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 Strategic Asset Allocation – Optimal Moderate | NA | 21.08% | 3.13% | 7.72% | 6.63% | 7.39% | 6.91% | … | … |
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 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 (%) | -0.82 | 21.08 | 3.13 | 7.72 | 6.63 | 7.39 | 6.91 | … | … | 0.32 | 5.16 | 14.43 | -12.27 | 9.41 | 17.22 | 18.12 | -4.53 | 12.48 | 6.67 | -0.43 | 6.25 | 11.46 | 12.68 | -3.20 | 12.95 | 28.96 | -23.51 | 7.52 | 14.63 | 7.49 | 13.65 | 25.80 | -9.64 | -2.01 |
| Sharpe Ratio | NA | -0.08 | -0.18 | 0.32 | 0.46 | NA | NA | … | … | 0.04 | -0.17 | 1.21 | -0.98 | 1.10 | 0.98 | 2.39 | -0.61 | 2.54 | 0.79 | -0.06 | 1.01 | 1.64 | 1.57 | -0.22 | 1.07 | 1.54 | -1.03 | 0.45 | 1.51 | 0.86 | 1.80 | 2.97 | -0.88 | -0.38 |
| Standard Deviation(%) | NA | 8.36 | 10.57 | 11.93 | 9.95 | NA | NA | … | … | 6.26 | 8.41 | 8.41 | 13.92 | 8.55 | 17.37 | 6.99 | 9.56 | 4.67 | 8.21 | 7.14 | 6.14 | 6.95 | 8.03 | 14.71 | 12.07 | 18.71 | 23.77 | 9.98 | 7.53 | 6.17 | 7.07 | 8.45 | 12.21 | 11.33 |
| Draw Down(%) | NA | 5.75 | 18.67 | 20.45 | 20.45 | NA | NA | … | … | 0.41 | 5.75 | 7.35 | 19.15 | 5.41 | 20.45 | 3.41 | 11.44 | 2.17 | 6.78 | 7.81 | 5.32 | 6.62 | 6.68 | 15.59 | 9.34 | 16.52 | 36.35 | 6.16 | 7.47 | 3.78 | 6.17 | 6.80 | 19.34 | 16.58 |
| Yield(%) | NA | 4.06 | 3.74 | 3.36 | 3.06 | NA | NA | … | … | NA | 0.77 | 3.73 | 3.06 | 3.82 | 3.40 | 2.31 | 4.58 | 0.29 | 2.73 | 2.84 | 3.39 | 3.12 | 2.84 | 2.59 | 2.37 | 2.84 | 3.80 | 6.34 | 5.63 | 3.30 | 2.53 | 2.77 | 2.92 | 3.66 |
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 Strategic Asset Allocation – Optimal Moderate |
-7.20%
Feb 2006 – Feb 2009 |
-0.55%
Feb 2004 – Feb 2009 |
4.99%
Nov 2006 – Nov 2016 |
4.73%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| THE UNIVERSITY OF PENNSYLVANIA MATCHING PLAN Strategic Asset Allocation – Optimal Moderate |
19.67%
Feb 2009 – Feb 2012 |
15.46%
Feb 2009 – Feb 2014 |
10.11%
Feb 2009 – Feb 2019 |
9.25%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart