Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Providence Health And Services 403(b) Pension Plan Tactical Asset Allocation Moderate | NA | 20.34% | 0.25% | 3.86% | 4.20% | 4.71% | 4.42% | 4.05% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Providence Health And Services 403(b) Pension 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 (%) | -1.14 | 20.34 | 0.25 | 3.86 | 4.20 | 4.71 | 4.42 | 4.05 | NA | 5.61 | 14.57 | -19.08 | 10.75 | 8.52 | 5.67 | -4.09 | 19.56 | 8.47 | -3.67 | 1.95 | 9.43 | 11.61 | -1.10 | 7.96 | 10.80 | -6.61 | 8.96 | 3.34 | 2.19 | 0.95 | 0.69 | 1.11 | 2.31 |
| Sharpe Ratio | NA | -0.06 | -0.36 | 0.06 | 0.27 | NA | NA | 0.35 | -0.06 | -0.11 | 1.07 | -1.43 | 1.10 | 0.91 | 0.84 | -0.62 | 3.30 | 1.50 | -0.60 | 0.30 | 1.22 | 2.03 | -0.12 | 0.68 | 1.17 | -1.82 | 0.61 | 0.02 | 0.96 | 0.31 | 0.05 | 0.01 | 0.01 |
| Standard Deviation(%) | NA | 8.64 | 11.16 | 10.51 | 8.69 | NA | NA | 7.43 | 8.38 | 8.72 | 9.62 | 14.33 | 9.74 | 9.05 | 5.05 | 8.75 | 5.74 | 5.50 | 6.13 | 6.41 | 7.71 | 5.69 | 9.42 | 11.55 | 9.14 | 4.15 | 9.82 | 4.39 | 0.02 | 0.02 | 0.00 | 0.01 | 0.05 |
| Draw Down(%) | NA | 4.69 | 21.55 | 23.26 | 23.26 | NA | NA | 23.26 | 0.89 | 4.69 | 9.21 | 23.26 | 6.44 | 9.23 | 4.08 | 11.33 | 2.62 | 3.95 | 8.79 | 6.25 | 7.19 | 3.59 | 8.46 | 8.28 | 4.81 | 8.51 | 6.18 | 4.35 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Yield(%) | NA | 7.09 | 7.56 | 5.75 | 4.35 | NA | NA | 3.10 | NA | 6.52 | 10.72 | 5.20 | 2.72 | 2.96 | 3.69 | 0.30 | 2.83 | 2.47 | 5.60 | 4.60 | 0.01 | 5.34 | 0.00 | 1.79 | 1.88 | 0.12 | 4.76 | 2.44 | 2.19 | 0.95 | 0.69 | 1.11 | 2.31 |
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 |
|---|---|---|---|---|
| Providence Health And Services 403(b) Pension Plan Tactical Asset Allocation Moderate |
-1.59%
Apr 2021 - Apr 2024 |
-0.47%
Sep 2017 - Sep 2022 |
2.60%
Oct 2013 - Oct 2023 |
3.30%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Providence Health And Services 403(b) Pension Plan Tactical Asset Allocation Moderate |
9.68%
Aug 2015 - Aug 2018 |
8.70%
Jun 2009 - Jun 2014 |
6.60%
Dec 2011 - Dec 2021 |
5.65%
Dec 2006 - Dec 2021 |
Annualized Rolling Returns Comparison Chart