Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Cheyenne Regional Medical Center 403(b) Retirement Plan Strategic Asset Allocation - Optimal Moderate | NA | 24.54% | 6.98% | 7.17% | 5.08% | 6.28% | 6.58% | 7.50% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Cheyenne Regional Medical Center 403(b) Retirement Plan Strategic Asset Allocation - Optimal 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 (%) | -1.24 | 24.54 | 6.98 | 7.17 | 5.08 | 6.28 | 6.58 | 7.50 | NA | 7.28 | 24.28 | -11.80 | 6.56 | 10.74 | 12.63 | -6.29 | 9.28 | 2.84 | -3.41 | 6.43 | 9.59 | 12.33 | -1.80 | 12.83 | 28.60 | -22.74 | 12.45 | 14.07 | 10.80 | 14.97 | 24.21 | -3.88 | 14.34 |
| Sharpe Ratio | NA | 0.19 | 0.10 | 0.27 | 0.25 | NA | NA | 0.49 | 0.02 | 0.08 | 0.73 | -1.08 | 0.76 | 0.60 | 1.73 | -0.90 | 1.98 | 0.34 | -0.45 | 1.08 | 1.40 | 1.79 | -0.14 | 1.14 | 1.57 | -1.10 | 1.00 | 1.48 | 1.43 | 1.99 | 3.04 | -0.47 | 1.55 |
| Standard Deviation(%) | NA | 8.43 | 17.89 | 16.37 | 12.60 | NA | NA | 11.71 | 4.66 | 8.50 | 27.25 | 12.19 | 8.61 | 17.54 | 6.50 | 8.46 | 4.38 | 7.68 | 7.60 | 5.94 | 6.81 | 6.86 | 13.52 | 11.21 | 18.19 | 21.61 | 9.50 | 7.29 | 6.05 | 7.04 | 7.73 | 10.62 | 7.75 |
| Draw Down(%) | NA | 6.34 | 18.92 | 22.80 | 23.24 | NA | NA | 35.34 | 0.34 | 6.32 | 12.82 | 19.09 | 5.18 | 22.80 | 3.58 | 12.00 | 2.84 | 5.89 | 9.14 | 5.20 | 7.44 | 5.39 | 13.69 | 8.46 | 16.17 | 33.94 | 6.14 | 8.53 | 4.02 | 7.23 | 5.83 | 16.39 | 7.24 |
| Yield(%) | NA | 4.73 | 4.17 | 4.66 | 3.76 | NA | NA | 4.29 | NA | 0.62 | 5.21 | 3.69 | 3.63 | 7.12 | 3.29 | 3.74 | 0.33 | 2.39 | 4.73 | 3.18 | 4.41 | 4.68 | 3.03 | 4.06 | 3.34 | 3.97 | 7.77 | 6.77 | 4.18 | 4.76 | 3.35 | 4.21 | 6.15 |
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 |
|---|---|---|---|---|
| Cheyenne Regional Medical Center 403(b) Retirement Plan Strategic Asset Allocation - Optimal Moderate |
-5.29%
Feb 2006 - Feb 2009 |
-0.61%
Mar 2015 - Mar 2020 |
2.75%
Sep 2012 - Sep 2022 |
3.24%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Cheyenne Regional Medical Center 403(b) Retirement Plan Strategic Asset Allocation - Optimal Moderate |
19.39%
Feb 2009 - Feb 2012 |
16.27%
Oct 2002 - Oct 2007 |
10.28%
Mar 2003 - Mar 2013 |
8.31%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart