Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Graceworks Lutheran Services 403B Tactical Asset Allocation Moderate | NA | 5.96% | 13.98% | 10.65% | 7.70% | 7.37% | 9.26% | 9.11% |
Data as of 01/31/2022, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Graceworks Lutheran Services 403B Tactical Asset Allocation Moderate | 12/31/2000 | 04/28/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.74 | 5.96 | 13.98 | 10.65 | 7.70 | 7.37 | 9.26 | 9.11 | -5.61 | 13.40 | 19.50 | 21.87 | -5.23 | 12.94 | 10.31 | -4.38 | 2.35 | 9.90 | 6.93 | -3.31 | 14.95 | 15.08 | -1.32 | 9.66 | 14.51 | 6.67 | 8.95 | 33.09 | 13.18 | 5.79 |
| Sharpe Ratio | NA | -0.16 | 1.22 | 1.10 | 1.00 | NA | NA | 1.04 | -0.59 | 1.49 | 1.67 | 3.63 | -0.79 | 2.19 | 1.78 | -0.68 | 0.39 | 1.44 | 1.21 | -0.27 | 1.39 | 1.24 | -0.31 | 0.84 | 1.98 | 1.01 | 1.38 | 4.97 | 1.89 | 0.83 |
| Standard Deviation(%) | NA | 8.26 | 9.44 | 8.58 | 7.45 | NA | NA | 7.75 | 9.61 | 8.97 | 11.56 | 5.64 | 8.28 | 5.63 | 5.69 | 6.48 | 5.92 | 6.87 | 5.70 | 12.21 | 10.72 | 12.08 | 7.22 | 7.95 | 5.67 | 4.47 | 5.78 | 6.52 | 6.40 | 4.21 |
| Draw Down(%) | NA | 8.55 | 12.51 | 12.51 | 12.51 | NA | NA | 13.38 | 8.18 | 4.13 | 12.51 | 1.95 | 12.29 | 2.23 | 5.01 | 9.22 | 5.52 | 6.63 | 5.71 | 12.63 | 7.35 | 8.53 | 9.60 | 5.87 | 5.19 | 3.97 | 7.94 | 5.14 | 5.48 | 2.37 |
| Yield(%) | NA | 5.80 | 5.01 | 4.24 | 4.07 | NA | NA | 4.83 | 0.73 | 5.84 | 5.55 | 3.69 | 5.67 | 0.62 | 5.04 | 2.00 | 3.42 | 5.85 | 3.47 | 3.22 | 3.59 | 4.54 | 3.23 | 5.82 | 7.39 | 6.78 | 5.20 | 6.66 | 6.26 | 6.93 |
Data as of 01/31/2022, 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 |
|---|---|---|---|---|
| Graceworks Lutheran Services 403B Tactical Asset Allocation Moderate |
1.72%
Apr 2013 - Apr 2016 |
1.73%
Apr 2011 - Apr 2016 |
5.00%
Mar 2010 - Mar 2020 |
6.30%
Dec 2003 - Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Graceworks Lutheran Services 403B Tactical Asset Allocation Moderate |
19.82%
Sep 2002 - Sep 2005 |
17.00%
Sep 2002 - Sep 2007 |
12.33%
Apr 2001 - Apr 2011 |
9.36%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart