Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| University of Texas System Retirement Programs Fidelity Tactical Asset Allocation Moderate | NA | 25.41% | 6.56% | 12.01% | 8.94% | 9.36% | 10.68% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| University of Texas System Retirement Programs Fidelity Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| 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 (%) | -1.52 | 25.41 | 6.56 | 12.01 | 8.94 | 9.36 | 10.68 | … | … | 0.59 | 6.96 | 18.28 | -12.85 | 14.03 | 29.66 | 20.59 | -7.42 | 9.10 | 9.41 | 1.48 | -0.36 | 15.19 | 12.15 | 4.58 | 13.81 | 19.57 | 10.05 | 14.09 | 17.24 | 11.77 | 16.59 | 19.80 | 3.11 | 1.86 |
| Sharpe Ratio | NA | 0.15 | 0.05 | 0.60 | 0.60 | NA | NA | … | … | 0.06 | 0.03 | 1.62 | -1.12 | 1.27 | 1.51 | 2.98 | -0.88 | 1.37 | 1.06 | 0.16 | -0.05 | 2.10 | 1.62 | 0.30 | 1.21 | 1.68 | 1.49 | 1.01 | 1.57 | 1.40 | 1.89 | 3.45 | 0.37 | -0.08 |
| Standard Deviation(%) | NA | 10.56 | 10.79 | 13.06 | 10.89 | NA | NA | … | … | 9.33 | 10.63 | 8.65 | 12.75 | 10.99 | 19.44 | 6.45 | 9.97 | 6.17 | 8.65 | 9.01 | 7.88 | 7.21 | 7.49 | 15.13 | 11.36 | 11.63 | 6.14 | 10.99 | 8.87 | 6.85 | 8.27 | 5.53 | 5.36 | 5.78 |
| Draw Down(%) | NA | 8.93 | 17.18 | 22.77 | 22.77 | NA | NA | … | … | 0.75 | 8.93 | 6.09 | 19.47 | 8.17 | 22.77 | 3.39 | 15.15 | 3.41 | 6.46 | 9.16 | 6.82 | 7.71 | 4.91 | 12.37 | 8.10 | 6.26 | 3.36 | 8.80 | 10.62 | 4.83 | 11.74 | 3.54 | 4.45 | 5.19 |
| Yield(%) | NA | 5.64 | 5.36 | 5.48 | 5.47 | NA | NA | … | … | NA | 1.22 | 5.84 | 3.36 | 7.49 | 4.92 | 8.67 | 6.22 | 3.08 | 5.55 | 5.33 | 5.43 | 5.90 | 4.15 | 3.35 | 6.16 | 4.82 | 4.77 | 9.92 | 5.57 | 5.66 | 4.67 | 3.26 | 5.16 | 5.00 |
Data as of 10/31/2024, 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 |
|---|---|---|---|---|
| University of Texas System Retirement Programs Fidelity Tactical Asset Allocation Moderate |
1.97%
Mar 2017 – Mar 2020 |
2.25%
Dec 2013 – Dec 2018 |
5.67%
Mar 2010 – Mar 2020 |
8.31%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| University of Texas System Retirement Programs Fidelity Tactical Asset Allocation Moderate |
21.26%
Dec 2018 – Dec 2021 |
16.93%
Mar 2003 – Mar 2008 |
14.98%
Apr 2003 – Apr 2013 |
11.90%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart