA | NA | … | … | 1.05 | 9.21 | 10.29 | 19.07 | 6.01 | 23.96 | 6.59 | 20.38 | 2.81 | 6.46 | 12.16 | 8.67 | 5.42 | 8.76 | 19.94 | 10.36 | 8.63 | 10.66 | 9.15 | 12.03 | 4.78 | 8.93 | 3.35 | 13.88 | 6.23 |
| Yield(%) | NA | 2.16 | 5.17 | 5.63 | 4.83 | NA | NA | … | … | NA | 0.27 | 2.62 | 6.33 | 6.99 | 3.77 | 9.53 | 4.51 | 1.50 | 5.91 | 1.66 | 7.84 | 2.79 | 1.99 | 1.87 | 1.40 | 3.99 | 3.94 | 3.89 | 6.03 | 2.39 | 2.67 | 2.34 | 1.73 | 2.39 |
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 |
|---|---|---|---|---|
| COLUMBIA UNIVERSITY VOLUNTARY RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
1.70%
Mar 2017 – Mar 2020 |
2.97%
Mar 2015 – Mar 2020 |
6.36%
Oct 2013 – Oct 2023 |
9.30%
Dec 2009 – Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| COLUMBIA UNIVERSITY VOLUNTARY RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
22.51%
Mar 2008 – Mar 2011 |
19.46%
Oct 2008 – Oct 2013 |
16.24%
Apr 2003 – Apr 2013 |
14.78%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart