Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| University of Minnesota Faculty Retirement Plan 401(a) Tactical Asset Allocation Moderate | NA | 25.82% | 5.28% | 8.85% | 7.43% | 8.94% | 10.89% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| University of Minnesota Faculty Retirement Plan 401(a) Tactical Asset Allocation 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 (%) | -1.01 | 25.82 | 5.28 | 8.85 | 7.43 | 8.94 | 10.89 | … | … | 0.80 | 8.57 | 18.24 | -13.63 | 13.26 | 12.84 | 20.18 | -6.69 | 15.79 | 4.90 | 0.53 | 8.34 | 17.23 | 12.16 | 4.53 | 15.21 | 19.94 | 6.81 | 19.41 | 19.85 | 13.90 | 18.53 | 30.98 | 0.89 | -0.66 |
| Sharpe Ratio | NA | 0.33 | 0.07 | 0.37 | 0.48 | NA | NA | … | … | 0.05 | 0.21 | 1.53 | -1.10 | 1.22 | 0.69 | 2.29 | -0.71 | 2.57 | 0.53 | 0.05 | 0.94 | 2.18 | 1.54 | 0.31 | 1.17 | 1.88 | 0.90 | 1.23 | 1.64 | 1.57 | 1.92 | 4.69 | -0.06 | -0.56 |
| Standard Deviation(%) | NA | 9.65 | 11.00 | 12.79 | 11.03 | NA | NA | … | … | 13.45 | 9.61 | 9.15 | 13.69 | 10.89 | 18.26 | 8.19 | 11.26 | 5.89 | 8.94 | 9.59 | 8.81 | 7.90 | 7.87 | 14.56 | 12.98 | 10.55 | 6.52 | 13.29 | 10.13 | 7.47 | 9.17 | 6.46 | 3.74 | 5.32 |
| Draw Down(%) | NA | 6.56 | 17.60 | 23.10 | 23.10 | NA | NA | … | … | 1.14 | 6.56 | 6.76 | 19.54 | 6.28 | 23.10 | 4.36 | 14.74 | 2.80 | 8.67 | 10.68 | 6.91 | 5.34 | 5.08 | 10.56 | 10.85 | 6.08 | 3.59 | 11.11 | 13.41 | 6.52 | 11.04 | 3.79 | 2.89 | 6.29 |
| Yield(%) | NA | 7.36 | 6.48 | 6.17 | 5.27 | NA | NA | … | … | NA | 1.06 | 7.74 | 3.89 | 8.57 | 2.27 | 9.53 | 4.94 | 4.21 | 3.73 | 4.21 | 5.33 | 7.54 | 2.76 | 2.09 | 3.42 | 4.68 | 5.17 | 5.42 | 5.60 | 4.90 | 3.48 | 3.58 | 0.75 | 0.98 |
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 |
|---|---|---|---|---|
| University of Minnesota Faculty Retirement Plan 401(a) Tactical Asset Allocation Moderate |
3.01%
Mar 2017 – Mar 2020 |
3.24%
Mar 2015 – Mar 2020 |
6.00%
Oct 2013 – Oct 2023 |
7.63%
Apr 2010 – Apr 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| University of Minnesota Faculty Retirement Plan 401(a) Tactical Asset Allocation Moderate |
25.25%
Apr 2003 – Apr 2006 |
20.94%
Oct 2002 – Oct 2007 |
16.54%
Apr 2003 – Apr 2013 |
13.99%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart