Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| The University of North Carolina System Optional Retirement Plan Lincoln Tactical Asset Allocation Moderate | NA | -11.35% | 0.49% | 1.60% | 3.15% | 5.09% | 7.21% | … | … |
Data as of 01/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| The University of North Carolina System Optional Retirement Plan Lincoln Tactical Asset Allocation Moderate | 12/31/2000 | 04/24/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | 1.59 | -11.35 | 0.49 | 1.60 | 3.15 | 5.09 | 7.21 | … | … | 4.65 | -23.20 | 9.98 | 12.22 | 10.95 | -0.90 | 7.25 | 3.30 | -1.44 | 4.44 | 8.39 | 10.97 | 3.40 | 16.12 | 22.04 | -4.39 | 8.06 | 20.33 | 6.81 | 13.79 | 19.01 | 6.08 | 6.09 |
| Sharpe Ratio | NA | -0.76 | -0.04 | 0.06 | 0.23 | NA | NA | … | … | 0.27 | -1.50 | 0.85 | 1.37 | 1.98 | -0.28 | 1.41 | 0.65 | -0.24 | 0.79 | 1.21 | 1.89 | 0.36 | 1.16 | 2.14 | -0.89 | 0.54 | 2.20 | 0.71 | 1.68 | 3.95 | 1.07 | 0.77 |
| Standard Deviation(%) | NA | 15.95 | 12.76 | 10.75 | 8.70 | NA | NA | … | … | 11.60 | 16.42 | 11.66 | 8.72 | 4.82 | 7.90 | 4.70 | 4.78 | 6.02 | 5.60 | 6.89 | 5.77 | 9.37 | 13.83 | 10.26 | 5.96 | 9.47 | 7.76 | 6.57 | 7.65 | 4.63 | 4.64 | 4.92 |
| Draw Down(%) | NA | 18.44 | 29.67 | 29.67 | 29.67 | NA | NA | … | … | 7.39 | 27.48 | 6.04 | 10.26 | 2.41 | 8.48 | 3.39 | 3.43 | 7.33 | 4.17 | 7.82 | 4.13 | 7.91 | 9.93 | 4.51 | 9.42 | 6.91 | 6.63 | 4.57 | 10.04 | 2.60 | 6.25 | 2.30 |
| Yield(%) | NA | 7.34 | 5.96 | 5.88 | 4.70 | NA | NA | … | … | 0.54 | 6.40 | 8.49 | 2.36 | 6.24 | 5.32 | 0.11 | 2.90 | 5.52 | 6.15 | 3.36 | 4.48 | 2.73 | 3.05 | 4.33 | 4.43 | 6.05 | 7.97 | 7.11 | 5.50 | 5.13 | 5.25 | 6.51 |
Data as of 01/31/2023, 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 University of North Carolina System Optional Retirement Plan Lincoln Tactical Asset Allocation M |
-2.41%
Sep 2019 – Sep 2022 |
0.11%
Sep 2017 – Sep 2022 |
2.36%
Sep 2012 – Sep 2022 |
4.51%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| The University of North Carolina System Optional Retirement Plan Lincoln Tactical Asset Allocation M |
15.58%
Apr 2003 – Apr 2006 |
14.39%
Oct 2002 – Oct 2007 |
11.81%
Apr 2001 – Apr 2011 |
9.27%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart