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 VALIC Strategic Asset Allocation – Optimal Moderate | NA | 2.81% | 1.33% | 4.61% | 2.62% | 4.33% | 4.72% | … | … |
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 VALIC 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 (%) | -1.61 | 2.81 | 1.33 | 4.61 | 2.62 | 4.33 | 4.72 | … | … | 2.51 | 8.31 | 11.84 | -19.11 | 3.76 | 11.89 | 16.69 | -6.37 | 7.56 | -0.28 | -0.36 | 4.21 | 12.62 | 11.36 | 0.20 | 14.14 | 22.42 | -23.96 | 7.80 | 13.55 | 11.34 | 12.25 | 21.07 | -3.70 | 6.60 |
| Sharpe Ratio | NA | 0.29 | 0.11 | 0.13 | 0.16 | NA | NA | … | … | 0.10 | 0.54 | 0.86 | -1.42 | 0.35 | 0.86 | 2.86 | -0.81 | 1.44 | -0.07 | -0.05 | 0.62 | 1.61 | 1.35 | 0.01 | 1.22 | 1.12 | -1.04 | 0.50 | 1.41 | 1.25 | 1.46 | 2.71 | -0.48 | 0.42 |
| Standard Deviation(%) | NA | 10.34 | 11.07 | 10.84 | 9.89 | NA | NA | … | … | 11.93 | 8.70 | 9.49 | 14.51 | 10.61 | 13.48 | 5.32 | 9.61 | 4.78 | 7.25 | 8.20 | 6.72 | 7.83 | 8.38 | 15.09 | 11.51 | 20.01 | 23.94 | 9.37 | 7.21 | 7.29 | 7.71 | 7.51 | 10.12 | 9.95 |
| Draw Down(%) | NA | 10.47 | 14.33 | 25.67 | 25.67 | NA | NA | … | … | 9.27 | 4.84 | 9.56 | 24.09 | 6.04 | 17.71 | 2.01 | 14.95 | 3.19 | 7.88 | 8.72 | 5.43 | 7.48 | 6.89 | 13.88 | 7.62 | 19.23 | 37.25 | 5.82 | 7.57 | 4.35 | 8.34 | 6.51 | 13.90 | 12.04 |
| Yield(%) | NA | 4.81 | 6.36 | 5.10 | 4.27 | NA | NA | … | … | NA | 0.36 | 4.80 | 5.59 | 7.90 | 2.33 | 4.25 | 5.39 | 0.14 | 1.95 | 5.29 | 4.61 | 4.20 | 2.33 | 2.98 | 1.78 | 1.86 | 5.57 | 6.86 | 4.63 | 3.84 | 3.86 | 2.47 | 2.58 | 2.72 |
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 VALIC Strategic Asset Allocation – |
-7.91%
Feb 2006 – Feb 2009 |
-0.78%
Sep 2017 – Sep 2022 |
1.43%
Oct 2013 – Oct 2023 |
2.40%
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 VALIC Strategic Asset Allocation – |
19.70%
Feb 2009 – Feb 2012 |
15.42%
Feb 2009 – Feb 2014 |
8.92%
Mar 2003 – Mar 2013 |
7.33%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart