Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| University of California Retirement Savings Program On Fidelity Tactical Asset Allocation Moderate | NA | -16.28% | -0.39% | 0.35% | 5.40% | 6.69% | NA | 7.07% |
Data as of 10/31/2018, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| University of California Retirement Savings Program On Fidelity Tactical Asset Allocation Moderate | 12/31/2000 | 12/31/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.20 | -16.28 | -0.39 | 0.35 | 5.40 | 6.69 | NA | 7.07 | -18.90 | 15.85 | 2.60 | -4.48 | 3.38 | 13.26 | 7.61 | 5.92 | 11.85 | 16.51 | -0.38 | 6.44 | 20.65 | 4.39 | 12.90 | 17.62 | 5.84 | 2.18 |
| Sharpe Ratio | NA | -1.20 | -0.18 | -0.15 | 0.48 | NA | NA | 0.65 | -1.20 | 2.90 | 0.38 | -0.71 | 0.52 | 2.01 | 1.54 | 0.59 | 0.93 | 1.44 | -0.18 | 0.33 | 2.23 | 0.33 | 1.58 | 2.86 | 0.99 | -0.02 |
| Standard Deviation(%) | NA | 16.83 | 10.84 | 9.33 | 9.44 | NA | NA | 8.50 | 16.83 | 5.25 | 6.34 | 6.35 | 6.51 | 6.57 | 4.91 | 9.97 | 12.65 | 11.39 | 7.15 | 10.21 | 7.79 | 6.77 | 7.57 | 5.91 | 4.80 | 5.56 |
| Draw Down(%) | NA | 24.81 | 24.81 | 24.81 | 24.81 | NA | NA | 24.81 | 24.81 | 3.04 | 7.14 | 9.09 | 7.01 | 5.92 | 2.78 | 8.49 | 8.81 | 5.21 | 8.55 | 7.54 | 6.02 | 4.86 | 9.45 | 3.52 | 3.07 | 6.10 |
| Yield(%) | NA | 1.55 | 1.32 | 1.71 | 2.75 | NA | NA | 3.30 | 1.54 | 0.14 | 2.10 | 2.10 | 2.65 | 4.08 | 3.53 | 2.87 | 3.36 | 4.97 | 4.45 | 3.53 | 5.85 | 3.38 | 3.86 | 4.67 | 3.60 | 2.71 |
Data as of 10/31/2018, 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 |
|---|---|---|---|---|
| University of California Retirement Savings Program On Fidelity Tactical Asset Allocation Moderate |
-0.76%
May 2015 - May 2018 |
0.12%
Nov 2013 - Nov 2018 |
5.06%
May 2008 - May 2018 |
6.59%
Nov 2003 - Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| University of California Retirement Savings Program On Fidelity Tactical Asset Allocation Moderate |
14.27%
May 2004 - May 2007 |
13.28%
Apr 2002 - Apr 2007 |
10.60%
Apr 2003 - Apr 2013 |
9.00%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart