Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| UBS Savings and Investment Plan Tactical Asset Allocation Moderate | NA | -8.12% | 1.91% | 1.96% | 2.78% | 4.07% | 5.79% | … | … |
Data as of 02/28/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| UBS Savings and Investment Plan Tactical Asset Allocation Moderate | 12/31/2000 | 05/18/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | -0.49 | -8.12 | 1.91 | 1.96 | 2.78 | 4.07 | 5.79 | … | … | 6.23 | -19.46 | 7.89 | 14.44 | 12.87 | -5.14 | 10.60 | 4.54 | -7.82 | 2.29 | 12.67 | 5.56 | 3.95 | 9.27 | 19.72 | -4.41 | 9.95 | 16.38 | 4.30 | 7.34 | 18.64 | 4.47 | 7.83 |
| Sharpe Ratio | NA | 0.22 | 0.10 | 0.14 | 0.22 | NA | NA | … | … | 0.50 | -1.29 | 0.76 | 1.69 | 2.20 | -0.96 | 1.98 | 0.86 | -1.57 | 0.38 | 1.94 | 1.09 | 0.54 | 0.86 | 2.36 | -1.19 | 0.82 | 1.88 | 0.39 | 0.95 | 3.28 | 0.70 | 1.19 |
| Standard Deviation(%) | NA | 13.95 | 12.05 | 10.12 | 8.24 | NA | NA | … | … | 8.78 | 16.10 | 10.41 | 8.41 | 5.21 | 6.72 | 5.04 | 5.05 | 4.99 | 6.00 | 6.50 | 5.04 | 7.30 | 10.65 | 8.32 | 4.48 | 8.49 | 6.98 | 5.47 | 6.77 | 5.47 | 4.84 | 4.62 |
| Draw Down(%) | NA | 13.44 | 27.34 | 27.34 | 27.34 | NA | NA | … | … | 5.65 | 26.07 | 6.13 | 9.91 | 3.17 | 10.51 | 3.03 | 3.95 | 10.72 | 6.21 | 4.69 | 5.04 | 5.36 | 8.41 | 4.71 | 8.54 | 6.17 | 8.05 | 4.84 | 7.01 | 4.59 | 5.15 | 4.07 |
| Yield(%) | NA | 5.90 | 5.48 | 5.25 | 3.80 | NA | NA | … | … | 0.61 | 4.65 | 4.56 | 6.08 | 5.51 | 4.11 | 0.35 | 4.58 | 1.66 | 2.77 | 3.14 | 3.57 | 1.83 | 4.36 | 6.78 | 3.57 | 6.98 | 5.82 | 3.60 | 3.81 | 2.86 | 6.37 | 6.71 |
Data as of 02/28/2023, 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 |
|---|---|---|---|---|
| UBS Savings and Investment Plan Tactical Asset Allocation Moderate |
-2.22%
Sep 2019 – Sep 2022 |
-0.43%
Sep 2017 – Sep 2022 |
2.00%
Sep 2012 – Sep 2022 |
3.47%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| UBS Savings and Investment Plan Tactical Asset Allocation Moderate |
12.37%
Oct 2004 – Oct 2007 |
12.55%
Oct 2002 – Oct 2007 |
9.67%
Apr 2001 – Apr 2011 |
7.67%
Jul 2002 – Jul 2017 |
Annualized Rolling Returns Comparison Chart