Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| University of California Retirement Savings Program Tactical Asset Allocation Moderate | NA | 25.59% | 1.78% | 6.99% | 4.79% | 5.91% | 7.55% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| University of California Retirement Savings Program 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 (%) | -1.46 | 25.59 | 1.78 | 6.99 | 4.79 | 5.91 | 7.55 | … | … | -0.21 | 9.13 | 13.21 | -18.68 | 17.58 | 15.78 | 8.88 | -4.54 | 13.27 | 0.80 | -4.70 | 5.14 | 9.82 | 9.36 | 0.19 | 11.14 | 28.61 | -6.98 | 16.17 | 16.81 | 11.55 | 10.67 | 21.74 | 3.09 | 8.53 |
| Sharpe Ratio | NA | 0.37 | -0.26 | 0.36 | 0.31 | NA | NA | … | … | -0.03 | 0.29 | 0.88 | -1.28 | 1.97 | 1.92 | 1.54 | -0.77 | 2.63 | 0.11 | -0.74 | 0.84 | 1.34 | 1.66 | 0.01 | 0.77 | 2.48 | -1.22 | 1.11 | 1.44 | 1.31 | 1.12 | 4.00 | 0.39 | 1.86 |
| Standard Deviation(%) | NA | 8.62 | 11.85 | 10.68 | 8.64 | NA | NA | … | … | 8.72 | 8.68 | 10.14 | 15.63 | 8.94 | 8.11 | 4.85 | 7.58 | 4.81 | 5.60 | 6.40 | 6.07 | 7.33 | 5.60 | 11.24 | 14.35 | 11.47 | 6.46 | 11.83 | 9.41 | 7.17 | 8.73 | 5.26 | 5.14 | 3.33 |
| Draw Down(%) | NA | 5.24 | 20.94 | 22.93 | 22.93 | NA | NA | … | … | 0.86 | 4.95 | 9.45 | 22.85 | 4.20 | 10.11 | 2.64 | 10.81 | 1.64 | 5.54 | 9.53 | 5.28 | 7.33 | 4.04 | 10.55 | 10.45 | 5.07 | 13.14 | 8.92 | 11.46 | 5.76 | 11.52 | 2.22 | 8.45 | 2.01 |
| Yield(%) | NA | 3.71 | 3.80 | 3.07 | 2.58 | NA | NA | … | … | NA | 0.73 | 3.55 | 3.92 | 3.10 | 1.83 | 2.61 | 2.21 | 0.31 | 2.05 | 2.58 | 3.07 | 1.78 | 3.25 | 3.59 | 2.63 | 5.51 | 3.40 | 5.02 | 3.31 | 3.80 | 3.09 | 3.63 | 1.14 | 6.18 |
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 |
|---|---|---|---|---|
| University of California Retirement Savings Program Tactical Asset Allocation Moderate |
0.16%
Dec 2021 – Dec 2024 |
1.35%
Mar 2015 – Mar 2020 |
3.02%
Oct 2013 – Oct 2023 |
4.84%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| University of California Retirement Savings Program Tactical Asset Allocation Moderate |
19.09%
Oct 2004 – Oct 2007 |
16.38%
Oct 2002 – Oct 2007 |
12.00%
Apr 2001 – Apr 2011 |
9.46%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart