Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| The University of Pittsburgh Retirement Vanguard Plan Strategic Asset Allocation - Equal Weight Moderate | NA | 22.74% | 2.05% | 6.31% | 4.93% | 6.29% | 6.05% | 6.60% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| The University of Pittsburgh Retirement Vanguard Plan Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 01/08/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
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 (%) | -1.01 | 22.74 | 2.05 | 6.31 | 4.93 | 6.29 | 6.05 | 6.60 | NA | 7.68 | 10.95 | -13.27 | 8.04 | 15.26 | 19.57 | -9.53 | 10.95 | 4.27 | -3.39 | 9.93 | 7.60 | 10.01 | 1.35 | 14.14 | 21.67 | -21.43 | 8.66 | 13.73 | 8.38 | 14.01 | 19.46 | -0.83 | 5.00 |
| Sharpe Ratio | NA | 0.24 | -0.25 | 0.22 | 0.27 | NA | NA | 0.53 | -0.05 | 0.15 | 0.78 | -1.21 | 0.83 | 0.79 | 2.91 | -1.24 | 2.10 | 0.49 | -0.40 | 1.63 | 1.28 | 1.96 | 0.12 | 1.66 | 1.51 | -1.28 | 0.70 | 1.80 | 1.21 | 2.44 | 4.02 | -0.33 | 0.38 |
| Standard Deviation(%) | NA | 7.36 | 9.56 | 12.08 | 10.06 | NA | NA | 9.31 | 7.56 | 7.43 | 8.56 | 12.10 | 9.64 | 18.99 | 6.25 | 8.75 | 4.90 | 8.25 | 8.65 | 6.09 | 5.90 | 5.07 | 11.04 | 8.48 | 14.27 | 17.53 | 8.14 | 5.80 | 5.15 | 5.35 | 4.67 | 5.81 | 7.08 |
| Draw Down(%) | NA | 5.03 | 18.38 | 22.81 | 22.81 | NA | NA | 33.62 | 0.74 | 4.73 | 8.17 | 19.21 | 6.18 | 22.81 | 2.77 | 14.26 | 2.93 | 7.03 | 11.19 | 4.49 | 6.14 | 4.10 | 10.43 | 6.53 | 14.33 | 31.87 | 5.01 | 6.64 | 4.03 | 7.13 | 3.08 | 11.53 | 7.94 |
| Yield(%) | NA | 3.27 | 4.85 | 4.22 | 3.65 | NA | NA | 4.01 | NA | 0.85 | 3.20 | 4.05 | 6.55 | 2.57 | 5.14 | 2.39 | 0.40 | 3.36 | 4.61 | 3.99 | 3.65 | 4.23 | 3.83 | 3.57 | 3.56 | 4.47 | 4.86 | 4.41 | 5.35 | 4.48 | 3.54 | 3.89 | 5.25 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| The University of Pittsburgh Retirement Vanguard Plan Strategic Asset Allocation - Equal Weight Moderate |
-5.50%
Feb 2006 - Feb 2009 |
0.27%
Mar 2015 - Mar 2020 |
3.63%
Oct 2013 - Oct 2023 |
3.85%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| The University of Pittsburgh Retirement Vanguard Plan Strategic Asset Allocation - Equal Weight Moderate |
17.88%
Feb 2009 - Feb 2012 |
13.95%
Oct 2002 - Oct 2007 |
8.71%
Mar 2003 - Mar 2013 |
7.61%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart