Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| XLHealth Corporation 401K Tactical Asset Allocation Moderate | NA | 22.15% | 1.64% | 6.43% | 3.03% | 3.64% | 5.26% | 6.52% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| XLHealth Corporation 401K 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 (%) | -1.08 | 22.15 | 1.64 | 6.43 | 3.03 | 3.64 | 5.26 | 6.52 | NA | 7.85 | 13.25 | -15.99 | 6.23 | 21.43 | 1.10 | -6.28 | 9.21 | 5.12 | -8.16 | -0.05 | 10.39 | 5.47 | 0.26 | 5.41 | 22.94 | -3.47 | 11.37 | 14.99 | 3.80 | 12.16 | 20.08 | 12.92 | 7.44 |
| Sharpe Ratio | NA | 0.27 | -0.22 | 0.31 | 0.15 | NA | NA | 0.63 | 0.06 | 0.16 | 1.06 | -1.18 | 0.61 | 2.00 | -0.06 | -1.19 | 1.57 | 0.89 | -1.55 | -0.01 | 1.66 | 1.01 | 0.03 | 0.52 | 2.38 | -0.94 | 0.78 | 1.62 | 0.29 | 1.47 | 3.39 | 2.56 | 1.29 |
| Standard Deviation(%) | NA | 8.03 | 10.88 | 10.68 | 8.53 | NA | NA | 7.76 | 6.17 | 8.08 | 8.50 | 14.75 | 10.09 | 10.62 | 5.22 | 6.36 | 5.46 | 5.54 | 5.27 | 5.86 | 6.26 | 5.37 | 8.40 | 10.19 | 9.61 | 4.67 | 10.75 | 7.23 | 5.53 | 7.63 | 5.72 | 4.62 | 3.97 |
| Draw Down(%) | NA | 5.29 | 21.17 | 23.63 | 23.63 | NA | NA | 23.63 | 0.48 | 5.22 | 8.50 | 22.04 | 6.44 | 12.29 | 5.15 | 11.98 | 3.87 | 3.65 | 9.07 | 6.47 | 5.04 | 4.59 | 7.22 | 9.28 | 4.47 | 5.80 | 8.73 | 7.13 | 4.27 | 6.60 | 2.48 | 2.37 | 3.29 |
| Yield(%) | NA | 3.84 | 3.71 | 2.81 | 2.24 | NA | NA | 3.06 | NA | 0.31 | 3.95 | 3.91 | 2.95 | 1.37 | 1.66 | 2.04 | 0.51 | 1.73 | 1.34 | 2.92 | 2.17 | 2.96 | 2.53 | 3.11 | 3.12 | 2.01 | 2.77 | 3.73 | 3.87 | 2.64 | 3.60 | 8.49 | 6.77 |
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 |
|---|---|---|---|---|
| XLHealth Corporation 401K Tactical Asset Allocation Moderate |
-1.83%
Mar 2017 - Mar 2020 |
-1.24%
Sep 2017 - Sep 2022 |
1.18%
Oct 2013 - Oct 2023 |
2.56%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XLHealth Corporation 401K Tactical Asset Allocation Moderate |
15.00%
Dec 2001 - Dec 2004 |
14.18%
Oct 2002 - Oct 2007 |
10.71%
Apr 2001 - Apr 2011 |
7.53%
Apr 2002 - Apr 2017 |
Annualized Rolling Returns Comparison Chart