Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| VANDERBILT UNIVERSITY RETIREMENT PLAN AND NEW FACULTY PLAN Vanguard Strategic Asset Allocation – Optimal Moderate | NA | 20.41% | 0.97% | 6.58% | 5.81% | 6.77% | 6.65% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VANDERBILT UNIVERSITY RETIREMENT PLAN AND NEW FACULTY PLAN Vanguard 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 (%) | -1.13 | 20.41 | 0.97 | 6.58 | 5.81 | 6.77 | 6.65 | … | … | -0.03 | 6.63 | 10.57 | -14.81 | 7.42 | 20.37 | 21.60 | -5.96 | 10.73 | 5.12 | -0.51 | 6.90 | 8.49 | 9.86 | -1.22 | 14.20 | 29.77 | -24.24 | 7.74 | 13.99 | 11.22 | 15.75 | 24.79 | -1.48 | 4.10 |
| Sharpe Ratio | NA | 0.12 | -0.34 | 0.23 | 0.38 | NA | NA | … | … | -0.01 | 0.00 | 0.75 | -1.19 | 0.80 | 1.09 | 3.08 | -0.80 | 2.06 | 0.61 | -0.07 | 1.13 | 1.13 | 1.38 | -0.10 | 1.19 | 1.48 | -1.08 | 0.46 | 1.39 | 1.53 | 2.23 | 3.44 | -0.29 | 0.22 |
| Standard Deviation(%) | NA | 7.83 | 10.28 | 12.19 | 10.11 | NA | NA | … | … | 7.63 | 7.90 | 8.42 | 13.56 | 9.24 | 18.39 | 6.55 | 9.07 | 4.89 | 8.03 | 8.25 | 6.08 | 7.51 | 7.12 | 12.82 | 11.82 | 20.05 | 23.33 | 10.28 | 7.69 | 5.91 | 6.65 | 7.01 | 8.90 | 8.11 |
| Draw Down(%) | NA | 5.15 | 21.10 | 22.34 | 22.34 | NA | NA | … | … | 0.71 | 5.04 | 7.87 | 21.54 | 7.22 | 22.34 | 2.63 | 12.48 | 3.15 | 6.65 | 9.29 | 5.27 | 7.95 | 6.64 | 13.08 | 8.89 | 17.76 | 36.49 | 7.21 | 9.16 | 4.27 | 7.56 | 5.89 | 15.34 | 9.72 |
| Yield(%) | NA | 3.46 | 4.42 | 3.99 | 3.54 | NA | NA | … | … | NA | 0.90 | 2.94 | 5.64 | 3.27 | 2.92 | 5.25 | 3.32 | 0.35 | 3.50 | 4.13 | 3.29 | 1.28 | 3.15 | 3.22 | 2.26 | 2.51 | 2.80 | 5.16 | 5.42 | 4.78 | 3.31 | 2.89 | 3.91 | 4.45 |
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 |
|---|---|---|---|---|
| VANDERBILT UNIVERSITY RETIREMENT PLAN AND NEW FACULTY PLAN Vanguard Strategic Asset Allocation – Opt |
-8.06%
Feb 2006 – Feb 2009 |
-0.13%
Feb 2004 – Feb 2009 |
4.41%
Oct 2013 – Oct 2023 |
4.38%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VANDERBILT UNIVERSITY RETIREMENT PLAN AND NEW FACULTY PLAN Vanguard Strategic Asset Allocation – Opt |
21.28%
Feb 2009 – Feb 2012 |
15.88%
Oct 2002 – Oct 2007 |
9.92%
Mar 2003 – Mar 2013 |
8.77%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart