Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CENTENE MANAGEMENT CORPORATION RETIREMENT PLAN Strategic Asset Allocation - Optimal Moderate | NA | -6.38% | 3.25% | 3.04% | 8.27% | 6.06% | NA | 6.19% |
Data as of 10/31/2018, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CENTENE MANAGEMENT CORPORATION RETIREMENT PLAN Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 12/31/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.08 | -6.38 | 3.25 | 3.04 | 8.27 | 6.06 | NA | 6.19 | -7.14 | 8.09 | 8.71 | -1.75 | 5.20 | 11.98 | 12.83 | 0.44 | 15.40 | 32.31 | -28.67 | 5.54 | 10.59 | 7.92 | 15.72 | 24.26 | -5.25 | 1.64 |
| Sharpe Ratio | NA | -1.08 | 0.31 | 0.28 | 0.78 | NA | NA | 0.44 | -1.08 | 1.72 | 1.00 | -0.22 | 0.85 | 1.72 | 1.70 | 0.03 | 1.34 | 1.71 | -1.29 | 0.25 | 0.92 | 0.94 | 2.01 | 2.84 | -0.57 | -0.07 |
| Standard Deviation(%) | NA | 7.81 | 7.13 | 7.15 | 10.10 | NA | NA | 10.78 | 7.81 | 4.34 | 8.49 | 8.16 | 6.11 | 6.96 | 7.52 | 13.21 | 11.47 | 18.79 | 22.97 | 10.11 | 7.90 | 6.14 | 7.35 | 8.29 | 11.07 | 9.35 |
| Draw Down(%) | NA | 12.27 | 12.27 | 12.90 | 18.14 | NA | NA | 43.21 | 12.27 | 2.77 | 7.57 | 9.45 | 4.91 | 7.09 | 6.17 | 12.75 | 8.21 | 18.14 | 38.95 | 7.47 | 8.50 | 4.30 | 5.88 | 6.77 | 18.32 | 12.93 |
| Yield(%) | NA | 3.28 | 2.54 | 3.94 | 4.10 | NA | NA | 3.76 | 3.27 | 0.32 | 3.92 | 7.76 | 4.41 | 4.41 | 4.73 | 5.56 | 3.21 | 3.06 | 3.06 | 6.89 | 5.00 | 4.79 | 2.41 | 0.52 | 0.62 | 3.67 |
Data as of 10/31/2018, 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 |
|---|---|---|---|---|
| CENTENE MANAGEMENT CORPORATION RETIREMENT PLAN Strategic Asset Allocation - Optimal Moderate |
-10.46%
Feb 2006 - Feb 2009 |
-2.36%
Feb 2004 - Feb 2009 |
4.53%
Jan 2006 - Jan 2016 |
5.95%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CENTENE MANAGEMENT CORPORATION RETIREMENT PLAN Strategic Asset Allocation - Optimal Moderate |
22.77%
Feb 2009 - Feb 2012 |
17.50%
Feb 2009 - Feb 2014 |
9.14%
Mar 2003 - Mar 2013 |
8.03%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart