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 Strategic Asset Allocation – Optimal Moderate | NA | 31.83% | 10.80% | 11.20% | 7.96% | 8.26% | 7.53% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| University of California Retirement Savings Program Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 01/08/2025 |
| 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 (%) | -0.75 | 31.83 | 10.80 | 11.20 | 7.96 | 8.26 | 7.53 | … | … | 0.44 | 20.30 | 24.40 | -9.23 | 12.00 | 10.56 | 15.18 | -5.57 | 12.24 | 6.97 | -0.58 | 5.17 | 11.08 | 12.45 | -1.31 | 12.13 | 25.66 | -25.58 | 8.54 | 15.07 | 9.20 | 14.69 | 26.02 | -9.53 | -2.88 |
| Sharpe Ratio | NA | 2.20 | 0.75 | 0.75 | 0.68 | NA | NA | … | … | 0.07 | 2.05 | 2.67 | -0.81 | 1.54 | 0.58 | 2.14 | -0.82 | 2.71 | 0.78 | -0.07 | 0.84 | 1.55 | 1.57 | -0.09 | 0.98 | 1.30 | -1.08 | 0.55 | 1.55 | 1.07 | 1.83 | 3.09 | -0.84 | -0.45 |
| Standard Deviation(%) | NA | 6.64 | 9.58 | 11.45 | 9.66 | NA | NA | … | … | 5.80 | 6.69 | 7.55 | 13.15 | 7.77 | 17.87 | 6.44 | 8.39 | 4.29 | 8.65 | 8.56 | 6.12 | 7.13 | 7.91 | 14.73 | 12.30 | 19.62 | 24.48 | 10.10 | 7.63 | 6.58 | 7.51 | 8.20 | 12.70 | 11.50 |
| Draw Down(%) | NA | 3.60 | 16.04 | 21.23 | 21.23 | NA | NA | … | … | 0.33 | 3.60 | 4.23 | 16.47 | 3.36 | 21.23 | 3.39 | 11.40 | 1.50 | 6.11 | 8.65 | 5.52 | 7.17 | 7.10 | 14.24 | 9.30 | 18.53 | 37.05 | 6.29 | 8.37 | 4.30 | 6.94 | 6.60 | 19.32 | 17.40 |
| Yield(%) | NA | 14.62 | 9.08 | 6.20 | 4.19 | NA | NA | … | … | NA | 4.63 | 13.63 | 5.56 | 3.16 | 1.64 | 2.13 | 2.17 | 0.57 | 3.12 | 2.25 | 2.96 | 2.81 | 3.22 | 3.21 | 2.73 | 3.24 | 3.15 | 4.03 | 3.39 | 3.54 | 2.93 | 3.02 | 1.75 | 2.21 |
Data as of 10/31/2024, 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 Strategic Asset Allocation – Optimal Moderate |
-8.17%
Feb 2006 – Feb 2009 |
-0.48%
Feb 2004 – Feb 2009 |
4.48%
Oct 2007 – Oct 2017 |
4.08%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| University of California Retirement Savings Program Strategic Asset Allocation – Optimal Moderate |
19.61%
Feb 2009 – Feb 2012 |
15.75%
Sep 2002 – Sep 2007 |
9.70%
Feb 2009 – Feb 2019 |
9.61%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart