Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| UPS Savings Plan Tactical Asset Allocation Moderate | NA | 24.54% | 0.47% | 6.21% | 4.41% | 6.06% | 6.45% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| UPS Savings Plan 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 (%) | -1.44 | 24.54 | 0.47 | 6.21 | 4.41 | 6.06 | 6.45 | … | … | -0.27 | 5.62 | 11.46 | -18.43 | 16.48 | 15.82 | 10.68 | -8.48 | 9.88 | 5.32 | -2.11 | 1.27 | 12.15 | 8.17 | 5.22 | 15.52 | 11.92 | 0.55 | 5.57 | 19.61 | 2.51 | 8.78 | 16.30 | 2.92 | 6.58 |
| Sharpe Ratio | NA | -0.03 | -0.36 | 0.24 | 0.21 | NA | NA | … | … | -0.04 | -0.10 | 0.65 | -1.22 | 1.74 | 1.47 | 1.68 | -0.49 | 1.92 | 0.89 | -0.34 | 0.20 | 1.63 | 1.43 | 0.54 | 1.18 | 1.42 | -0.13 | 0.26 | 2.07 | 0.05 | 0.92 | 2.91 | 0.37 | 1.28 |
| Standard Deviation(%) | NA | 9.48 | 12.64 | 11.70 | 10.98 | NA | NA | … | … | 8.98 | 9.56 | 11.12 | 16.29 | 9.45 | 10.61 | 5.52 | 19.90 | 4.83 | 5.76 | 6.34 | 6.16 | 7.44 | 5.66 | 9.59 | 13.05 | 8.35 | 2.94 | 10.04 | 7.89 | 7.29 | 8.50 | 5.36 | 4.96 | 3.34 |
| Draw Down(%) | NA | 7.18 | 20.89 | 22.95 | 22.95 | NA | NA | … | … | 0.92 | 6.92 | 11.41 | 22.95 | 4.45 | 13.46 | 3.10 | 15.28 | 2.12 | 3.97 | 6.58 | 5.02 | 7.07 | 4.00 | 7.62 | 8.53 | 4.91 | 4.06 | 6.59 | 5.65 | 5.12 | 9.51 | 2.20 | 7.34 | 2.47 |
| Yield(%) | NA | 4.36 | 4.07 | 2.97 | 2.43 | NA | NA | … | … | NA | 0.64 | 4.51 | 4.18 | 2.93 | 0.99 | 1.57 | 2.44 | 0.26 | 2.23 | 2.19 | 2.18 | 1.18 | 2.72 | 2.55 | 2.98 | 2.60 | 2.26 | 2.56 | 3.96 | 3.24 | 3.64 | 3.24 | 3.90 | 5.93 |
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 |
|---|---|---|---|---|
| UPS Savings Plan Tactical Asset Allocation Moderate |
-1.34%
Dec 2021 – Dec 2024 |
0.98%
Dec 2013 – Dec 2018 |
2.47%
Oct 2013 – Oct 2023 |
4.79%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| UPS Savings Plan Tactical Asset Allocation Moderate |
14.30%
Dec 2018 – Dec 2021 |
11.26%
Oct 2002 – Oct 2007 |
9.76%
Apr 2003 – Apr 2013 |
8.04%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart