Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| UPMC 403(B) RETIREMENT SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate | NA | 21.71% | 1.85% | 8.72% | 7.52% | 8.43% | 6.70% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| UPMC 403(B) RETIREMENT 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 (%) | -1.10 | 21.71 | 1.85 | 8.72 | 7.52 | 8.43 | 6.70 | … | … | 0.13 | 8.11 | 11.62 | -14.95 | 10.69 | 27.43 | 21.29 | -3.17 | 12.27 | 3.02 | 2.49 | 4.63 | 13.82 | 13.65 | 0.97 | 14.11 | 20.96 | -26.13 | 7.23 | 8.25 | 5.59 | 8.69 | 20.35 | -10.50 | 0.41 |
| Sharpe Ratio | NA | 0.28 | -0.25 | 0.40 | 0.53 | NA | NA | … | … | 0.01 | 0.18 | 0.85 | -1.13 | 1.11 | 1.41 | 2.64 | -0.48 | 2.79 | 0.34 | 0.29 | 0.70 | 1.97 | 1.73 | 0.06 | 1.17 | 1.15 | -1.14 | 0.42 | 0.64 | 0.55 | 1.09 | 2.06 | -1.00 | -0.19 |
| Standard Deviation(%) | NA | 8.15 | 10.86 | 12.81 | 10.60 | NA | NA | … | … | 7.52 | 8.25 | 8.65 | 14.51 | 9.62 | 19.28 | 7.54 | 9.42 | 4.17 | 8.35 | 8.57 | 6.59 | 7.00 | 7.86 | 15.16 | 11.94 | 18.08 | 23.74 | 10.01 | 7.77 | 6.18 | 7.09 | 9.54 | 11.65 | 10.01 |
| Draw Down(%) | NA | 4.86 | 20.25 | 21.66 | 21.66 | NA | NA | … | … | 0.66 | 4.86 | 7.82 | 20.98 | 7.31 | 21.66 | 3.51 | 11.37 | 1.45 | 8.31 | 7.50 | 4.56 | 6.22 | 6.25 | 13.99 | 8.55 | 17.69 | 36.48 | 6.17 | 8.02 | 4.25 | 6.84 | 7.82 | 18.31 | 14.02 |
| Yield(%) | NA | 2.65 | 3.98 | 3.63 | 3.14 | NA | NA | … | … | NA | 0.32 | 2.79 | 3.82 | 4.82 | 3.88 | 4.33 | 2.53 | 0.15 | 3.30 | 3.68 | 3.15 | 3.64 | 3.20 | 2.45 | 1.47 | 1.61 | 2.41 | 5.04 | 4.74 | 1.86 | 1.49 | 1.95 | 2.44 | 2.80 |
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 |
|---|---|---|---|---|
| UPMC 403(B) RETIREMENT SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate |
-10.10%
Feb 2006 – Feb 2009 |
-3.65%
Feb 2004 – Feb 2009 |
3.98%
Dec 2001 – Dec 2011 |
4.59%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| UPMC 403(B) RETIREMENT SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate |
19.60%
Dec 2018 – Dec 2021 |
16.06%
Feb 2009 – Feb 2014 |
10.43%
Sep 2011 – Sep 2021 |
10.03%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart