Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| UPS SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate | NA | 20.74% | 2.34% | 20.33% | 12.09% | 11.57% | 9.50% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| UPS SAVINGS 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 (%) | -0.85 | 20.74 | 2.34 | 20.33 | 12.09 | 11.57 | 9.50 | … | … | 0.33 | 8.51 | 12.33 | -13.76 | 11.83 | 107.03 | 16.47 | -6.61 | 8.85 | 7.88 | -1.00 | 4.48 | 13.57 | 13.38 | 2.25 | 14.51 | 24.19 | -23.62 | 2.77 | 13.66 | 6.46 | 12.61 | 21.94 | -5.67 | 2.72 |
| Sharpe Ratio | NA | 0.38 | -0.17 | 0.56 | 0.47 | NA | NA | … | … | 0.04 | 0.26 | 0.94 | -1.04 | 1.38 | 1.65 | 2.22 | -0.93 | 1.74 | 0.88 | -0.12 | 0.69 | 1.79 | 1.66 | 0.15 | 1.13 | 1.20 | -0.99 | -0.02 | 1.24 | 0.59 | 1.38 | 2.37 | -0.52 | 0.04 |
| Standard Deviation(%) | NA | 7.41 | 10.68 | 30.42 | 22.17 | NA | NA | … | … | 6.07 | 7.47 | 8.57 | 14.58 | 8.57 | 64.69 | 6.79 | 8.53 | 4.74 | 8.73 | 8.83 | 6.43 | 7.58 | 8.03 | 14.84 | 12.73 | 20.08 | 24.82 | 9.68 | 8.39 | 7.29 | 8.45 | 8.98 | 13.07 | 11.48 |
| Draw Down(%) | NA | 4.41 | 18.02 | 24.05 | 24.05 | NA | NA | … | … | 0.44 | 4.41 | 7.14 | 19.01 | 3.86 | 24.05 | 3.17 | 12.25 | 1.89 | 6.62 | 8.95 | 5.40 | 7.21 | 6.51 | 12.91 | 9.54 | 19.58 | 36.07 | 7.26 | 7.67 | 4.34 | 7.40 | 6.95 | 18.48 | 12.56 |
| Yield(%) | NA | 4.79 | 3.66 | 3.38 | 2.86 | NA | NA | … | … | NA | 0.71 | 4.79 | 2.56 | 3.24 | 6.76 | 1.93 | 3.24 | 0.31 | 2.66 | 2.73 | 2.85 | 2.68 | 3.46 | 3.08 | 3.25 | 3.39 | 3.32 | 3.65 | 3.46 | 2.71 | 2.72 | 2.63 | 2.71 | 3.69 |
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 |
|---|---|---|---|---|
| UPS SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate |
-9.54%
Feb 2006 – Feb 2009 |
-2.24%
Feb 2004 – Feb 2009 |
4.86%
Feb 2006 – Feb 2016 |
4.90%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| UPS SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate |
39.18%
Dec 2018 – Dec 2021 |
23.34%
Mar 2020 – Mar 2025 |
14.91%
Sep 2011 – Sep 2021 |
13.36%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart