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 - Optimal Moderate | NA | -0.21% | 4.59% | 3.50% | 8.33% | 6.71% | NA | 6.44% |
Data as of 10/31/2018, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| INOVA HEALTH SYSTEM 403(B) 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 (%) | 2.61 | -0.21 | 4.59 | 3.50 | 8.33 | 6.71 | NA | 6.44 | -2.72 | 8.19 | 5.77 | -2.42 | 3.20 | 15.46 | 12.38 | 0.70 | 14.97 | 27.44 | -25.92 | 12.72 | 10.94 | 9.90 | 14.41 | 20.77 | -10.81 | 3.38 |
| Sharpe Ratio | NA | -0.34 | 0.33 | 0.22 | 0.72 | NA | NA | 0.43 | -0.34 | 1.68 | 0.65 | -0.27 | 0.44 | 2.16 | 1.57 | 0.04 | 1.29 | 1.60 | -1.23 | 1.02 | 0.94 | 1.21 | 1.77 | 1.90 | -0.90 | 0.07 |
| Standard Deviation(%) | NA | 11.90 | 8.85 | 8.59 | 10.64 | NA | NA | 11.49 | 11.90 | 4.50 | 8.55 | 9.05 | 7.23 | 7.16 | 7.86 | 15.02 | 11.52 | 17.07 | 21.91 | 9.55 | 8.12 | 6.41 | 7.60 | 10.54 | 13.26 | 14.74 |
| Draw Down(%) | NA | 14.12 | 14.12 | 14.12 | 17.23 | NA | NA | 38.53 | 14.12 | 2.76 | 8.32 | 10.07 | 4.56 | 5.99 | 6.59 | 14.42 | 9.14 | 17.23 | 35.53 | 5.51 | 10.23 | 4.04 | 5.92 | 8.00 | 19.66 | 16.31 |
| Yield(%) | NA | 9.06 | 4.43 | 4.41 | 4.77 | NA | NA | 4.71 | 9.00 | 0.36 | 3.81 | 4.49 | 4.39 | 9.09 | 3.91 | 5.00 | 3.74 | 3.39 | 5.14 | 9.28 | 6.54 | 3.85 | 4.11 | 2.35 | 2.89 | 3.48 |
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 |
|---|---|---|---|---|
| INOVA HEALTH SYSTEM 403(B) PLAN Strategic Asset Allocation - Optimal Moderate |
-7.37%
Feb 2006 - Feb 2009 |
-0.18%
Feb 2004 - Feb 2009 |
4.97%
Oct 2007 - Oct 2017 |
6.01%
Feb 2001 - Feb 2016 |
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 - Optimal Moderate |
20.90%
Feb 2009 - Feb 2012 |
17.10%
Feb 2009 - Feb 2014 |
9.58%
Mar 2003 - Mar 2013 |
8.19%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart