Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| University of Pennsylvania Basic Plan Vanguard Strategic Asset Allocation – Optimal Moderate | NA | 20.10% | 0.80% | 6.54% | 5.77% | 7.07% | 6.92% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| University of Pennsylvania Basic Plan Vanguard 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 (%) | -1.11 | 20.10 | 0.80 | 6.54 | 5.77 | 7.07 | 6.92 | … | … | 0.03 | 4.44 | 10.49 | -15.14 | 7.86 | 21.17 | 19.25 | -5.47 | 11.31 | 5.43 | -0.53 | 7.47 | 11.03 | 11.43 | -0.88 | 14.37 | 30.51 | -24.94 | 8.43 | 14.17 | 11.22 | 17.26 | 25.44 | -1.41 | 4.13 |
| Sharpe Ratio | NA | -0.14 | -0.41 | 0.20 | 0.34 | NA | NA | … | … | 0.00 | -0.25 | 0.74 | -1.21 | 0.89 | 1.15 | 2.82 | -0.47 | 2.34 | 0.65 | -0.07 | 1.21 | 1.51 | 1.64 | -0.07 | 1.21 | 1.53 | -1.12 | 0.54 | 1.43 | 1.51 | 2.40 | 3.52 | -0.28 | 0.21 |
| Standard Deviation(%) | NA | 8.50 | 10.47 | 12.18 | 10.68 | NA | NA | … | … | 7.09 | 8.56 | 8.43 | 13.60 | 8.76 | 18.27 | 6.32 | 14.42 | 4.57 | 8.01 | 8.27 | 6.17 | 7.29 | 6.93 | 13.77 | 11.77 | 19.84 | 23.18 | 10.10 | 7.62 | 6.01 | 6.81 | 7.02 | 9.05 | 8.58 |
| Draw Down(%) | NA | 6.51 | 21.60 | 22.36 | 22.36 | NA | NA | … | … | 0.65 | 6.44 | 8.14 | 22.02 | 6.57 | 21.84 | 2.95 | 15.10 | 2.04 | 6.68 | 9.06 | 5.17 | 7.93 | 5.26 | 14.24 | 8.81 | 16.90 | 36.48 | 6.99 | 8.65 | 4.44 | 8.12 | 5.57 | 15.30 | 10.77 |
| Yield(%) | NA | 3.76 | 5.19 | 4.44 | 3.71 | NA | NA | … | … | NA | 0.92 | 3.22 | 5.34 | 5.69 | 2.93 | 4.26 | 3.22 | 0.29 | 3.04 | 4.24 | 4.12 | 3.46 | 3.22 | 3.08 | 2.27 | 2.57 | 3.42 | 5.25 | 5.35 | 4.93 | 3.52 | 2.95 | 3.10 | 4.99 |
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 Pennsylvania Basic Plan Vanguard Strategic Asset Allocation – Optimal Moderate |
-7.87%
Feb 2006 – Feb 2009 |
0.10%
Feb 2004 – Feb 2009 |
4.68%
Oct 2013 – Oct 2023 |
4.69%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| University of Pennsylvania Basic Plan Vanguard Strategic Asset Allocation – Optimal Moderate |
21.50%
Feb 2009 – Feb 2012 |
16.69%
Feb 2009 – Feb 2014 |
10.39%
Mar 2003 – Mar 2013 |
9.12%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart