Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| UPMC 401(a) Retirement Savings Plan Tactical Asset Allocation Moderate | NA | 24.52% | 2.46% | 6.61% | 6.11% | 7.08% | 6.26% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| UPMC 401(a) 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 (%) | -1.48 | 24.52 | 2.46 | 6.61 | 6.11 | 7.08 | 6.26 | … | … | -0.01 | 7.61 | 14.87 | -19.23 | 17.66 | 12.22 | 15.90 | -2.68 | 12.29 | 3.77 | -0.51 | 4.81 | 14.33 | 8.28 | 5.48 | 9.13 | 12.81 | -6.24 | 4.85 | 15.01 | -3.30 | 6.70 | 9.70 | 3.65 | 0.12 |
| Sharpe Ratio | NA | 0.15 | -0.27 | 0.29 | 0.45 | NA | NA | … | … | -0.01 | 0.11 | 1.09 | -1.33 | 2.03 | 1.33 | 2.47 | -0.54 | 2.62 | 0.72 | -0.08 | 0.84 | 1.98 | 1.45 | 0.65 | 0.70 | 1.53 | -1.69 | 0.19 | 1.61 | -0.81 | 0.82 | 1.30 | 0.87 | -1.23 |
| Standard Deviation(%) | NA | 9.07 | 11.81 | 10.75 | 8.67 | NA | NA | … | … | 9.24 | 9.10 | 9.71 | 15.54 | 8.68 | 9.01 | 5.86 | 7.39 | 4.46 | 4.93 | 6.38 | 5.73 | 7.22 | 5.67 | 8.43 | 12.95 | 8.29 | 4.23 | 9.98 | 7.28 | 6.77 | 6.98 | 6.92 | 2.93 | 1.79 |
| Draw Down(%) | NA | 7.66 | 21.15 | 23.12 | 23.12 | NA | NA | … | … | 0.85 | 7.66 | 7.94 | 23.05 | 4.71 | 12.59 | 2.35 | 8.68 | 2.18 | 3.79 | 6.23 | 4.65 | 6.81 | 4.66 | 6.68 | 10.14 | 3.40 | 9.11 | 6.54 | 5.76 | 5.17 | 8.34 | 5.06 | 1.69 | 2.56 |
| Yield(%) | NA | 3.61 | 5.45 | 4.65 | 3.62 | NA | NA | … | … | NA | 0.32 | 3.59 | 5.48 | 6.72 | 3.20 | 4.35 | 2.65 | 0.12 | 3.84 | 3.46 | 2.81 | 1.86 | 4.14 | 3.27 | 1.65 | 0.69 | 0.48 | 1.88 | 2.17 | 0.96 | 0.24 | 0.05 | 0.38 | 2.25 |
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 401(a) Retirement Savings Plan Tactical Asset Allocation Moderate |
-0.05%
Dec 2021 – Dec 2024 |
2.01%
Mar 2004 – Mar 2009 |
4.38%
Oct 2013 – Oct 2023 |
5.03%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| UPMC 401(a) Retirement Savings Plan Tactical Asset Allocation Moderate |
15.24%
Dec 2018 – Dec 2021 |
11.11%
Jun 2009 – Jun 2014 |
8.40%
Dec 2011 – Dec 2021 |
7.26%
Dec 2006 – Dec 2021 |
Annualized Rolling Returns Comparison Chart