Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| INOVA HEALTH SYSTEM 403(B) PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | 21.51% | 2.06% | 7.44% | 6.03% | 6.47% | 6.43% | 7.10% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| INOVA HEALTH SYSTEM 403(B) PLAN Strategic Asset Allocation - Equal Weight 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 (%) | -1.12 | 21.51 | 2.06 | 7.44 | 6.03 | 6.47 | 6.43 | 7.10 | NA | 5.63 | 12.48 | -12.01 | 0.64 | 26.78 | 20.24 | -3.12 | 9.04 | 3.22 | -1.10 | -0.01 | 11.75 | 9.36 | 1.41 | 11.57 | 22.05 | -21.05 | 13.52 | 10.40 | 10.55 | 12.25 | 19.35 | -3.16 | 12.98 |
| Sharpe Ratio | NA | 0.05 | -0.19 | 0.28 | 0.39 | NA | NA | 0.56 | 0.08 | -0.11 | 0.99 | -1.02 | 0.05 | 1.47 | 2.57 | -0.48 | 2.04 | 0.35 | -0.13 | 0.00 | 1.79 | 1.72 | 0.13 | 1.36 | 1.61 | -1.32 | 1.35 | 1.16 | 1.42 | 1.62 | 2.58 | -0.46 | 1.29 |
| Standard Deviation(%) | NA | 8.76 | 10.32 | 12.56 | 10.45 | NA | NA | 9.69 | 7.82 | 8.81 | 8.33 | 13.13 | 11.88 | 18.08 | 7.33 | 9.31 | 4.13 | 8.66 | 8.55 | 7.25 | 6.53 | 5.40 | 10.38 | 8.44 | 13.63 | 16.67 | 7.78 | 6.15 | 5.88 | 6.99 | 7.23 | 9.37 | 8.26 |
| Draw Down(%) | NA | 7.00 | 17.03 | 22.42 | 22.42 | NA | NA | 32.33 | 0.58 | 7.00 | 7.23 | 17.68 | 9.13 | 20.89 | 3.59 | 12.51 | 3.13 | 8.10 | 9.58 | 5.98 | 6.27 | 4.65 | 9.88 | 6.77 | 14.79 | 30.73 | 4.56 | 7.29 | 3.50 | 5.48 | 6.78 | 15.59 | 7.68 |
| Yield(%) | NA | 5.78 | 4.82 | 4.54 | 3.86 | NA | NA | 4.10 | NA | 0.59 | 6.03 | 3.64 | 4.13 | 5.41 | 3.15 | 4.80 | 0.38 | 2.56 | 4.17 | 3.74 | 6.73 | 4.19 | 3.66 | 3.87 | 2.90 | 5.41 | 7.56 | 4.62 | 3.64 | 3.82 | 2.43 | 3.13 | 3.79 |
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 |
|---|---|---|---|---|
| INOVA HEALTH SYSTEM 403(B) PLAN Strategic Asset Allocation - Equal Weight Moderate |
-4.41%
Feb 2006 - Feb 2009 |
1.38%
Feb 2004 - Feb 2009 |
4.02%
Dec 2007 - Dec 2017 |
4.23%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| INOVA HEALTH SYSTEM 403(B) PLAN Strategic Asset Allocation - Equal Weight Moderate |
16.97%
Feb 2009 - Feb 2012 |
13.88%
Oct 2002 - Oct 2007 |
8.95%
Mar 2003 - Mar 2013 |
8.04%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart