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 Strategic Asset Allocation – Optimal Moderate | NA | 24.20% | 1.08% | 4.93% | 4.39% | 6.16% | 5.77% | … | … |
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 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 (%) | -1.12 | 24.20 | 1.08 | 4.93 | 4.39 | 6.16 | 5.77 | … | … | -0.22 | 8.52 | 9.51 | -13.92 | 3.71 | 14.33 | 14.64 | -6.47 | 12.55 | 3.54 | -0.85 | 3.56 | 14.00 | 10.71 | -0.33 | 13.80 | 23.16 | -25.83 | 12.88 | 13.24 | 5.77 | 18.29 | 19.77 | -13.83 | 1.24 |
| Sharpe Ratio | NA | 0.31 | -0.30 | 0.12 | 0.25 | NA | NA | … | … | -0.05 | 0.23 | 0.61 | -1.17 | 0.39 | 0.83 | 1.84 | -0.84 | 2.27 | 0.40 | -0.11 | 0.52 | 1.71 | 1.30 | -0.02 | 1.05 | 1.13 | -1.10 | 0.95 | 1.26 | 0.47 | 2.00 | 1.95 | -1.16 | -0.09 |
| Standard Deviation(%) | NA | 8.17 | 10.23 | 11.81 | 9.99 | NA | NA | … | … | 5.25 | 8.26 | 8.58 | 13.11 | 9.57 | 17.06 | 7.21 | 9.31 | 5.26 | 8.42 | 8.15 | 6.80 | 8.18 | 8.17 | 15.77 | 13.03 | 20.38 | 24.42 | 10.37 | 7.89 | 7.64 | 8.67 | 9.76 | 12.89 | 12.48 |
| Draw Down(%) | NA | 5.74 | 21.05 | 23.33 | 23.33 | NA | NA | … | … | 0.63 | 5.53 | 9.54 | 21.25 | 6.26 | 21.14 | 4.16 | 12.98 | 2.86 | 8.12 | 8.88 | 5.16 | 7.88 | 5.63 | 15.13 | 10.80 | 18.79 | 38.28 | 6.92 | 7.44 | 4.85 | 7.87 | 7.46 | 19.23 | 15.31 |
| Yield(%) | NA | 2.25 | 3.27 | 3.56 | 3.17 | NA | NA | … | … | NA | 0.48 | 2.31 | 2.97 | 4.27 | 4.27 | 3.80 | 5.44 | 0.33 | 2.64 | 3.08 | 2.48 | 3.98 | 3.46 | 2.02 | 1.66 | 1.62 | 2.58 | 5.74 | 3.62 | 3.83 | 4.16 | 1.67 | 1.42 | 2.83 |
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 Strategic Asset Allocation – Optimal Moderate |
-7.19%
Feb 2006 – Feb 2009 |
-0.11%
Feb 2004 – Feb 2009 |
2.75%
Oct 2013 – Oct 2023 |
3.04%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| The UPS Retirement Plan Strategic Asset Allocation – Optimal Moderate |
19.24%
Feb 2009 – Feb 2012 |
15.79%
Feb 2009 – Feb 2014 |
9.36%
Feb 2009 – Feb 2019 |
7.99%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart