Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| UNIVERSITY OF VIRGINIA HEALTH SERVICES FOUNDATION ADMINISTRATIVE STAFF RETIREMENT PLAN Tactical Asset Allocation Moderate | NA | 9.09% | 9.41% | 8.57% | 10.24% | 10.73% | NA | … | … |
Data as of 08/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| UNIVERSITY OF VIRGINIA HEALTH SERVICES FOUNDATION ADMINISTRATIVE STAFF RETIREMENT PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 11/12/2018 |
| 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 (%) | 0.36 | 9.09 | 9.41 | 8.57 | 10.24 | 10.73 | NA | … | … | -2.21 | 11.60 | 11.60 | 0.41 | 5.78 | 18.92 | 14.06 | 0.24 | 17.21 | 19.51 | 3.02 | 9.90 | 12.97 | 10.00 | 14.55 | 15.36 | 1.43 | -0.34 |
| Sharpe Ratio | NA | -0.23 | 0.78 | 0.70 | 0.99 | NA | NA | … | … | -0.40 | 2.29 | 1.20 | 0.04 | 0.71 | 2.32 | 1.56 | 0.01 | 1.59 | 2.04 | 0.35 | 0.74 | 1.20 | 1.18 | 1.72 | 2.14 | 0.05 | -0.41 |
| Standard Deviation(%) | NA | 7.92 | 7.85 | 8.02 | 9.68 | NA | NA | … | … | 8.35 | 4.79 | 9.53 | 8.77 | 8.16 | 8.13 | 8.98 | 16.29 | 10.74 | 9.52 | 5.96 | 9.27 | 8.10 | 6.62 | 7.90 | 6.85 | 6.06 | 6.46 |
| Draw Down(%) | NA | 9.18 | 10.23 | 12.09 | 16.06 | NA | NA | … | … | 9.18 | 2.54 | 7.89 | 8.58 | 6.27 | 5.22 | 6.74 | 16.06 | 8.63 | 4.48 | 5.01 | 6.97 | 9.22 | 4.75 | 6.84 | 5.10 | 4.90 | 8.53 |
| Yield(%) | NA | 5.07 | 5.28 | 5.11 | 4.82 | NA | NA | … | … | 0.73 | 5.99 | 4.13 | 7.07 | 6.28 | 3.39 | 4.93 | 2.58 | 4.27 | 5.31 | 9.12 | 6.73 | 6.50 | 3.19 | 3.13 | 3.06 | 5.18 | 7.27 |
Data as of 08/31/2018, 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 |
|---|---|---|---|---|
| UNIVERSITY OF VIRGINIA HEALTH SERVICES FOUNDATION ADMINISTRATIVE STAFF RETIREMENT PLAN Tactical Asse |
5.02%
Oct 2013 – Oct 2016 |
5.63%
Oct 2013 – Oct 2018 |
9.13%
Jan 2006 – Jan 2016 |
9.21%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| UNIVERSITY OF VIRGINIA HEALTH SERVICES FOUNDATION ADMINISTRATIVE STAFF RETIREMENT PLAN Tactical Asse |
16.13%
Apr 2003 – Apr 2006 |
14.45%
Feb 2009 – Feb 2014 |
12.42%
Jul 2003 – Jul 2013 |
11.16%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart