Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| University of Texas System Retirement Programs Fidelity Strategic Asset Allocation – Optimal Moderate | NA | 4.80% | 2.61% | 9.27% | 5.78% | 6.49% | 6.93% | … | … |
Data as of 03/31/2025, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| University of Texas System Retirement Programs Fidelity 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 (%) | -2.04 | 4.80 | 2.61 | 9.27 | 5.78 | 6.49 | 6.93 | … | … | 6.93 | 8.14 | 8.83 | -13.92 | 8.65 | 22.29 | 21.01 | -6.19 | 14.10 | 4.32 | -1.95 | 4.69 | 10.30 | 14.86 | -1.92 | 14.21 | 32.35 | -23.11 | 9.08 | 15.78 | 10.72 | 12.77 | 22.90 | -5.29 | 0.60 |
| Sharpe Ratio | NA | 0.57 | 0.28 | 0.50 | 0.48 | NA | NA | … | … | 0.41 | 0.57 | 0.57 | -1.14 | 0.95 | 1.21 | 2.99 | -0.83 | 2.70 | 0.50 | -0.25 | 0.85 | 1.44 | 1.96 | -0.14 | 1.25 | 1.70 | -1.04 | 0.64 | 1.84 | 1.55 | 1.79 | 3.20 | -0.71 | -0.22 |
| Standard Deviation(%) | NA | 10.71 | 10.69 | 10.56 | 10.40 | NA | NA | … | … | 13.64 | 7.86 | 9.07 | 13.49 | 9.08 | 18.27 | 6.54 | 9.15 | 4.98 | 8.15 | 7.91 | 5.48 | 7.12 | 7.56 | 13.52 | 11.33 | 18.95 | 23.15 | 9.31 | 6.72 | 5.45 | 6.59 | 6.93 | 9.03 | 8.30 |
| Draw Down(%) | NA | 10.63 | 14.14 | 22.39 | 22.39 | NA | NA | … | … | 10.45 | 4.79 | 10.74 | 22.39 | 5.44 | 22.10 | 2.72 | 12.59 | 1.73 | 6.50 | 9.58 | 4.90 | 7.98 | 6.02 | 13.84 | 8.49 | 16.56 | 35.12 | 5.96 | 6.62 | 3.86 | 6.61 | 7.14 | 15.92 | 12.95 |
| Yield(%) | NA | 4.34 | 5.59 | 5.41 | 5.02 | NA | NA | … | … | NA | 0.86 | 4.12 | 3.58 | 9.03 | 4.38 | 5.47 | 7.29 | 4.13 | 3.88 | 4.11 | 4.25 | 3.90 | 3.95 | 3.58 | 4.04 | 2.87 | 4.33 | 10.18 | 8.04 | 6.08 | 4.53 | 3.48 | 3.13 | 4.02 |
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 |
|---|---|---|---|---|
| University of Texas System Retirement Programs Fidelity Strategic Asset Allocation – Optimal Moderat |
-5.90%
Feb 2006 – Feb 2009 |
0.86%
Feb 2004 – Feb 2009 |
4.39%
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 |
|---|---|---|---|---|
| University of Texas System Retirement Programs Fidelity Strategic Asset Allocation – Optimal Moderat |
21.50%
Feb 2009 – Feb 2012 |
16.47%
Feb 2009 – Feb 2014 |
10.46%
Mar 2003 – Mar 2013 |
9.20%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart