Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SAINT LUKES 403(B) PLAN Strategic Asset Allocation - Optimal Moderate | NA | 7.63% | 3.95% | 8.09% | 6.05% | 7.46% | NA | 7.57% |
Data as of 09/30/2016, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SAINT LUKES 403(B) PLAN Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 12/30/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.08 | 7.63 | 3.95 | 8.09 | 6.05 | 7.46 | NA | 7.57 | 5.59 | 2.00 | 1.05 | 16.46 | 11.45 | 1.94 | 14.62 | 24.52 | -23.34 | 10.59 | 10.87 | 9.22 | 14.74 | 22.76 | -7.44 | 10.37 |
| Sharpe Ratio | NA | 0.39 | 0.36 | 0.93 | 0.44 | NA | NA | 0.56 | 0.69 | 0.24 | 0.14 | 2.38 | 1.51 | 0.14 | 1.32 | 1.48 | -1.13 | 0.84 | 1.00 | 1.05 | 1.68 | 2.19 | -0.64 | 0.80 |
| Standard Deviation(%) | NA | 8.12 | 7.84 | 7.61 | 11.94 | NA | NA | 11.12 | 7.84 | 8.33 | 7.37 | 6.89 | 7.56 | 13.95 | 11.03 | 16.55 | 21.49 | 8.99 | 7.56 | 6.72 | 8.20 | 10.08 | 13.37 | 10.07 |
| Draw Down(%) | NA | 8.99 | 9.72 | 9.72 | 35.49 | NA | NA | 35.49 | 7.01 | 7.33 | 5.00 | 5.54 | 5.29 | 12.65 | 8.23 | 16.14 | 33.13 | 5.59 | 8.68 | 4.08 | 6.47 | 7.59 | 17.74 | 10.05 |
| Yield(%) | NA | 2.80 | 5.08 | 4.43 | 4.88 | NA | NA | 5.07 | 2.83 | 8.93 | 3.52 | 3.14 | 3.73 | 5.88 | 4.32 | 3.21 | 3.47 | 9.57 | 4.33 | 9.39 | 4.27 | 3.53 | 3.76 | 7.25 |
Data as of 09/30/2016, 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 |
|---|---|---|---|---|
| SAINT LUKES 403(B) PLAN Strategic Asset Allocation - Optimal Moderate |
-6.78%
Feb 2006 - Feb 2009 |
0.15%
Feb 2004 - Feb 2009 |
5.44%
Feb 2006 - Feb 2016 |
6.82%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SAINT LUKES 403(B) PLAN Strategic Asset Allocation - Optimal Moderate |
19.98%
Feb 2009 - Feb 2012 |
16.77%
Feb 2009 - Feb 2014 |
9.79%
Mar 2003 - Mar 2013 |
7.42%
Sep 2001 - Sep 2016 |
Annualized Rolling Returns Comparison Chart