Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Utah Educational Savings Plan (UESP) Strategic Asset Allocation - Equal Weight Moderate | NA | 19.40% | 2.84% | 6.83% | 5.56% | 7.22% | 6.57% | 7.37% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Utah Educational Savings Plan (UESP) Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 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 (%) | -1.09 | 19.40 | 2.84 | 6.83 | 5.56 | 7.22 | 6.57 | 7.37 | NA | 7.56 | 10.41 | -10.55 | 7.75 | 15.80 | 15.78 | -4.61 | 11.25 | 5.93 | -2.38 | 6.01 | 15.90 | 12.42 | -2.35 | 16.07 | 18.50 | -19.54 | 1.17 | 18.47 | 8.96 | 16.71 | 26.34 | -1.17 | 5.39 |
| Sharpe Ratio | NA | 0.00 | -0.01 | 0.03 | 0.06 | NA | NA | 0.13 | 0.00 | 0.14 | 0.80 | -1.06 | 0.92 | 0.94 | 2.49 | -0.77 | 2.51 | 0.67 | -0.29 | 0.93 | 2.24 | 1.65 | -0.15 | 1.11 | 0.70 | -0.77 | -0.15 | 2.23 | 0.95 | 1.98 | 3.58 | -0.26 | 0.43 |
| Standard Deviation(%) | NA | 207.34 | 120.05 | 93.23 | 66.07 | NA | NA | 43.84 | 1,641.56 | 7.01 | 7.69 | 11.22 | 8.39 | 16.59 | 5.78 | 7.72 | 4.23 | 8.51 | 8.34 | 6.46 | 7.09 | 7.51 | 15.59 | 14.39 | 26.39 | 26.41 | 11.82 | 6.82 | 7.14 | 7.97 | 7.17 | 8.85 | 7.22 |
| Draw Down(%) | NA | 77.16 | 77.16 | 77.16 | 77.16 | NA | NA | 77.16 | 77.16 | 4.37 | 6.61 | 16.43 | 5.81 | 22.16 | 3.07 | 9.95 | 1.79 | 6.39 | 9.55 | 5.07 | 5.42 | 5.96 | 15.68 | 9.61 | 22.53 | 34.32 | 8.04 | 5.52 | 4.06 | 7.88 | 5.71 | 15.32 | 10.19 |
| Yield(%) | NA | 4.37 | 4.26 | 3.52 | 2.61 | NA | NA | 3.25 | NA | 0.90 | 4.36 | 2.64 | 5.12 | 2.46 | 2.42 | 1.97 | 0.41 | 1.95 | 2.34 | 1.69 | 2.44 | 2.95 | 1.57 | 2.44 | 2.20 | 2.24 | 6.55 | 6.24 | 3.64 | 3.86 | 3.35 | 4.76 | 6.16 |
Data as of 10/31/2024, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Utah Educational Savings Plan (UESP) Strategic Asset Allocation - Equal Weight Moderate |
-8.54%
Feb 2006 - Feb 2009 |
-0.35%
Feb 2004 - Feb 2009 |
4.51%
May 2007 - May 2017 |
4.47%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Utah Educational Savings Plan (UESP) Strategic Asset Allocation - Equal Weight Moderate |
20.44%
Mar 2003 - Mar 2006 |
16.09%
Feb 2009 - Feb 2014 |
10.03%
Feb 2009 - Feb 2019 |
8.76%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart