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 Strategic Asset Allocation - Equal Weight Moderate | NA | -9.71% | 0.32% | 1.67% | 6.08% | 5.18% | NA | 4.82% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | 1.13 | -9.71 | 0.32 | 1.67 | 6.08 | 5.18 | NA | 4.82 | -12.61 | 11.74 | 2.72 | -1.18 | 7.20 | 6.52 | 12.94 | -1.56 | 13.71 | 23.40 | -22.46 | 3.67 | 14.82 | 7.71 | 13.21 | 21.98 | -6.62 | -3.75 |
| Sharpe Ratio | NA | -1.35 | -0.08 | 0.10 | 0.58 | NA | NA | 0.35 | -1.35 | 2.35 | 0.31 | -0.14 | 1.29 | 0.97 | 2.07 | -0.13 | 1.24 | 1.39 | -1.15 | 0.08 | 1.69 | 0.93 | 1.83 | 2.78 | -0.71 | -0.59 |
| Standard Deviation(%) | NA | 10.31 | 8.09 | 7.71 | 9.69 | NA | NA | 10.11 | 10.31 | 4.72 | 8.16 | 8.36 | 5.57 | 6.67 | 6.23 | 12.46 | 11.00 | 16.78 | 20.32 | 8.60 | 6.80 | 5.97 | 6.71 | 7.67 | 10.87 | 10.25 |
| Draw Down(%) | NA | 16.89 | 16.89 | 16.89 | 16.89 | NA | NA | 35.55 | 16.89 | 1.83 | 6.95 | 9.29 | 4.45 | 7.66 | 4.59 | 12.48 | 8.07 | 15.59 | 34.35 | 5.70 | 5.64 | 3.49 | 7.36 | 6.12 | 15.17 | 15.45 |
| Yield(%) | NA | 1.39 | 1.29 | 1.80 | 2.40 | NA | NA | 3.01 | 1.38 | 0.51 | 1.96 | 2.09 | 3.09 | 2.49 | 3.57 | 2.31 | 3.02 | 3.40 | 3.43 | 3.83 | 5.10 | 4.35 | 4.22 | 3.04 | 3.01 | 3.34 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-7.58%
Feb 2006 - Feb 2009 |
-0.77%
Feb 2004 - Feb 2009 |
3.62%
May 2008 - May 2018 |
5.10%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| University of California Retirement Savings Program On Fidelity Strategic Asset Allocation - Equal Weight Moderate |
18.50%
Feb 2009 - Feb 2012 |
13.83%
Feb 2009 - Feb 2014 |
8.51%
Mar 2003 - Mar 2013 |
7.33%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart