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 PENNSYLVANIA MATCHING PLAN Tactical Asset Allocation Moderate | NA | 21.88% | 4.62% | 8.77% | 8.28% | 9.00% | 9.87% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| THE UNIVERSITY OF PENNSYLVANIA MATCHING PLAN Tactical Asset Allocation 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 (%) | -1.06 | 21.88 | 4.62 | 8.77 | 8.28 | 9.00 | 9.87 | … | … | 0.49 | 9.33 | 12.94 | -10.50 | 15.63 | 14.48 | 19.53 | -1.97 | 15.75 | 8.00 | -0.10 | 5.93 | 12.66 | 10.97 | 5.06 | 13.01 | 19.99 | 0.11 | 20.81 | 20.48 | 4.51 | 11.39 | 15.24 | -3.16 | 1.93 |
| Sharpe Ratio | NA | 0.45 | 0.00 | 0.43 | 0.59 | NA | NA | … | … | 0.07 | 0.34 | 1.03 | -0.87 | 1.75 | 0.71 | 3.15 | -0.33 | 2.96 | 0.94 | -0.01 | 0.80 | 1.83 | 1.48 | 0.34 | 1.10 | 1.68 | -0.14 | 1.41 | 2.12 | 0.35 | 1.38 | 2.40 | -0.90 | -0.09 |
| Standard Deviation(%) | NA | 7.89 | 10.33 | 12.65 | 10.54 | NA | NA | … | … | 6.61 | 7.97 | 8.45 | 13.65 | 8.94 | 19.98 | 5.75 | 9.95 | 5.12 | 8.32 | 9.08 | 7.40 | 6.92 | 7.40 | 14.90 | 11.74 | 11.83 | 5.66 | 12.60 | 8.12 | 6.72 | 7.59 | 6.07 | 4.76 | 4.44 |
| Draw Down(%) | NA | 6.10 | 15.35 | 23.98 | 23.98 | NA | NA | … | … | 0.42 | 6.10 | 6.99 | 16.55 | 4.12 | 23.98 | 2.30 | 10.98 | 1.80 | 6.63 | 10.29 | 6.98 | 6.80 | 5.35 | 11.52 | 8.30 | 5.76 | 5.42 | 9.27 | 6.53 | 4.49 | 9.44 | 4.08 | 5.86 | 5.70 |
| Yield(%) | NA | 4.59 | 3.31 | 3.93 | 3.82 | NA | NA | … | … | NA | 0.99 | 4.75 | 3.33 | 1.67 | 3.72 | 7.30 | 3.85 | 2.34 | 4.49 | 3.39 | 4.66 | 3.01 | 3.14 | 2.75 | 3.54 | 3.68 | 4.41 | 4.48 | 5.14 | 3.50 | 2.77 | 4.47 | 5.66 | 5.53 |
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 |
|---|---|---|---|---|
| THE UNIVERSITY OF PENNSYLVANIA MATCHING PLAN Tactical Asset Allocation Moderate |
3.39%
Dec 2021 – Dec 2024 |
3.97%
Mar 2015 – Mar 2020 |
6.50%
Mar 2010 – Mar 2020 |
7.81%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| THE UNIVERSITY OF PENNSYLVANIA MATCHING PLAN Tactical Asset Allocation Moderate |
18.99%
Oct 2004 – Oct 2007 |
15.44%
Apr 2005 – Apr 2010 |
12.64%
Apr 2003 – Apr 2013 |
11.14%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart