Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| University of Texas 403b Retirement Plan Strategic Asset Allocation – Optimal Moderate | NA | 8.17% | 0.53% | 7.28% | 4.88% | 8.77% | 6.48% | … | … |
Data as of 02/29/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| University of Texas 403b Retirement Plan Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 05/29/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | 0.30 | 8.17 | 0.53 | 7.28 | 4.88 | 8.77 | 6.48 | … | … | -86,823.58 | 8.35 | -11.88 | 7.23 | 24.66 | 18.70 | -6.76 | 6.27 | 4.33 | -0.93 | 2.16 | 10.72 | 13.14 | -3.50 | 16.26 | 30.70 | -28.55 | 11.13 | 17.69 | 12.41 | 18.67 | 41.74 | 1.46 | 10.96 |
| Sharpe Ratio | NA | NA | NA | NA | NA | NA | NA | … | … | NA | 0.43 | -1.00 | 0.76 | 1.25 | 2.62 | -0.83 | 0.77 | 0.53 | -0.13 | 0.34 | 1.39 | 1.75 | -0.25 | 1.30 | 1.55 | -1.21 | 0.73 | 1.70 | 1.58 | 1.95 | 5.44 | 0.04 | 0.91 |
| Standard Deviation(%) | NA | NA | NA | NA | NA | NA | NA | … | … | NA | 9.51 | 13.23 | 9.45 | 19.50 | 6.59 | 9.68 | 7.33 | 7.84 | 7.19 | 6.31 | 7.66 | 7.46 | 14.38 | 12.47 | 19.79 | 24.34 | 11.15 | 8.50 | 6.47 | 9.09 | 7.55 | 9.03 | 9.51 |
| Draw Down(%) | NA | 81,966.68 | 81,858.53 | 81,858.53 | 81,858.53 | NA | NA | … | … | 81,966.68 | 10.57 | 20.58 | 6.43 | 24.95 | 3.21 | 12.94 | 5.53 | 6.83 | 7.91 | 6.02 | 7.98 | 5.96 | 15.47 | 8.97 | 19.25 | 41.93 | 8.58 | 11.93 | 5.52 | 9.79 | 5.56 | 14.43 | 10.84 |
| Yield(%) | NA | 6.10 | 4.55 | 4.72 | 4.19 | NA | NA | … | … | 0.59 | 6.16 | 3.44 | 3.75 | 6.22 | 3.77 | 5.90 | 0.30 | 2.10 | 5.37 | 4.32 | 2.21 | 4.44 | 3.87 | 3.77 | 2.91 | 6.60 | 5.85 | 5.20 | 5.01 | 3.45 | 3.82 | 2.76 | 6.12 |
Data as of 02/29/2024, 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 Texas 403b Retirement Plan Strategic Asset Allocation – Optimal Moderate |
-7.90%
Feb 2006 – Feb 2009 |
0.38%
Mar 2015 – Mar 2020 |
3.58%
Mar 2010 – Mar 2020 |
3.65%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| University of Texas 403b Retirement Plan Strategic Asset Allocation – Optimal Moderate |
26.55%
Mar 2003 – Mar 2006 |
21.73%
Oct 2002 – Oct 2007 |
12.00%
Mar 2003 – Mar 2013 |
9.64%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart