Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Owens Minor 401(k) Savings and Retirement Plan Tactical Asset Allocation Moderate | NA | 0.42% | 0.07% | 1.84% | 2.90% | 4.89% | 5.57% | 5.90% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Owens Minor 401(k) Savings and Retirement Plan 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 (%) | -1.31 | 0.42 | 0.07 | 1.84 | 2.90 | 4.89 | 5.57 | 5.90 | 3.10 | 13.12 | -17.17 | 7.71 | 12.39 | 10.04 | -2.77 | 15.69 | 3.35 | -0.92 | -0.06 | 14.59 | 5.35 | 3.08 | 6.37 | 15.80 | -0.51 | 11.01 | 11.79 | 6.28 | 8.13 | 15.58 | 2.91 | 5.66 |
| Sharpe Ratio | NA | 0.98 | -0.03 | 0.37 | 0.42 | NA | NA | 0.71 | 0.27 | 0.85 | -1.63 | 0.92 | 1.34 | 2.07 | -0.56 | 3.72 | 0.78 | -0.17 | -0.01 | 2.12 | 0.78 | 0.41 | 0.61 | 2.05 | -0.28 | 0.80 | 1.04 | 0.69 | 1.00 | 2.82 | 0.44 | 0.93 |
| Standard Deviation(%) | NA | 10.68 | 10.14 | 9.11 | 7.52 | NA | NA | 7.28 | 10.36 | 10.38 | 11.39 | 8.35 | 9.07 | 4.18 | 7.22 | 4.05 | 4.04 | 5.50 | 6.34 | 6.87 | 6.78 | 7.52 | 10.28 | 7.65 | 5.06 | 10.00 | 8.17 | 5.99 | 7.15 | 5.29 | 4.10 | 3.60 |
| Draw Down(%) | NA | 10.07 | 21.49 | 21.49 | 21.49 | NA | NA | 21.49 | 1.98 | 10.07 | 18.93 | 5.33 | 10.32 | 3.01 | 8.00 | 1.51 | 3.43 | 4.30 | 5.39 | 5.87 | 6.93 | 5.66 | 9.23 | 3.63 | 7.95 | 7.45 | 9.93 | 4.65 | 6.84 | 3.33 | 4.56 | 3.00 |
| Yield(%) | NA | 5.32 | 4.26 | 4.65 | 4.38 | NA | NA | 4.23 | 0.00 | 5.58 | 2.29 | 4.91 | 6.68 | 3.88 | 2.76 | 5.51 | 3.52 | 5.59 | 3.27 | 3.07 | 3.58 | 2.18 | 4.14 | 3.93 | 5.47 | 4.39 | 5.32 | 3.08 | 3.27 | 2.54 | 5.64 | 6.64 |
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 |
|---|---|---|---|---|
| Owens Minor 401(k) Savings and Retirement Plan Tactical Asset Allocation Moderate |
0.09%
Dec 2019 - Dec 2022 |
1.21%
Jan 2018 - Jan 2023 |
2.90%
Oct 2013 - Oct 2023 |
4.34%
Feb 2008 - Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Owens Minor 401(k) Savings and Retirement Plan Tactical Asset Allocation Moderate |
12.77%
Oct 2004 - Oct 2007 |
11.41%
Oct 2002 - Oct 2007 |
8.78%
Apr 2001 - Apr 2011 |
7.75%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart