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 North Carolina System Optional Retirement Plan VALIC Tactical Asset Allocation Moderate | NA | -1.50% | 2.43% | 10.37% | 7.19% | 7.94% | 9.24% | … | … |
Data as of 03/31/2025, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| The University of North Carolina System Optional Retirement Plan VALIC Tactical Asset Allocation Moderate | 12/31/2000 | 06/04/2025 |
| 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 (%) | -0.82 | -1.50 | 2.43 | 10.37 | 7.19 | 7.94 | 9.24 | … | … | -0.77 | 3.89 | 14.01 | -10.59 | 18.07 | 24.18 | 17.51 | -0.67 | 10.16 | 7.46 | -2.56 | 5.04 | 12.64 | 13.43 | 3.52 | 16.00 | 17.25 | 1.84 | 10.72 | 20.60 | 8.28 | 11.53 | 14.51 | 4.46 | -3.64 |
| Sharpe Ratio | NA | -0.27 | 0.14 | 0.62 | 0.64 | NA | NA | … | … | -0.21 | 0.03 | 1.23 | -0.91 | 1.60 | 1.79 | 3.51 | -0.23 | 1.63 | 0.94 | -0.30 | 1.03 | 1.63 | 1.64 | 0.23 | 1.31 | 1.65 | 0.12 | 0.77 | 2.14 | 0.78 | 1.23 | 2.02 | 0.63 | -0.89 |
| Standard Deviation(%) | NA | 10.49 | 10.37 | 11.12 | 9.68 | NA | NA | … | … | 10.01 | 10.20 | 8.42 | 13.22 | 11.26 | 13.39 | 4.56 | 8.89 | 5.83 | 7.67 | 8.69 | 4.89 | 7.74 | 8.13 | 15.37 | 12.14 | 10.40 | 7.58 | 9.84 | 8.03 | 7.72 | 8.57 | 6.83 | 5.28 | 6.80 |
| Draw Down(%) | NA | 11.20 | 11.20 | 16.28 | 16.28 | NA | NA | … | … | 9.80 | 5.91 | 6.72 | 16.22 | 5.57 | 15.61 | 1.83 | 10.70 | 3.00 | 6.20 | 11.37 | 4.62 | 7.16 | 5.55 | 12.40 | 7.88 | 5.33 | 5.83 | 6.67 | 6.86 | 4.79 | 12.19 | 5.50 | 2.39 | 12.07 |
| Yield(%) | NA | 7.42 | 7.61 | 6.56 | 5.19 | NA | NA | … | … | NA | 2.72 | 5.69 | 5.91 | 8.95 | 4.72 | 6.89 | 2.19 | 3.91 | 5.49 | 4.19 | 3.60 | 3.43 | 2.07 | 3.26 | 2.63 | 2.37 | 5.49 | 5.10 | 6.45 | 6.72 | 4.07 | 3.37 | 4.94 | 4.59 |
Data as of 03/31/2025, 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 North Carolina System Optional Retirement Plan VALIC Tactical Asset Allocation Mod |
1.93%
Dec 2021 – Dec 2024 |
3.77%
Dec 2013 – Dec 2018 |
6.75%
Mar 2010 – Mar 2020 |
7.65%
Apr 2010 – Apr 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| The University of North Carolina System Optional Retirement Plan VALIC Tactical Asset Allocation Mod |
19.88%
Dec 2018 – Dec 2021 |
14.49%
Apr 2005 – Apr 2010 |
12.51%
Apr 2003 – Apr 2013 |
10.56%
May 2006 – May 2021 |
Annualized Rolling Returns Comparison Chart