Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Norwalk Radiology Center 401K Strategic Asset Allocation - Equal Weight Moderate | NA | 6.70% | 3.48% | 3.23% | 3.52% | 4.05% | 6.36% | 6.93% |
Data as of 07/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Norwalk Radiology Center 401K Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 10/16/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 (%) | 0.59 | 6.70 | 3.48 | 3.23 | 3.52 | 4.05 | 6.36 | 6.93 | 4.29 | -12.91 | 6.14 | 8.50 | 14.47 | -6.59 | 8.86 | 5.92 | -2.72 | 3.28 | 8.70 | 14.93 | -4.28 | 12.08 | 26.80 | -23.25 | 12.72 | 15.05 | 11.09 | 18.20 | 30.86 | 2.32 | 8.52 |
| Sharpe Ratio | NA | 0.88 | -0.03 | 0.14 | 0.21 | NA | NA | 0.59 | 0.13 | -1.26 | 0.78 | 0.49 | 2.25 | -0.82 | 1.59 | 0.69 | -0.34 | 0.52 | 1.33 | 2.15 | -0.35 | 1.19 | 1.92 | -1.48 | 1.20 | 1.88 | 1.73 | 2.60 | 6.08 | 0.20 | 0.96 |
| Standard Deviation(%) | NA | 8.26 | 9.16 | 10.76 | 9.23 | NA | NA | 9.22 | 7.36 | 11.35 | 7.89 | 16.89 | 5.82 | 9.59 | 5.17 | 8.34 | 8.10 | 6.26 | 6.53 | 6.92 | 12.43 | 10.11 | 13.87 | 16.29 | 8.09 | 6.27 | 5.15 | 6.65 | 4.96 | 6.08 | 6.45 |
| Draw Down(%) | NA | 6.46 | 18.93 | 22.73 | 22.73 | NA | NA | 33.94 | 6.46 | 18.38 | 3.81 | 22.73 | 3.13 | 12.84 | 3.59 | 6.31 | 9.21 | 6.03 | 7.74 | 6.09 | 14.26 | 8.49 | 13.36 | 32.75 | 6.02 | 7.70 | 4.14 | 8.55 | 3.63 | 11.57 | 7.84 |
| Yield(%) | NA | 4.79 | 5.05 | 4.39 | 3.85 | NA | NA | 4.44 | 2.47 | 2.60 | 6.40 | 4.28 | 4.01 | 2.74 | 0.36 | 3.36 | 6.77 | 3.40 | 3.78 | 4.83 | 4.39 | 4.07 | 3.56 | 3.52 | 8.83 | 5.56 | 5.04 | 4.67 | 4.13 | 4.18 | 4.63 |
Data as of 07/31/2023, 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 |
|---|---|---|---|---|
| Norwalk Radiology Center 401K Strategic Asset Allocation - Equal Weight Moderate |
-4.15%
Feb 2006 - Feb 2009 |
0.02%
Sep 2017 - Sep 2022 |
2.75%
Sep 2012 - Sep 2022 |
2.89%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Norwalk Radiology Center 401K Strategic Asset Allocation - Equal Weight Moderate |
21.81%
Mar 2003 - Mar 2006 |
18.93%
Oct 2002 - Oct 2007 |
10.79%
Mar 2003 - Mar 2013 |
8.88%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart