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 Strategic Asset Allocation – Optimal Moderate | NA | 21.56% | 5.17% | 8.44% | 6.96% | 7.79% | 6.62% | … | … |
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 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 (%) | -0.84 | 21.56 | 5.17 | 8.44 | 6.96 | 7.79 | 6.62 | … | … | 0.61 | 11.84 | 12.35 | -8.09 | 10.13 | 13.05 | 18.68 | -4.14 | 13.61 | 7.18 | -2.50 | 4.15 | 16.04 | 9.58 | 0.46 | 11.38 | 24.31 | -26.78 | 9.41 | 9.59 | 7.68 | 10.82 | 24.77 | -9.17 | 2.36 |
| Sharpe Ratio | NA | 0.86 | 0.11 | 0.43 | 0.52 | NA | NA | … | … | 0.06 | 0.75 | 1.09 | -0.75 | 1.11 | 0.68 | 2.24 | -0.54 | 2.84 | 0.83 | -0.29 | 0.68 | 2.21 | 1.25 | 0.03 | 1.03 | 1.45 | -1.22 | 0.62 | 0.79 | 0.90 | 1.35 | 2.42 | -0.84 | 0.01 |
| Standard Deviation(%) | NA | 7.04 | 9.41 | 11.85 | 10.15 | NA | NA | … | … | 8.84 | 7.00 | 7.41 | 12.70 | 9.10 | 18.80 | 7.70 | 10.05 | 4.58 | 8.35 | 8.86 | 6.12 | 7.23 | 7.62 | 14.33 | 11.01 | 16.66 | 22.69 | 10.34 | 8.04 | 6.14 | 7.33 | 9.95 | 12.25 | 9.83 |
| Draw Down(%) | NA | 4.54 | 14.79 | 22.11 | 22.11 | NA | NA | … | … | 0.67 | 4.54 | 5.79 | 14.79 | 6.02 | 22.11 | 4.06 | 11.85 | 1.35 | 7.12 | 9.04 | 5.15 | 4.77 | 5.80 | 13.04 | 9.61 | 15.07 | 35.35 | 7.19 | 9.62 | 4.18 | 6.67 | 7.65 | 18.97 | 13.34 |
| Yield(%) | NA | 3.18 | 4.12 | 4.31 | 3.44 | NA | NA | … | … | NA | 0.69 | 3.19 | 5.41 | 2.77 | 5.01 | 4.51 | 3.91 | 0.42 | 3.24 | 2.85 | 2.33 | 2.04 | 1.86 | 1.64 | 0.77 | 1.70 | 1.45 | 4.42 | 5.37 | 2.85 | 1.55 | 1.01 | 1.81 | 2.95 |
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 Strategic Asset Allocation – Optimal Moderate |
-8.42%
Feb 2006 – Feb 2009 |
-1.84%
Feb 2004 – Feb 2009 |
3.89%
Jan 2006 – Jan 2016 |
4.61%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| COLUMBIA UNIVERSITY VOLUNTARY RETIREMENT SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate |
17.60%
Feb 2009 – Feb 2012 |
14.76%
Feb 2009 – Feb 2014 |
9.67%
Feb 2009 – Feb 2019 |
8.99%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart