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 Strategic Asset Allocation - Equal Weight Moderate | NA | 11.67% | 2.80% | 5.19% | 4.52% | 6.56% | NA | 6.88% |
Data as of 05/31/2017, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Saint Barnabsa Health Care System (SBHCS) 401k Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 08/21/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.05 | 11.67 | 2.80 | 5.19 | 4.52 | 6.56 | NA | 6.88 | 7.82 | 5.22 | -2.66 | -0.88 | 9.44 | 10.81 | -2.15 | 14.05 | 30.67 | -22.42 | 12.61 | 11.94 | 5.34 | 11.72 | 20.45 | 3.46 | 5.69 |
| Sharpe Ratio | NA | 1.43 | 0.29 | 0.63 | 0.52 | NA | NA | 0.73 | 1.73 | 0.60 | -0.31 | -0.13 | 1.60 | 2.03 | -0.22 | 1.74 | 2.43 | -1.62 | 1.14 | 1.43 | 0.70 | 1.73 | 4.29 | 0.40 | 0.60 |
| Standard Deviation(%) | NA | 5.12 | 7.67 | 6.99 | 9.16 | NA | NA | 7.96 | 4.32 | 8.42 | 8.64 | 6.75 | 5.86 | 5.30 | 9.89 | 8.02 | 12.56 | 14.44 | 8.40 | 6.03 | 4.53 | 6.21 | 4.60 | 5.97 | 5.66 |
| Draw Down(%) | NA | 2.37 | 14.67 | 14.67 | 34.44 | NA | NA | 34.44 | 1.67 | 7.78 | 10.51 | 6.30 | 6.76 | 4.84 | 12.37 | 7.24 | 15.11 | 31.71 | 7.10 | 8.08 | 4.04 | 7.42 | 3.48 | 9.83 | 6.58 |
| Yield(%) | NA | 1.98 | 3.63 | 4.30 | 4.61 | NA | NA | 4.71 | 0.30 | 2.42 | 5.43 | 3.88 | 6.54 | 3.78 | 3.42 | 3.23 | 4.97 | 4.39 | 10.38 | 6.06 | 4.00 | 3.98 | 5.11 | 3.69 | 3.78 |
Data as of 05/31/2017, 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 Strategic Asset Allocation - Equal Weight Moderate |
-5.00%
Feb 2006 - Feb 2009 |
0.27%
Feb 2004 - Feb 2009 |
4.36%
Feb 2006 - Feb 2016 |
5.92%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Saint Barnabsa Health Care System (SBHCS) 401k Strategic Asset Allocation - Equal Weight Moderate |
19.23%
Feb 2009 - Feb 2012 |
14.59%
Feb 2009 - Feb 2014 |
8.82%
Apr 2001 - Apr 2011 |
7.17%
Jul 2002 - Jul 2017 |
Annualized Rolling Returns Comparison Chart