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 Strategic Asset Allocation – Optimal Moderate | NA | -3.90% | 4.49% | 4.76% | 9.25% | 7.29% | NA | … | … |
Data as of 10/31/2018, 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 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 (%) | 1.39 | -3.90 | 4.49 | 4.76 | 9.25 | 7.29 | NA | … | … | -3.50 | 9.43 | 6.42 | 3.40 | 4.45 | 18.11 | 15.92 | -1.12 | 13.89 | 27.46 | -24.27 | 10.29 | 11.04 | 8.47 | 13.01 | 30.97 | 6.35 | 4.62 |
| Sharpe Ratio | NA | -0.58 | 0.42 | 0.45 | 0.82 | NA | NA | … | … | -0.58 | 1.79 | 0.68 | 0.38 | 0.62 | 2.46 | 1.97 | -0.07 | 1.11 | 1.46 | -1.11 | 0.81 | 1.03 | 1.03 | 1.66 | 4.02 | 1.41 | 0.47 |
| Standard Deviation(%) | NA | 8.30 | 7.65 | 7.79 | 10.81 | NA | NA | … | … | 8.30 | 4.92 | 9.08 | 8.83 | 7.11 | 7.34 | 8.07 | 15.46 | 12.47 | 18.73 | 22.80 | 8.97 | 7.53 | 6.15 | 7.26 | 7.53 | 3.72 | 4.93 |
| Draw Down(%) | NA | 9.60 | 9.60 | 10.38 | 19.34 | NA | NA | … | … | 9.60 | 3.27 | 8.38 | 8.36 | 6.05 | 6.31 | 6.40 | 15.87 | 10.10 | 19.34 | 36.75 | 5.87 | 7.81 | 4.42 | 6.10 | 4.30 | 2.93 | 3.08 |
| Yield(%) | NA | 4.15 | 2.55 | 4.18 | 4.01 | NA | NA | … | … | 4.14 | 0.37 | 3.06 | 7.72 | 5.62 | 3.92 | 4.49 | 2.59 | 3.99 | 3.75 | 4.46 | 6.63 | 6.28 | 3.84 | 3.50 | 2.80 | 6.57 | 6.95 |
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 |
|---|---|---|---|---|
| UNIVERSITY OF VIRGINIA HEALTH SERVICES FOUNDATION ADMINISTRATIVE STAFF RETIREMENT PLAN Strategic Ass |
-7.37%
Feb 2006 – Feb 2009 |
-0.71%
Feb 2004 – Feb 2009 |
6.19%
Jan 2006 – Jan 2016 |
7.21%
Nov 2003 – Nov 2018 |
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 Strategic Ass |
20.78%
Feb 2009 – Feb 2012 |
17.89%
Feb 2009 – Feb 2014 |
10.18%
Mar 2003 – Mar 2013 |
9.39%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart