Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| UPMC 403(b) Retirement Savings Plan Tactical Asset Allocation Moderate | NA | 15.10% | -0.04% | 5.08% | 5.18% | 6.97% | 7.33% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| UPMC 403(b) Retirement 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 (%) | -1.32 | 15.10 | -0.04 | 5.08 | 5.18 | 6.97 | 7.33 | … | … | 0.74 | 3.42 | 12.39 | -16.27 | 11.32 | 15.28 | 16.50 | -1.37 | 12.81 | 2.67 | -2.78 | 7.30 | 9.48 | 10.71 | 5.78 | 15.65 | 22.61 | 0.02 | 10.46 | 14.61 | -1.31 | 7.76 | 13.77 | 1.87 | 6.01 |
| Sharpe Ratio | NA | -0.11 | -0.39 | 0.21 | 0.40 | NA | NA | … | … | 0.05 | -0.30 | 0.98 | -1.69 | 1.12 | 1.48 | 2.95 | -0.33 | 2.55 | 0.53 | -0.41 | 0.85 | 1.31 | 2.36 | 0.63 | 1.23 | 2.35 | -0.22 | 0.70 | 1.46 | -0.54 | 0.97 | 2.38 | 0.21 | 0.96 |
| Standard Deviation(%) | NA | 10.58 | 9.87 | 10.01 | 8.26 | NA | NA | … | … | 13.57 | 10.61 | 8.34 | 10.47 | 10.06 | 10.20 | 5.11 | 8.09 | 4.78 | 4.62 | 6.77 | 8.56 | 7.23 | 4.52 | 9.10 | 12.61 | 9.57 | 4.13 | 10.72 | 7.75 | 6.47 | 7.02 | 5.49 | 3.63 | 3.87 |
| Draw Down(%) | NA | 7.12 | 14.69 | 16.93 | 16.93 | NA | NA | … | … | 1.19 | 7.12 | 7.10 | 16.85 | 6.71 | 12.68 | 2.02 | 8.83 | 2.06 | 3.04 | 8.21 | 5.24 | 7.55 | 3.25 | 8.47 | 9.00 | 4.94 | 6.60 | 6.94 | 6.30 | 4.57 | 9.19 | 3.00 | 3.72 | 3.10 |
| Yield(%) | NA | 2.48 | 4.05 | 4.29 | 3.46 | NA | NA | … | … | NA | 0.64 | 2.33 | 3.06 | 6.24 | 4.92 | 5.89 | 2.82 | 0.22 | 2.94 | 3.00 | 3.44 | 4.16 | 3.97 | 3.04 | 2.35 | 4.47 | 2.99 | 5.59 | 3.99 | 2.89 | 2.11 | 2.82 | 2.53 | 5.89 |
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 |
|---|---|---|---|---|
| UPMC 403(b) Retirement Savings Plan Tactical Asset Allocation Moderate |
-0.90%
Dec 2021 – Dec 2024 |
3.57%
Dec 2013 – Dec 2018 |
4.56%
Oct 2013 – Oct 2023 |
6.50%
Dec 2009 – Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| UPMC 403(b) Retirement Savings Plan Tactical Asset Allocation Moderate |
16.18%
Apr 2009 – Apr 2012 |
13.74%
Jun 2009 – Jun 2014 |
10.20%
Jul 2004 – Jul 2014 |
9.17%
May 2006 – May 2021 |
Annualized Rolling Returns Comparison Chart