Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| University of California Retirement Savings Program Asset Allocation Composite Moderate | NA | 13.38% | 8.14% | 5.16% | 7.85% | 7.77% | NA | … | … |
Data as of 10/31/2019, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| University of California Retirement Savings Program Asset Allocation Composite Moderate | 12/31/2000 | 12/31/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.54 | 13.38 | 8.14 | 5.16 | 7.85 | 7.77 | NA | … | … | 19.11 | -3.96 | 11.87 | 4.56 | -2.94 | 8.78 | 13.25 | 12.18 | 1.97 | 12.31 | 22.52 | -7.58 | 3.58 | 14.66 | 7.07 | 12.68 | 20.05 | -2.63 | -0.14 |
| Sharpe Ratio | NA | 2.90 | 1.14 | 0.70 | 0.86 | NA | NA | … | … | 2.90 | -0.64 | 2.45 | 0.69 | -0.41 | 1.44 | 1.80 | 1.66 | 0.13 | 1.21 | 1.84 | -1.04 | 0.05 | 1.55 | 0.71 | 1.52 | 3.11 | -0.93 | -0.60 |
| Standard Deviation(%) | NA | 6.10 | 6.54 | 6.64 | 8.27 | NA | NA | … | … | 6.10 | 8.32 | 4.60 | 6.35 | 7.18 | 6.11 | 7.33 | 7.30 | 14.76 | 10.14 | 12.16 | 8.21 | 10.21 | 7.35 | 6.87 | 7.72 | 6.23 | 4.00 | 4.12 |
| Draw Down(%) | NA | 2.59 | 9.84 | 9.84 | 12.02 | NA | NA | … | … | 2.59 | 9.84 | 1.82 | 4.99 | 8.44 | 3.95 | 5.90 | 5.51 | 12.02 | 7.49 | 7.49 | 14.00 | 6.41 | 6.58 | 3.91 | 8.00 | 2.28 | 6.75 | 4.16 |
| Yield(%) | NA | 2.67 | 2.50 | 2.43 | 2.68 | NA | NA | … | … | 2.68 | 2.35 | 2.47 | 2.65 | 1.93 | 2.74 | 2.27 | 3.31 | 3.05 | 3.18 | 3.42 | 2.31 | 2.87 | 3.46 | 3.29 | 3.11 | 2.04 | 1.04 | 0.21 |
Data as of 10/31/2019, 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 California Retirement Savings Program Asset Allocation Composite Moderate |
-0.19%
Feb 2006 – Feb 2009 |
3.47%
Dec 2013 – Dec 2018 |
6.43%
Nov 2006 – Nov 2016 |
7.10%
Dec 2003 – Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| University of California Retirement Savings Program Asset Allocation Composite Moderate |
16.23%
Feb 2009 – Feb 2012 |
14.03%
Feb 2009 – Feb 2014 |
10.20%
Apr 2003 – Apr 2013 |
8.88%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart