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 Strategic Asset Allocation - Equal Weight Moderate | NA | 3.01% | 3.30% | 4.86% | 4.56% | 4.80% | NA | 6.27% |
Data as of 10/30/2020, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Graceworks Lutheran Services 403B Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 01/28/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -3.14 | 3.01 | 3.30 | 4.86 | 4.56 | 4.80 | NA | 6.27 | 1.04 | 11.70 | 15.05 | -6.61 | 10.72 | 6.92 | -1.10 | 1.53 | 6.64 | 12.55 | -1.46 | 14.04 | 29.22 | -25.89 | 3.75 | 12.33 | 11.06 | 10.10 | 25.42 | 1.26 | 5.45 |
| Sharpe Ratio | NA | 0.65 | 0.34 | 0.75 | 0.57 | NA | NA | 0.63 | 0.12 | 0.61 | 2.76 | -0.93 | 2.41 | 0.87 | -0.15 | 0.24 | 1.34 | 2.27 | -0.13 | 1.65 | 1.96 | -1.55 | 0.11 | 1.84 | 2.13 | 1.74 | 5.94 | 0.03 | 0.54 |
| Standard Deviation(%) | NA | 18.97 | 12.35 | 10.27 | 9.02 | NA | NA | 8.97 | 8.51 | 18.89 | 4.95 | 8.48 | 4.19 | 7.74 | 7.30 | 6.19 | 4.93 | 5.50 | 11.53 | 8.46 | 14.87 | 17.29 | 6.80 | 4.91 | 4.18 | 5.25 | 4.16 | 5.71 | 5.78 |
| Draw Down(%) | NA | 26.11 | 26.11 | 26.11 | 26.11 | NA | NA | 36.42 | 1.63 | 26.11 | 2.45 | 12.57 | 2.00 | 5.85 | 8.14 | 5.47 | 6.17 | 5.00 | 13.16 | 7.84 | 13.78 | 35.14 | 7.19 | 5.00 | 3.62 | 7.32 | 3.46 | 10.66 | 6.32 |
| Yield(%) | NA | 3.94 | 3.60 | 2.96 | 3.32 | NA | NA | 4.25 | 0.00 | 3.94 | 2.24 | 4.86 | 0.57 | 3.30 | 2.30 | 4.91 | 3.55 | 4.43 | 3.40 | 3.82 | 3.70 | 3.60 | 6.66 | 6.96 | 5.74 | 4.80 | 4.86 | 4.29 | 7.00 |
Data as of 10/30/2020, 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 Strategic Asset Allocation - Equal Weight Moderate |
-8.28%
Feb 2006 - Feb 2009 |
-1.14%
Feb 2004 - Feb 2009 |
3.31%
Mar 2010 - Mar 2020 |
3.94%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Graceworks Lutheran Services 403B Strategic Asset Allocation - Equal Weight Moderate |
19.07%
Feb 2009 - Feb 2012 |
13.94%
Feb 2009 - Feb 2014 |
8.37%
Feb 2009 - Feb 2019 |
7.16%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart