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 Fidelity Tactical Asset Allocation Moderate | NA | -2.48% | 5.54% | 4.26% | 8.28% | 9.45% | NA | … | … |
Data as of 10/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| University of California Retirement Savings Program Fidelity Tactical Asset Allocation Moderate | 12/31/2000 | 12/31/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.77 | -2.48 | 5.54 | 4.26 | 8.28 | 9.45 | NA | … | … | -4.73 | 11.78 | 9.27 | -4.86 | 6.51 | 11.64 | 12.34 | 1.08 | 12.03 | 19.02 | 1.80 | 18.89 | 20.66 | 9.25 | 12.90 | 28.02 | 10.75 | 6.07 |
| Sharpe Ratio | NA | -0.79 | 0.69 | 0.45 | 0.83 | NA | NA | … | … | -0.79 | 2.21 | 1.44 | -0.68 | 1.07 | 1.83 | 2.23 | 0.09 | 0.99 | 1.62 | 0.12 | 1.31 | 2.03 | 1.06 | 1.33 | 5.36 | 1.85 | 0.87 |
| Standard Deviation(%) | NA | 7.71 | 6.45 | 6.54 | 8.33 | NA | NA | … | … | 7.71 | 5.04 | 6.30 | 7.21 | 6.08 | 6.33 | 5.51 | 11.28 | 12.06 | 11.69 | 7.43 | 12.10 | 8.54 | 6.71 | 8.96 | 5.10 | 5.22 | 4.34 |
| Draw Down(%) | NA | 10.97 | 10.97 | 10.97 | 10.97 | NA | NA | … | … | 10.97 | 2.31 | 5.39 | 10.68 | 4.58 | 6.60 | 5.21 | 10.78 | 9.61 | 5.62 | 7.41 | 10.33 | 11.57 | 5.21 | 11.92 | 2.98 | 6.59 | 3.42 |
| Yield(%) | NA | 5.98 | 3.80 | 3.26 | 3.58 | NA | NA | … | … | 5.94 | 0.68 | 4.63 | 2.34 | 2.72 | 4.47 | 3.57 | 3.36 | 3.65 | 4.29 | 4.00 | 6.59 | 8.03 | 3.30 | 4.72 | 5.69 | 4.50 | 6.92 |
Data as of 10/31/2018, 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 Fidelity Tactical Asset Allocation Moderate |
2.99%
Jun 2014 – Jun 2017 |
4.20%
Nov 2013 – Nov 2018 |
7.38%
Oct 2007 – Oct 2017 |
9.45%
Oct 2003 – Oct 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| University of California Retirement Savings Program Fidelity Tactical Asset Allocation Moderate |
20.82%
Oct 2004 – Oct 2007 |
19.43%
Oct 2002 – Oct 2007 |
14.23%
Apr 2001 – Apr 2011 |
11.28%
Jul 2002 – Jul 2017 |
Annualized Rolling Returns Comparison Chart