Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| IMS Health 401K Tactical Asset Allocation Moderate | NA | 8.37% | 7.01% | 4.63% | 3.75% | 5.72% | 6.46% | 6.98% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IMS Health 401K Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 (%) | -0.34 | 8.37 | 7.01 | 4.63 | 3.75 | 5.72 | 6.46 | 6.98 | 1.49 | 20.13 | -4.52 | 5.95 | 7.08 | 9.49 | -1.53 | 9.81 | 4.65 | -1.26 | -1.94 | 16.29 | 8.77 | 0.22 | 10.21 | 16.98 | -1.12 | 10.84 | 10.92 | 6.33 | 11.51 | 19.94 | 3.58 | 7.04 |
| Sharpe Ratio | NA | 1.54 | 0.60 | 0.72 | 0.56 | NA | NA | 0.87 | 0.18 | 1.99 | -0.64 | 0.64 | 0.84 | 1.75 | -0.39 | 1.84 | 1.09 | -0.26 | -0.30 | 2.33 | 1.42 | 0.02 | 0.92 | 2.05 | -0.56 | 0.81 | 0.98 | 0.73 | 1.41 | 2.97 | 0.62 | 1.16 |
| Standard Deviation(%) | NA | 7.89 | 8.73 | 8.05 | 6.94 | NA | NA | 7.08 | 6.57 | 7.99 | 9.23 | 9.21 | 8.19 | 4.61 | 7.35 | 4.99 | 4.10 | 4.95 | 6.47 | 6.98 | 6.12 | 7.85 | 10.95 | 8.23 | 3.68 | 9.74 | 7.81 | 5.71 | 7.51 | 6.49 | 4.01 | 4.07 |
| Draw Down(%) | NA | 5.25 | 12.33 | 12.33 | 12.33 | NA | NA | 12.33 | 1.24 | 5.25 | 10.86 | 4.91 | 10.65 | 3.26 | 6.93 | 2.03 | 3.09 | 5.79 | 5.99 | 4.30 | 5.22 | 7.17 | 8.98 | 4.63 | 5.31 | 6.94 | 9.15 | 4.25 | 5.99 | 3.33 | 4.76 | 2.71 |
| Yield(%) | NA | 14.57 | 9.17 | 7.17 | 4.87 | NA | NA | 4.25 | 0.90 | 14.96 | 8.06 | 3.92 | 4.75 | 3.68 | 3.50 | 0.56 | 3.76 | 1.05 | 4.07 | 2.39 | 4.31 | 1.31 | 4.11 | 4.04 | 2.85 | 4.17 | 3.98 | 3.30 | 2.49 | 2.92 | 5.58 | 6.99 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| IMS Health 401K Tactical Asset Allocation Moderate |
0.44%
Dec 2013 - Dec 2016 |
1.84%
Dec 2013 - Dec 2018 |
3.75%
Oct 2013 - Oct 2023 |
4.87%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IMS Health 401K Tactical Asset Allocation Moderate |
14.08%
Apr 2003 - Apr 2006 |
12.84%
Oct 2002 - Oct 2007 |
10.04%
Apr 2001 - Apr 2011 |
8.15%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart