Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| The UPS Retirement Plan Tactical Asset Allocation Moderate | NA | 25.08% | 0.59% | 5.98% | 3.73% | 5.56% | 6.77% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| The UPS Retirement 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 (%) | -1.04 | 25.08 | 0.59 | 5.98 | 3.73 | 5.56 | 6.77 | … | … | -0.45 | 3.16 | 11.56 | -16.60 | 12.72 | 16.97 | 10.44 | -16.95 | 14.28 | 4.10 | -2.33 | 5.45 | 11.70 | 9.83 | 4.43 | 11.02 | 18.17 | -7.40 | 12.38 | 21.11 | 8.09 | 18.12 | 23.34 | 3.04 | 5.18 |
| Sharpe Ratio | NA | -0.29 | -0.39 | 0.19 | 0.11 | NA | NA | … | … | -0.06 | -0.33 | 0.61 | -1.17 | 1.19 | 1.94 | 1.66 | -1.06 | 2.61 | 0.67 | -0.37 | 0.85 | 1.67 | 1.84 | 0.45 | 0.85 | 2.14 | -0.87 | 0.96 | 2.24 | 0.90 | 2.11 | 3.97 | 0.46 | 0.79 |
| Standard Deviation(%) | NA | 10.33 | 12.74 | 11.63 | 10.51 | NA | NA | … | … | 8.51 | 10.41 | 11.97 | 15.39 | 10.64 | 8.62 | 5.43 | 17.22 | 5.23 | 5.83 | 6.37 | 6.43 | 6.97 | 5.32 | 9.69 | 12.83 | 8.44 | 9.52 | 9.78 | 7.97 | 6.58 | 8.16 | 5.70 | 4.17 | 3.64 |
| Draw Down(%) | NA | 9.59 | 19.38 | 21.64 | 21.70 | NA | NA | … | … | 0.94 | 9.35 | 12.30 | 20.80 | 5.86 | 8.94 | 3.51 | 21.70 | 2.32 | 6.32 | 8.81 | 5.32 | 7.79 | 4.01 | 8.37 | 10.94 | 4.40 | 16.24 | 7.61 | 7.81 | 4.44 | 10.99 | 2.82 | 6.21 | 2.76 |
| Yield(%) | NA | 7.15 | 5.79 | 4.74 | 3.52 | NA | NA | … | … | NA | 0.37 | 7.32 | 5.85 | 3.50 | 2.76 | 4.06 | 1.63 | 0.20 | 2.00 | 2.74 | 5.23 | 4.39 | 4.45 | 3.05 | 2.77 | 3.12 | 4.60 | 6.85 | 8.85 | 6.55 | 5.61 | 3.03 | 2.08 | 4.97 |
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 UPS Retirement Plan Tactical Asset Allocation Moderate |
-1.54%
Oct 2017 – Oct 2020 |
-0.45%
Sep 2017 – Sep 2022 |
2.11%
Oct 2013 – Oct 2023 |
4.16%
Apr 2010 – Apr 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| The UPS Retirement Plan Tactical Asset Allocation Moderate |
19.08%
Apr 2003 – Apr 2006 |
17.84%
Oct 2002 – Oct 2007 |
11.71%
Nov 2002 – Nov 2012 |
10.07%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart