Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Oregon University System ORP (Optional Retirement Plan) Fidelity Plan Tactical Asset Allocation Moderate | NA | 4.76% | 4.96% | 7.12% | 4.36% | 6.93% | 9.36% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Oregon University System ORP (Optional Retirement Plan) Fidelity Plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | -0.58 | 4.76 | 4.96 | 7.12 | 4.36 | 6.93 | 9.36 | … | … | 2.99 | 12.94 | -13.19 | 13.29 | 22.80 | 17.88 | -11.40 | 8.94 | 6.54 | -2.87 | 1.17 | 14.69 | 14.49 | 2.14 | 11.77 | 19.43 | 3.35 | 21.96 | 20.24 | 14.22 | 20.97 | 22.99 | -7.13 | -6.63 |
| Sharpe Ratio | NA | 0.96 | 0.23 | 0.66 | 0.40 | NA | NA | … | … | 0.38 | 1.17 | -1.10 | 1.02 | 1.23 | 2.19 | -1.30 | 1.44 | 0.69 | -0.33 | 0.14 | 1.79 | 1.74 | 0.15 | 1.01 | 1.79 | 0.34 | 1.65 | 1.77 | 1.84 | 2.42 | 3.88 | -2.06 | -1.42 |
| Standard Deviation(%) | NA | 7.34 | 11.46 | 12.60 | 10.74 | NA | NA | … | … | 7.05 | 7.45 | 13.29 | 12.96 | 18.38 | 7.54 | 9.75 | 5.77 | 9.19 | 8.87 | 8.38 | 8.19 | 8.29 | 14.19 | 11.55 | 10.79 | 7.18 | 11.48 | 9.59 | 6.56 | 8.28 | 5.75 | 3.99 | 6.28 |
| Draw Down(%) | NA | 6.52 | 21.52 | 23.48 | 23.48 | NA | NA | … | … | 1.35 | 6.52 | 19.74 | 6.55 | 23.48 | 3.65 | 18.19 | 2.97 | 6.06 | 9.26 | 6.84 | 4.57 | 6.05 | 13.52 | 9.68 | 5.75 | 5.37 | 9.50 | 13.47 | 6.89 | 9.70 | 5.78 | 9.73 | 10.12 |
| Yield(%) | NA | 5.39 | 6.84 | 6.93 | 4.73 | NA | NA | … | … | 0.00 | 5.72 | 3.36 | 11.80 | 5.48 | 9.05 | 3.19 | 1.85 | 3.05 | 2.63 | 2.00 | 4.81 | 3.13 | 4.96 | 4.21 | 4.91 | 5.36 | 4.99 | 3.45 | 3.67 | 2.57 | 0.34 | 1.12 | 0.00 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| Oregon University System ORP (Optional Retirement Plan) Fidelity Plan Tactical Asset Allocation Mode |
-0.62%
Mar 2017 – Mar 2020 |
0.21%
Dec 2013 – Dec 2018 |
4.34%
Mar 2010 – Mar 2020 |
6.44%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Oregon University System ORP (Optional Retirement Plan) Fidelity Plan Tactical Asset Allocation Mode |
23.62%
Apr 2003 – Apr 2006 |
21.65%
Mar 2003 – Mar 2008 |
15.47%
Mar 2003 – Mar 2013 |
12.04%
Mar 2003 – Mar 2018 |
Annualized Rolling Returns Comparison Chart