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 North Carolina System Optional Retirement Plan Lincoln Strategic Asset Allocation – Optimal Moderate | NA | 3.47% | 2.23% | 7.32% | 4.03% | 5.60% | 5.87% | … | … |
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 North Carolina System Optional Retirement Plan Lincoln 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 (%) | -1.50 | 3.47 | 2.23 | 7.32 | 4.03 | 5.60 | 5.87 | … | … | 3.93 | 8.51 | 11.94 | -16.20 | 8.51 | 12.70 | 18.71 | -8.27 | 8.62 | 4.39 | -0.43 | 6.99 | 10.23 | 13.11 | 1.37 | 14.03 | 24.60 | -21.52 | 8.29 | 13.60 | 10.81 | 16.12 | 24.75 | -0.86 | 4.89 |
| Sharpe Ratio | NA | 0.39 | 0.21 | 0.34 | 0.30 | NA | NA | … | … | 0.23 | 0.57 | 0.91 | -1.27 | 0.96 | 0.70 | 2.72 | -1.12 | 1.82 | 0.50 | -0.06 | 1.16 | 1.41 | 1.76 | 0.10 | 1.21 | 1.32 | -0.97 | 0.57 | 1.36 | 1.39 | 2.21 | 4.04 | -0.25 | 0.33 |
| Standard Deviation(%) | NA | 10.25 | 10.67 | 10.54 | 10.25 | NA | NA | … | … | 11.67 | 8.59 | 9.10 | 13.93 | 8.83 | 17.67 | 6.33 | 8.62 | 4.37 | 8.30 | 8.36 | 6.03 | 7.23 | 7.43 | 13.85 | 11.49 | 18.51 | 23.11 | 9.03 | 7.48 | 6.16 | 6.84 | 5.95 | 8.03 | 7.39 |
| Draw Down(%) | NA | 12.28 | 12.87 | 21.26 | 22.12 | NA | NA | … | … | 10.23 | 5.77 | 9.06 | 21.24 | 5.60 | 22.12 | 2.80 | 14.04 | 2.94 | 7.23 | 8.07 | 4.99 | 9.21 | 5.27 | 13.26 | 8.37 | 18.20 | 35.50 | 5.88 | 7.68 | 3.80 | 6.65 | 4.61 | 14.58 | 10.11 |
| Yield(%) | NA | 4.70 | 6.10 | 5.50 | 4.85 | NA | NA | … | … | NA | 0.49 | 4.82 | 5.60 | 7.36 | 2.79 | 6.74 | 5.37 | 0.32 | 2.65 | 6.15 | 6.84 | 5.01 | 3.57 | 3.33 | 3.85 | 3.22 | 6.57 | 7.98 | 6.41 | 6.44 | 5.50 | 3.24 | 4.04 | 4.80 |
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 North Carolina System Optional Retirement Plan Lincoln Strategic Asset Allocation |
-6.71%
Feb 2006 – Feb 2009 |
0.85%
Mar 2015 – Mar 2020 |
3.15%
Oct 2013 – Oct 2023 |
3.92%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| The University of North Carolina System Optional Retirement Plan Lincoln Strategic Asset Allocation |
20.21%
Feb 2009 – Feb 2012 |
15.89%
Feb 2009 – Feb 2014 |
10.41%
Mar 2003 – Mar 2013 |
8.72%
Oct 2002 – Oct 2017 |
Annualized Rolling Returns Comparison Chart