Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| IMS Health 401K Strategic Asset Allocation - Equal Weight Moderate | NA | 14.88% | 8.20% | 8.59% | 6.23% | 7.49% | 6.94% | 7.24% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IMS Health 401K Strategic Asset Allocation - Equal Weight 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 (%) | -0.45 | 14.88 | 8.20 | 8.59 | 6.23 | 7.49 | 6.94 | 7.24 | 1.98 | 21.57 | 0.25 | 3.10 | 20.71 | 15.42 | -3.85 | 11.04 | 5.11 | -0.16 | 0.45 | 15.77 | 9.54 | -1.05 | 11.04 | 21.87 | -22.15 | 9.65 | 13.03 | 10.93 | 13.63 | 21.77 | -5.56 | 10.53 |
| Sharpe Ratio | NA | 1.78 | 0.69 | 0.84 | 0.64 | NA | NA | 0.62 | 0.26 | 2.16 | -0.09 | 0.33 | 1.14 | 2.03 | -0.56 | 2.05 | 0.54 | -0.02 | 0.06 | 2.47 | 1.45 | -0.09 | 1.04 | 1.35 | -1.22 | 0.80 | 1.35 | 1.55 | 1.76 | 2.60 | -0.68 | 0.86 |
| Standard Deviation(%) | NA | 7.86 | 10.05 | 11.63 | 10.05 | NA | NA | 10.29 | 6.40 | 8.01 | 12.57 | 9.34 | 17.97 | 6.91 | 9.21 | 5.07 | 9.05 | 8.82 | 7.89 | 6.38 | 6.56 | 12.26 | 10.53 | 16.16 | 18.98 | 8.28 | 7.23 | 5.66 | 7.19 | 8.11 | 9.76 | 9.55 |
| Draw Down(%) | NA | 5.60 | 11.77 | 22.26 | 22.26 | NA | NA | 34.90 | 1.09 | 5.60 | 11.77 | 6.01 | 22.26 | 3.76 | 11.83 | 2.02 | 8.65 | 8.18 | 6.26 | 4.27 | 5.42 | 11.91 | 8.17 | 16.47 | 30.85 | 5.39 | 8.12 | 4.45 | 5.21 | 9.64 | 18.53 | 12.20 |
| Yield(%) | NA | 14.45 | 9.53 | 6.91 | 4.95 | NA | NA | 3.71 | 0.89 | 14.78 | 7.80 | 5.56 | 3.55 | 2.53 | 5.03 | 0.61 | 3.94 | 3.45 | 1.88 | 2.93 | 1.95 | 2.57 | 2.14 | 1.93 | 3.21 | 5.55 | 3.94 | 3.39 | 2.24 | 1.48 | 1.38 | 2.62 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-5.67%
Feb 2006 - Feb 2009 |
1.12%
Feb 2004 - Feb 2009 |
4.18%
Feb 2006 - Feb 2016 |
4.54%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IMS Health 401K Strategic Asset Allocation - Equal Weight Moderate |
18.97%
Mar 2003 - Mar 2006 |
14.70%
Oct 2002 - Oct 2007 |
8.97%
Mar 2003 - Mar 2013 |
8.38%
Dec 2008 - Dec 2023 |
Annualized Rolling Returns Comparison Chart