Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| XLHealth Corporation 401K Strategic Asset Allocation - Optimal Moderate | NA | 31.05% | 9.08% | 11.34% | 7.26% | 8.01% | 7.12% | 7.29% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| XLHealth Corporation 401K 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 (%) | -0.77 | 31.05 | 9.08 | 11.34 | 7.26 | 8.01 | 7.12 | 7.29 | NA | 19.66 | 22.57 | -10.56 | 6.35 | 19.41 | 16.63 | -8.26 | 9.70 | 5.52 | -1.13 | 3.15 | 12.06 | 14.59 | -2.13 | 15.55 | 30.02 | -28.03 | 5.76 | 13.77 | 8.45 | 13.69 | 24.40 | -4.94 | 1.48 |
| Sharpe Ratio | NA | 2.13 | 0.62 | 0.76 | 0.62 | NA | NA | 0.53 | 0.10 | 1.94 | 2.34 | -0.89 | 0.72 | 1.26 | 2.25 | -1.10 | 1.79 | 0.62 | -0.14 | 0.47 | 1.60 | 1.72 | -0.14 | 1.28 | 1.71 | -1.27 | 0.29 | 1.30 | 0.92 | 1.65 | 2.80 | -0.53 | -0.08 |
| Standard Deviation(%) | NA | 6.69 | 9.82 | 10.94 | 9.42 | NA | NA | 10.88 | 5.89 | 6.74 | 7.82 | 13.48 | 8.79 | 15.21 | 6.76 | 8.70 | 5.06 | 8.58 | 8.39 | 6.64 | 7.52 | 8.47 | 15.06 | 12.07 | 17.48 | 22.81 | 9.46 | 8.09 | 6.81 | 7.72 | 8.48 | 11.39 | 10.79 |
| Draw Down(%) | NA | 4.08 | 17.36 | 18.45 | 18.45 | NA | NA | 42.07 | 0.38 | 4.08 | 5.30 | 17.62 | 3.98 | 17.30 | 4.03 | 14.48 | 3.08 | 6.38 | 9.23 | 5.71 | 6.55 | 7.91 | 15.40 | 9.19 | 17.89 | 37.73 | 6.61 | 7.92 | 4.86 | 6.69 | 7.83 | 16.93 | 13.98 |
| Yield(%) | NA | 14.83 | 9.20 | 6.24 | 4.27 | NA | NA | 3.50 | NA | 4.68 | 13.67 | 5.39 | 3.39 | 1.54 | 2.24 | 4.70 | 0.58 | 1.39 | 2.59 | 2.20 | 1.38 | 2.74 | 2.78 | 3.01 | 3.47 | 2.41 | 3.29 | 3.47 | 3.16 | 2.62 | 2.84 | 3.93 | 2.95 |
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 Strategic Asset Allocation - Optimal Moderate |
-9.53%
Feb 2006 - Feb 2009 |
-1.70%
Feb 2004 - Feb 2009 |
4.32%
Sep 2012 - Sep 2022 |
3.82%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XLHealth Corporation 401K Strategic Asset Allocation - Optimal Moderate |
21.53%
Feb 2009 - Feb 2012 |
16.60%
Feb 2009 - Feb 2014 |
9.47%
Feb 2009 - Feb 2019 |
9.47%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart