Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SUPPLEMENTAL RETIREMENT ANNUITY PLAN OF THE UNIVERSITY OF PENNSYLVANIA Tactical Asset Allocation Moderate | NA | 21.92% | 3.37% | 8.49% | 7.99% | 8.82% | 9.64% | 9.31% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SUPPLEMENTAL RETIREMENT ANNUITY PLAN OF THE UNIVERSITY OF PENNSYLVANIA Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| 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 (%) | -0.54 | 21.92 | 3.37 | 8.49 | 7.99 | 8.82 | 9.64 | 9.31 | NA | 9.33 | 13.09 | -13.12 | 13.31 | 19.23 | 16.23 | -0.63 | 14.63 | 8.38 | 0.02 | 6.00 | 14.38 | 9.82 | 4.78 | 13.01 | 19.99 | 0.09 | 20.39 | 19.93 | 3.54 | 11.54 | 15.84 | -1.29 | 1.85 |
| Sharpe Ratio | NA | 0.38 | -0.06 | 0.40 | 0.54 | NA | NA | 0.78 | -0.02 | 0.33 | 1.06 | -1.01 | 1.31 | 0.94 | 2.22 | -0.20 | 2.68 | 0.97 | 0.00 | 0.80 | 2.00 | 1.23 | 0.31 | 1.10 | 1.68 | -0.15 | 1.39 | 2.12 | 0.20 | 1.38 | 2.42 | -0.51 | -0.10 |
| Standard Deviation(%) | NA | 8.26 | 10.66 | 13.09 | 10.86 | NA | NA | 9.78 | 8.67 | 8.31 | 8.35 | 14.31 | 10.11 | 20.23 | 6.67 | 9.96 | 5.23 | 8.41 | 9.07 | 7.44 | 7.17 | 7.93 | 15.10 | 11.74 | 11.83 | 5.66 | 12.55 | 7.87 | 7.02 | 7.69 | 6.25 | 4.75 | 4.47 |
| Draw Down(%) | NA | 6.08 | 15.88 | 23.55 | 23.55 | NA | NA | 23.55 | 0.87 | 6.08 | 6.98 | 18.28 | 4.41 | 23.55 | 3.51 | 10.77 | 2.11 | 6.60 | 10.14 | 7.03 | 7.30 | 5.94 | 11.51 | 8.30 | 5.76 | 5.42 | 9.26 | 6.08 | 5.32 | 9.19 | 4.08 | 4.87 | 5.69 |
| Yield(%) | NA | 4.63 | 3.32 | 3.24 | 3.48 | NA | NA | 0.00 | NA | 1.03 | 4.68 | 3.32 | 1.77 | 1.15 | 6.00 | 3.96 | 2.35 | 4.57 | 3.33 | 4.68 | 3.24 | 3.72 | 3.19 | 3.54 | 3.68 | 4.41 | 4.48 | 4.92 | 3.42 | 2.84 | 4.23 | 5.72 | 5.53 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SUPPLEMENTAL RETIREMENT ANNUITY PLAN OF THE UNIVERSITY OF PENNSYLVANIA Tactical Asset Allocation Moderate |
2.33%
Apr 2021 - Apr 2024 |
3.64%
Mar 2015 - Mar 2020 |
6.36%
Mar 2010 - Mar 2020 |
7.69%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SUPPLEMENTAL RETIREMENT ANNUITY PLAN OF THE UNIVERSITY OF PENNSYLVANIA Tactical Asset Allocation Moderate |
18.26%
Oct 2004 - Oct 2007 |
15.24%
Apr 2005 - Apr 2010 |
12.59%
Apr 2003 - Apr 2013 |
11.06%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart