Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| The University of California Retirement Savings Programs Strategic Asset Allocation – Optimal Moderate | NA | 5.33% | 3.17% | 8.20% | 4.92% | 5.77% | 5.91% | … | … |
Data as of 03/31/2025, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| The University of California Retirement Savings Programs Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 06/04/2025 |
| 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 (%) | -1.14 | 5.33 | 3.17 | 8.20 | 4.92 | 5.77 | 5.91 | … | … | 5.32 | 6.67 | 13.43 | -15.19 | 11.48 | 11.18 | 17.04 | -6.51 | 11.94 | 6.48 | -1.61 | 5.68 | 9.53 | 11.62 | -0.88 | 13.42 | 25.96 | -24.81 | 8.96 | 14.61 | 9.13 | 13.60 | 25.02 | -6.85 | 3.53 |
| Sharpe Ratio | NA | 0.49 | 0.32 | 0.46 | 0.39 | NA | NA | … | … | 0.32 | 0.42 | 1.25 | -1.22 | 1.47 | 0.63 | 2.49 | -0.96 | 2.63 | 0.73 | -0.19 | 0.92 | 1.30 | 1.43 | -0.06 | 1.06 | 1.29 | -1.06 | 0.57 | 1.46 | 1.02 | 1.64 | 3.05 | -0.73 | 0.11 |
| Standard Deviation(%) | NA | 9.90 | 9.96 | 9.91 | 9.92 | NA | NA | … | … | 12.50 | 7.32 | 7.79 | 13.59 | 7.80 | 17.46 | 6.26 | 8.22 | 4.29 | 8.52 | 8.81 | 6.19 | 7.31 | 8.11 | 14.91 | 12.57 | 20.04 | 24.36 | 10.15 | 7.65 | 6.71 | 7.67 | 7.98 | 10.90 | 10.25 |
| Draw Down(%) | NA | 9.17 | 11.92 | 20.95 | 21.53 | NA | NA | … | … | 8.72 | 4.14 | 7.52 | 20.95 | 3.31 | 21.53 | 3.10 | 12.12 | 1.63 | 5.87 | 9.75 | 5.16 | 7.53 | 6.86 | 14.06 | 8.75 | 18.48 | 36.64 | 6.23 | 8.16 | 4.36 | 7.60 | 6.45 | 17.08 | 12.83 |
| Yield(%) | NA | 3.51 | 3.11 | 2.68 | 2.35 | NA | NA | … | … | NA | 0.91 | 3.13 | 2.48 | 3.00 | 1.83 | 2.27 | 1.90 | 0.23 | 2.92 | 2.34 | 2.75 | 2.09 | 2.52 | 3.04 | 2.54 | 3.54 | 3.04 | 3.61 | 3.12 | 3.49 | 2.82 | 2.76 | 3.40 | 3.30 |
Data as of 03/31/2025, 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 |
|---|---|---|---|---|
| The University of California Retirement Savings Programs Strategic Asset Allocation – Optimal Modera |
-7.72%
Feb 2006 – Feb 2009 |
-0.44%
Feb 2004 – Feb 2009 |
3.99%
Oct 2013 – Oct 2023 |
3.70%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| The University of California Retirement Savings Programs Strategic Asset Allocation – Optimal Modera |
20.19%
Feb 2009 – Feb 2012 |
15.18%
Sep 2002 – Sep 2007 |
9.39%
Feb 2009 – Feb 2019 |
8.19%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart