Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| The University of California Retirement Savings Programs Tactical Asset Allocation Moderate | NA | 5.61% | 3.81% | 4.09% | 8.45% | 10.43% | NA | … | … |
Data as of 08/30/2019, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| The University of California Retirement Savings Programs Tactical Asset Allocation Moderate | 12/31/2000 | 11/11/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.54 | 5.61 | 3.81 | 4.09 | 8.45 | 10.43 | NA | … | … | 15.54 | -9.86 | 11.81 | 5.89 | -0.73 | 6.66 | 13.64 | 13.13 | 7.38 | 12.68 | 20.57 | 6.00 | 17.06 | 16.15 | 11.40 | 15.04 | 20.42 | 5.47 | 3.36 |
| Sharpe Ratio | NA | 1.27 | 0.65 | 0.50 | 0.80 | NA | NA | … | … | 2.53 | -1.16 | 2.35 | 0.66 | -0.08 | 0.96 | 1.82 | 1.76 | 0.51 | 1.11 | 1.79 | 1.52 | 1.14 | 1.37 | 1.28 | 1.63 | 3.58 | 1.54 | 0.21 |
| Standard Deviation(%) | NA | 7.17 | 7.02 | 7.95 | 9.06 | NA | NA | … | … | 5.65 | 9.63 | 4.76 | 8.58 | 9.55 | 6.94 | 7.50 | 7.43 | 14.28 | 11.33 | 11.42 | 3.34 | 12.38 | 9.40 | 7.23 | 8.63 | 5.52 | 2.84 | 5.10 |
| Draw Down(%) | NA | 8.26 | 16.33 | 16.33 | 16.33 | NA | NA | … | … | 2.05 | 16.33 | 1.98 | 5.86 | 10.54 | 5.34 | 7.37 | 5.17 | 10.97 | 7.92 | 5.18 | 2.16 | 9.23 | 11.06 | 5.15 | 11.83 | 3.13 | 1.83 | 5.54 |
| Yield(%) | NA | 2.63 | 2.54 | 2.75 | 2.83 | NA | NA | … | … | 2.08 | 2.95 | 2.24 | 2.57 | 2.56 | 3.12 | 1.60 | 2.74 | 3.21 | 4.36 | 4.99 | 4.10 | 5.10 | 3.16 | 4.38 | 2.95 | 4.04 | 5.85 | 4.73 |
Data as of 08/30/2019, 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 |
|---|---|---|---|---|
| The University of California Retirement Savings Programs Tactical Asset Allocation Moderate |
2.19%
Dec 2015 – Dec 2018 |
2.47%
Dec 2013 – Dec 2018 |
7.80%
Dec 2008 – Dec 2018 |
9.52%
Dec 2003 – Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| The University of California Retirement Savings Programs Tactical Asset Allocation Moderate |
19.02%
Oct 2004 – Oct 2007 |
16.70%
Mar 2003 – Mar 2008 |
14.79%
Apr 2003 – Apr 2013 |
11.94%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart