Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 01/31/2025.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Washington State University Voluntary Investment TIAA-CREF Plan Tactical Asset Allocation Moderate | 1.30% | 9.82% | 3.89% | 8.80% | 8.32% | 9.49% | 8.85% | 8.41% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Washington State University Voluntary Investment TIAA-CREF Plan Tactical Asset Allocation Moderate | 12/31/2000 | 04/25/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 01/31/2025.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 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 (%) | -0.48 | 9.82 | 3.89 | 8.80 | 8.32 | 9.49 | 8.85 | 8.41 | 1.30 | 10.43 | 10.15 | -12.92 | 20.78 | 18.72 | 21.82 | -2.39 | 9.76 | 12.28 | 0.77 | 6.21 | 14.02 | 13.51 | 4.60 | 17.00 | 14.02 | -3.87 | 8.81 | 17.37 | -0.39 | 9.31 | 14.53 | 5.07 | -0.98 |
| Sharpe Ratio | NA | -0.54 | -0.25 | 0.52 | 0.50 | NA | NA | 0.67 | -0.43 | 0.37 | 0.69 | -1.06 | 1.67 | 0.91 | 3.52 | -0.41 | 1.59 | 1.40 | 0.08 | 0.79 | 1.75 | 1.78 | 0.31 | 1.30 | 1.37 | -0.62 | 0.57 | 1.91 | -0.41 | 1.04 | 1.77 | 0.92 | -1.22 |
| Standard Deviation(%) | NA | 12.74 | 11.64 | 11.79 | 11.40 | NA | NA | 9.94 | 15.86 | 10.51 | 8.53 | 13.49 | 12.39 | 20.41 | 5.81 | 8.96 | 5.74 | 8.63 | 9.05 | 7.81 | 8.02 | 7.55 | 14.81 | 13.06 | 10.15 | 7.69 | 10.27 | 7.37 | 6.31 | 8.05 | 7.84 | 4.29 | 2.70 |
| Draw Down(%) | NA | 17.49 | 17.49 | 19.64 | 23.57 | NA | NA | 23.57 | 14.46 | 7.04 | 7.11 | 19.64 | 6.25 | 23.57 | 2.19 | 10.19 | 2.67 | 6.42 | 9.47 | 5.10 | 8.10 | 5.00 | 11.98 | 8.78 | 5.48 | 10.97 | 6.78 | 6.30 | 6.22 | 9.41 | 4.41 | 2.60 | 3.88 |
| Yield(%) | NA | 8.69 | 5.85 | 4.74 | 4.34 | NA | NA | 0.00 | NA | 1.20 | 8.73 | 3.45 | 5.57 | 2.62 | 3.52 | 2.51 | 4.37 | 4.71 | 3.90 | 4.16 | 5.48 | 4.80 | 2.58 | 1.50 | 0.67 | 0.04 | 4.51 | 5.54 | 3.91 | 2.18 | 0.00 | 0.00 | 2.22 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Washington State University Voluntary Investment TIAA-CREF Plan Tactical Asset Allocation Moderate |
0.78%
Mar 2022 - Mar 2025 |
4.32%
Mar 2004 - Mar 2009 |
7.19%
Oct 2013 - Oct 2023 |
7.56%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Washington State University Voluntary Investment TIAA-CREF Plan Tactical Asset Allocation Moderate |
20.44%
Dec 2018 - Dec 2021 |
13.98%
Oct 2016 - Oct 2021 |
11.28%
Dec 2011 - Dec 2021 |
10.43%
Jun 2009 - Jun 2024 |
Annualized Rolling Returns Comparison Chart