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 Strategic Asset Allocation – Equal Weight Moderate | NA | 5.11% | 3.04% | 18.70% | 8.57% | 8.33% | 7.36% | … | … |
Data as of 03/31/2025, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| UPS Savings Plan Strategic Asset Allocation – Equal Weight 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 (%) | -1.07 | 5.11 | 3.04 | 18.70 | 8.57 | 8.33 | 7.36 | … | … | 4.37 | 6.70 | 12.19 | -15.13 | 18.22 | 54.40 | 21.41 | -7.63 | 7.07 | 5.60 | -1.05 | 6.05 | 7.17 | 14.05 | 0.78 | 13.12 | 19.61 | -19.69 | 0.90 | 13.94 | 5.57 | 13.48 | 22.69 | -2.61 | 7.18 |
| Sharpe Ratio | NA | 0.50 | 0.32 | 0.45 | 0.42 | NA | NA | … | … | 0.26 | 0.40 | 0.97 | -1.03 | 1.93 | 1.11 | 2.37 | -0.83 | 0.89 | 0.57 | -0.12 | 0.97 | 0.92 | 1.86 | 0.06 | 1.06 | 1.05 | -0.91 | -0.24 | 1.48 | 0.54 | 1.62 | 2.94 | -0.37 | 0.54 |
| Standard Deviation(%) | NA | 9.72 | 10.19 | 11.42 | 18.25 | NA | NA | … | … | 11.90 | 7.72 | 8.78 | 16.10 | 9.42 | 48.85 | 8.41 | 10.90 | 7.21 | 9.39 | 9.34 | 6.25 | 7.73 | 7.53 | 13.55 | 12.30 | 18.56 | 22.76 | 9.38 | 7.12 | 6.12 | 7.70 | 7.48 | 10.04 | 8.79 |
| Draw Down(%) | NA | 9.48 | 11.11 | 21.25 | 32.59 | NA | NA | … | … | 8.72 | 4.51 | 7.45 | 21.25 | 4.64 | 32.59 | 3.68 | 13.74 | 4.43 | 6.73 | 9.49 | 4.73 | 8.54 | 5.92 | 11.79 | 9.44 | 17.35 | 33.38 | 8.18 | 6.11 | 3.74 | 7.86 | 5.43 | 13.63 | 9.45 |
| Yield(%) | NA | 4.55 | 3.87 | 3.69 | 3.18 | NA | NA | … | … | NA | 0.93 | 4.60 | 2.83 | 3.47 | 5.17 | 2.97 | 3.26 | 0.51 | 4.34 | 2.78 | 2.45 | 2.24 | 4.75 | 2.82 | 3.84 | 3.29 | 3.43 | 2.94 | 3.25 | 3.18 | 3.12 | 2.98 | 3.47 | 4.58 |
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 |
|---|---|---|---|---|
| UPS Savings Plan Strategic Asset Allocation – Equal Weight Moderate |
-7.93%
Feb 2006 – Feb 2009 |
-1.41%
Feb 2004 – Feb 2009 |
3.49%
Mar 2010 – Mar 2020 |
3.83%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| UPS Savings Plan Strategic Asset Allocation – Equal Weight Moderate |
30.38%
Dec 2018 – Dec 2021 |
18.70%
Mar 2020 – Mar 2025 |
11.50%
Dec 2011 – Dec 2021 |
10.47%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart