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 Asset Allocation Composite Moderate | NA | 7.24% | 8.50% | 7.47% | 8.43% | 9.22% | NA | 8.84% |
Data as of 08/31/2018, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| University of California Retirement Savings Program On Fidelity Asset Allocation Composite Moderate | 12/31/2000 | 11/12/2018 |
| 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 (%) | 0.44 | 7.24 | 8.50 | 7.47 | 8.43 | 9.22 | NA | 8.84 | -2.21 | 16.66 | 3.86 | 0.65 | 6.95 | 11.56 | 12.54 | 0.43 | 18.21 | 9.90 | 5.58 | 5.85 | 15.52 | 8.44 | 10.45 | 21.57 | 0.49 | 1.45 |
| Sharpe Ratio | NA | -0.25 | 0.77 | 0.71 | 0.83 | NA | NA | 0.88 | -0.40 | 3.35 | 0.45 | 0.08 | 1.09 | 1.68 | 1.73 | 0.03 | 1.56 | 0.79 | 0.56 | 0.29 | 1.62 | 1.03 | 1.54 | 3.59 | -0.20 | -0.35 |
| Standard Deviation(%) | NA | 8.00 | 7.19 | 7.14 | 9.11 | NA | NA | 8.12 | 8.26 | 4.79 | 8.09 | 7.94 | 6.35 | 6.85 | 7.23 | 13.85 | 11.63 | 12.34 | 8.27 | 9.91 | 7.57 | 6.10 | 6.18 | 5.81 | 3.03 | 2.48 |
| Draw Down(%) | NA | 7.61 | 7.61 | 10.81 | 12.39 | NA | NA | 12.39 | 7.61 | 1.82 | 6.57 | 8.52 | 5.04 | 7.13 | 6.06 | 12.39 | 8.65 | 11.89 | 5.93 | 6.50 | 7.40 | 3.93 | 5.77 | 2.98 | 2.53 | 3.77 |
| Yield(%) | NA | 3.54 | 3.01 | 3.42 | 3.36 | NA | NA | 0.00 | 1.90 | 3.56 | 2.71 | 3.10 | 3.79 | 4.34 | 3.00 | 3.49 | 2.68 | 5.06 | 5.03 | 4.92 | 5.56 | 3.70 | 3.74 | 3.15 | 1.81 | 2.27 |
Data as of 08/31/2018, 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 Asset Allocation Composite Moderate |
3.54%
Feb 2014 - Feb 2017 |
4.82%
Feb 2011 - Feb 2016 |
7.31%
Nov 2006 - Nov 2016 |
8.19%
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 Asset Allocation Composite Moderate |
15.49%
Apr 2003 - Apr 2006 |
13.62%
Jun 2009 - Jun 2014 |
11.30%
Apr 2003 - Apr 2013 |
9.86%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart