Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Saint Barnabsa Health Care System (SBHCS) 401k Tactical Asset Allocation Moderate | NA | 0.41% | 6.58% | 4.55% | 2.85% | 5.62% | 6.64% | 7.36% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Saint Barnabsa Health Care System (SBHCS) 401k Tactical Asset Allocation 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 (%) | -0.23 | 0.41 | 6.58 | 4.55 | 2.85 | 5.62 | 6.64 | 7.36 | 0.73 | 11.81 | -11.39 | 14.76 | 17.03 | 6.06 | -6.08 | 11.95 | 6.03 | -8.08 | -2.40 | 12.01 | 6.68 | 3.56 | 8.90 | 30.19 | -6.11 | 17.05 | 15.03 | 10.59 | 8.90 | 20.12 | 8.88 | 6.44 |
| Sharpe Ratio | NA | 0.14 | 0.02 | 0.58 | 0.34 | NA | NA | 0.87 | 0.06 | 0.82 | -1.34 | 1.42 | 1.42 | 0.90 | -0.93 | 2.15 | 1.36 | -1.36 | -0.37 | 1.92 | 1.66 | 0.50 | 1.13 | 3.59 | -1.22 | 1.35 | 1.32 | 1.59 | 1.09 | 3.16 | 1.59 | 0.81 |
| Standard Deviation(%) | NA | 8.92 | 9.59 | 9.52 | 7.98 | NA | NA | 7.42 | 8.04 | 9.17 | 9.57 | 10.38 | 11.82 | 5.17 | 7.96 | 5.26 | 4.27 | 5.94 | 6.56 | 6.24 | 3.99 | 6.99 | 7.79 | 8.37 | 5.79 | 10.44 | 8.90 | 5.28 | 7.29 | 6.14 | 4.89 | 5.11 |
| Draw Down(%) | NA | 9.30 | 14.86 | 14.86 | 15.81 | NA | NA | 15.81 | 1.87 | 9.30 | 13.86 | 5.05 | 13.43 | 3.85 | 12.36 | 2.13 | 3.80 | 12.47 | 7.80 | 4.87 | 3.56 | 3.97 | 6.83 | 3.61 | 8.35 | 8.95 | 13.09 | 5.08 | 9.30 | 5.50 | 3.77 | 4.38 |
| Yield(%) | NA | 3.40 | 3.54 | 4.25 | 3.86 | NA | NA | 4.80 | 0.00 | 3.73 | 2.59 | 4.76 | 6.52 | 4.28 | 5.43 | 0.46 | 3.34 | 3.14 | 5.13 | 4.83 | 4.71 | 3.59 | 5.25 | 5.43 | 2.92 | 14.01 | 7.80 | 2.94 | 2.99 | 4.32 | 4.30 | 8.02 |
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 |
|---|---|---|---|---|
| Saint Barnabsa Health Care System (SBHCS) 401k Tactical Asset Allocation Moderate |
-1.65%
Dec 2013 - Dec 2016 |
-0.12%
Mar 2015 - Mar 2020 |
2.64%
Apr 2010 - Apr 2020 |
4.93%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Saint Barnabsa Health Care System (SBHCS) 401k Tactical Asset Allocation Moderate |
16.98%
Oct 2004 - Oct 2007 |
15.42%
Oct 2002 - Oct 2007 |
11.98%
Apr 2001 - Apr 2011 |
8.79%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart