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 Strategic Asset Allocation - Equal Weight Moderate | NA | 3.79% | 4.82% | 8.13% | 5.94% | 8.14% | 6.91% | 7.21% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ProMedica Health System Inc. 401k Plan 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 (%) | -0.55 | 3.79 | 4.82 | 8.13 | 5.94 | 8.14 | 6.91 | 7.21 | 1.38 | 11.86 | -5.88 | 7.73 | 26.71 | 19.10 | -5.96 | 12.40 | 3.56 | 0.73 | 2.46 | 14.64 | 14.38 | -1.91 | 12.08 | 28.61 | -22.26 | 9.04 | 9.22 | 8.72 | 13.16 | 24.02 | -6.73 | 9.05 |
| Sharpe Ratio | NA | 0.53 | 0.25 | 0.77 | 0.60 | NA | NA | 0.61 | 0.14 | 0.90 | -0.56 | 0.75 | 1.43 | 2.64 | -0.75 | 2.45 | 0.38 | 0.08 | 0.34 | 1.99 | 2.10 | -0.16 | 1.25 | 1.80 | -1.20 | 0.72 | 0.89 | 1.16 | 1.81 | 2.93 | -0.73 | 0.65 |
| Standard Deviation(%) | NA | 8.38 | 10.60 | 12.05 | 10.25 | NA | NA | 10.40 | 8.02 | 8.45 | 12.88 | 10.22 | 18.49 | 6.70 | 9.71 | 4.80 | 8.84 | 8.65 | 7.19 | 7.34 | 6.84 | 11.98 | 9.60 | 15.82 | 19.26 | 8.39 | 6.73 | 5.66 | 6.76 | 7.95 | 10.73 | 10.31 |
| Draw Down(%) | NA | 7.62 | 13.95 | 22.16 | 22.16 | NA | NA | 34.94 | 1.87 | 7.62 | 13.95 | 8.92 | 22.16 | 3.08 | 13.63 | 2.22 | 8.42 | 8.58 | 5.84 | 6.59 | 5.50 | 12.45 | 8.03 | 16.65 | 33.22 | 5.13 | 7.85 | 3.94 | 6.45 | 9.59 | 20.21 | 12.07 |
| Yield(%) | NA | 2.59 | 2.70 | 3.49 | 3.24 | NA | NA | 3.65 | 0.00 | 2.78 | 3.17 | 2.21 | 6.87 | 2.71 | 2.66 | 0.45 | 3.05 | 4.66 | 3.97 | 3.00 | 4.29 | 2.80 | 4.63 | 3.68 | 6.48 | 6.31 | 3.33 | 4.11 | 3.43 | 2.62 | 2.91 | 3.88 |
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 |
|---|---|---|---|---|
| ProMedica Health System Inc. 401k Plan Strategic Asset Allocation - Equal Weight Moderate |
-6.61%
Feb 2006 - Feb 2009 |
-0.14%
Feb 2004 - Feb 2009 |
5.03%
Feb 2006 - Feb 2016 |
5.46%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ProMedica Health System Inc. 401k Plan Strategic Asset Allocation - Equal Weight Moderate |
18.83%
Feb 2009 - Feb 2012 |
15.81%
Feb 2009 - Feb 2014 |
9.51%
Feb 2009 - Feb 2019 |
8.91%
Nov 2008 - Nov 2023 |
Annualized Rolling Returns Comparison Chart