Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Tufts University Retirement Plan Fidelity Brokeragelink Strategic Asset Allocation – Optimal Moderate | NA | -3.12% | 3.31% | 2.27% | 7.32% | 6.44% | NA | … | … |
Data as of 10/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Tufts University Retirement Plan Fidelity Brokeragelink Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 12/31/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.13 | -3.12 | 3.31 | 2.27 | 7.32 | 6.44 | NA | … | … | -6.44 | 11.28 | 3.11 | -3.40 | 3.41 | 11.31 | 11.59 | -1.03 | 17.65 | 29.08 | -30.77 | 14.77 | 12.30 | 11.86 | 15.89 | 31.50 | -1.96 | 4.88 |
| Sharpe Ratio | NA | -0.48 | 0.16 | 0.11 | 0.65 | NA | NA | … | … | -0.48 | 2.27 | 0.40 | -0.44 | 0.65 | 1.91 | 1.79 | -0.09 | 1.80 | 1.46 | -1.37 | 1.15 | 1.21 | 1.60 | 1.84 | 4.18 | -0.35 | 0.31 |
| Standard Deviation(%) | NA | 16.04 | 10.51 | 9.17 | 10.66 | NA | NA | … | … | 16.04 | 4.70 | 7.23 | 7.88 | 5.19 | 5.92 | 6.44 | 12.25 | 9.73 | 19.83 | 23.08 | 10.24 | 7.44 | 6.07 | 8.11 | 7.38 | 8.72 | 8.30 |
| Draw Down(%) | NA | 18.39 | 18.39 | 18.39 | 19.18 | NA | NA | … | … | 18.39 | 2.20 | 7.33 | 10.28 | 4.58 | 6.58 | 4.92 | 12.31 | 7.42 | 19.18 | 39.22 | 7.70 | 9.93 | 4.91 | 9.02 | 6.73 | 14.81 | 10.63 |
| Yield(%) | NA | 5.79 | 3.46 | 3.96 | 3.44 | NA | NA | … | … | 5.75 | 0.26 | 4.33 | 4.09 | 5.33 | 3.51 | 2.90 | 2.47 | 2.71 | 2.96 | 3.68 | 6.26 | 5.26 | 5.36 | 4.31 | 3.52 | 2.58 | 4.28 |
Data as of 10/31/2018, 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 |
|---|---|---|---|---|
| Tufts University Retirement Plan Fidelity Brokeragelink Strategic Asset Allocation – Optimal Moderat |
-9.52%
Feb 2006 – Feb 2009 |
-0.90%
Feb 2004 – Feb 2009 |
3.60%
Oct 2007 – Oct 2017 |
6.35%
Nov 2003 – Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Tufts University Retirement Plan Fidelity Brokeragelink Strategic Asset Allocation – Optimal Moderat |
22.78%
Mar 2003 – Mar 2006 |
18.35%
Oct 2002 – Oct 2007 |
10.54%
Mar 2003 – Mar 2013 |
8.54%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart