Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ProMedica Health System Inc. 401k Plan Tactical Asset Allocation Moderate | NA | 23.68% | 0.27% | 4.78% | 4.32% | 5.54% | 6.26% | 6.87% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ProMedica Health System Inc. 401k Plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 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 (%) | -1.08 | 23.68 | 0.27 | 4.78 | 4.32 | 5.54 | 6.26 | 6.87 | NA | 5.52 | 16.62 | -19.50 | 6.87 | 13.57 | 9.61 | -2.24 | 14.45 | 0.76 | -1.40 | 2.29 | 16.95 | 8.01 | 1.83 | 8.37 | 16.58 | -3.94 | 9.61 | 12.05 | 6.29 | 12.84 | 19.64 | 1.13 | 6.98 |
| Sharpe Ratio | NA | 0.02 | -0.31 | 0.12 | 0.27 | NA | NA | 0.68 | 0.03 | -0.13 | 1.39 | -1.35 | 0.78 | 1.43 | 1.84 | -0.46 | 2.63 | 0.12 | -0.27 | 0.37 | 2.37 | 1.36 | 0.26 | 0.76 | 2.18 | -1.16 | 0.69 | 1.17 | 0.72 | 1.65 | 3.74 | 0.01 | 1.14 |
| Standard Deviation(%) | NA | 8.52 | 11.45 | 10.56 | 8.44 | NA | NA | 7.56 | 7.46 | 8.59 | 8.90 | 15.47 | 8.76 | 9.33 | 4.46 | 7.71 | 5.25 | 4.59 | 5.19 | 6.23 | 7.13 | 5.87 | 7.02 | 10.91 | 7.56 | 4.20 | 9.59 | 7.50 | 5.70 | 7.20 | 5.07 | 4.30 | 4.09 |
| Draw Down(%) | NA | 6.99 | 23.84 | 26.74 | 26.74 | NA | NA | 26.74 | 0.64 | 6.94 | 9.40 | 24.92 | 4.82 | 10.80 | 3.58 | 8.48 | 2.74 | 3.65 | 5.85 | 5.58 | 4.66 | 5.20 | 5.18 | 9.35 | 4.10 | 6.70 | 6.56 | 8.88 | 4.44 | 7.06 | 2.28 | 6.48 | 2.77 |
| Yield(%) | NA | 2.98 | 4.01 | 4.66 | 4.05 | NA | NA | 4.01 | NA | 0.76 | 2.90 | 2.72 | 5.58 | 6.73 | 5.29 | 1.22 | 0.23 | 6.02 | 5.36 | 3.77 | 2.95 | 3.98 | 2.04 | 3.99 | 4.38 | 2.64 | 5.10 | 5.25 | 3.00 | 3.24 | 2.99 | 5.17 | 6.93 |
Data as of 10/31/2024, 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 |
|---|---|---|---|---|
| ProMedica Health System Inc. 401k Plan Tactical Asset Allocation Moderate |
-1.95%
Sep 2019 - Sep 2022 |
-0.18%
Sep 2017 - Sep 2022 |
2.54%
Oct 2013 - Oct 2023 |
4.00%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ProMedica Health System Inc. 401k Plan Tactical Asset Allocation Moderate |
14.47%
Apr 2003 - Apr 2006 |
12.92%
Oct 2002 - Oct 2007 |
9.36%
Apr 2003 - Apr 2013 |
8.31%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart