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 - Optimal Moderate | NA | -5.53% | 2.16% | 2.57% | 7.20% | 5.38% | NA | 5.10% |
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 - Optimal 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 (%) | 1.20 | -5.53 | 2.16 | 2.57 | 7.20 | 5.38 | NA | 5.10 | -5.58 | 10.62 | 2.03 | -0.54 | 5.32 | 10.03 | 11.73 | 0.26 | 14.78 | 25.28 | -26.65 | 5.57 | 13.43 | 5.49 | 13.33 | 21.32 | -5.82 | -2.94 |
| Sharpe Ratio | NA | -0.87 | 0.20 | 0.25 | 0.68 | NA | NA | 0.36 | -0.87 | 1.93 | 0.22 | -0.07 | 0.98 | 1.43 | 1.57 | 0.02 | 1.26 | 1.41 | -1.23 | 0.27 | 1.35 | 0.50 | 1.73 | 2.42 | -0.62 | -0.47 |
| Standard Deviation(%) | NA | 7.93 | 7.22 | 7.06 | 9.97 | NA | NA | 10.72 | 7.93 | 5.18 | 8.14 | 8.00 | 5.38 | 7.00 | 7.45 | 13.52 | 11.66 | 17.92 | 22.45 | 9.56 | 7.53 | 6.64 | 7.18 | 8.54 | 11.20 | 11.24 |
| Draw Down(%) | NA | 10.85 | 10.85 | 11.75 | 15.66 | NA | NA | 39.43 | 10.85 | 2.92 | 7.18 | 8.92 | 4.94 | 7.85 | 6.02 | 12.87 | 8.59 | 15.66 | 37.77 | 6.00 | 6.72 | 4.52 | 7.22 | 7.13 | 16.11 | 17.02 |
| Yield(%) | NA | 2.55 | 1.76 | 2.17 | 2.41 | NA | NA | 2.68 | 2.54 | 0.37 | 2.35 | 1.82 | 3.77 | 2.96 | 3.04 | 1.85 | 2.55 | 2.78 | 2.48 | 4.83 | 4.07 | 3.51 | 3.70 | 2.80 | 1.72 | 1.08 |
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 - Optimal Moderate |
-9.14%
Feb 2006 - Feb 2009 |
-2.14%
Feb 2004 - Feb 2009 |
3.88%
Nov 2006 - Nov 2016 |
4.99%
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 - Optimal Moderate |
20.25%
Feb 2009 - Feb 2012 |
15.16%
Feb 2009 - Feb 2014 |
8.16%
Mar 2003 - Mar 2013 |
7.11%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart