Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SUPPLEMENTAL RETIREMENT ANNUITY PLAN OF THE UNIVERSITY OF PENNSYLVANIA Strategic Asset Allocation – Optimal Moderate | NA | 20.57% | 3.52% | 7.28% | 6.25% | 7.10% | 6.56% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SUPPLEMENTAL RETIREMENT ANNUITY PLAN OF THE UNIVERSITY OF PENNSYLVANIA 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 (%) | -0.89 | 20.57 | 3.52 | 7.28 | 6.25 | 7.10 | 6.56 | … | … | 0.33 | 4.84 | 14.80 | -11.01 | 9.11 | 13.54 | 18.68 | -4.89 | 11.92 | 5.80 | -0.71 | 5.80 | 11.95 | 12.56 | -3.23 | 12.24 | 28.33 | -23.12 | 6.34 | 14.20 | 6.67 | 13.20 | 25.44 | -8.97 | 0.15 |
| Sharpe Ratio | NA | -0.13 | -0.13 | 0.27 | 0.41 | NA | NA | … | … | 0.04 | -0.22 | 1.28 | -0.89 | 1.05 | 0.68 | 2.50 | -0.66 | 2.34 | 0.66 | -0.11 | 0.96 | 1.69 | 1.54 | -0.22 | 0.99 | 1.47 | -1.02 | 0.34 | 1.45 | 0.69 | 1.64 | 2.90 | -0.87 | -0.20 |
| Standard Deviation(%) | NA | 8.06 | 10.48 | 12.55 | 10.32 | NA | NA | … | … | 6.33 | 8.10 | 8.26 | 14.00 | 8.69 | 19.50 | 6.90 | 9.43 | 4.84 | 8.45 | 6.98 | 6.00 | 7.05 | 8.10 | 14.80 | 12.32 | 19.27 | 23.61 | 9.82 | 7.56 | 6.57 | 7.50 | 8.54 | 11.53 | 11.00 |
| Draw Down(%) | NA | 5.91 | 18.04 | 23.55 | 23.55 | NA | NA | … | … | 0.41 | 5.91 | 6.68 | 18.52 | 5.45 | 23.55 | 3.40 | 11.71 | 2.19 | 6.60 | 7.69 | 5.20 | 6.67 | 6.61 | 15.74 | 9.65 | 17.85 | 36.09 | 5.93 | 7.42 | 4.04 | 6.95 | 7.07 | 18.28 | 14.98 |
| Yield(%) | NA | 4.26 | 4.00 | 3.52 | 3.04 | NA | NA | … | … | NA | 0.87 | 3.83 | 3.12 | 4.33 | 3.30 | 2.43 | 3.07 | 0.33 | 3.07 | 2.83 | 3.53 | 3.19 | 2.87 | 2.81 | 2.22 | 2.83 | 4.11 | 6.29 | 5.70 | 3.28 | 2.50 | 2.84 | 3.09 | 3.74 |
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 |
|---|---|---|---|---|
| SUPPLEMENTAL RETIREMENT ANNUITY PLAN OF THE UNIVERSITY OF PENNSYLVANIA Strategic Asset Allocation – |
-7.81%
Feb 2006 – Feb 2009 |
-1.15%
Feb 2004 – Feb 2009 |
4.71%
Nov 2006 – Nov 2016 |
4.38%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SUPPLEMENTAL RETIREMENT ANNUITY PLAN OF THE UNIVERSITY OF PENNSYLVANIA Strategic Asset Allocation – |
19.51%
Feb 2009 – Feb 2012 |
15.54%
Feb 2009 – Feb 2014 |
9.94%
Feb 2009 – Feb 2019 |
8.98%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart