Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| OGILVY COMMONHEALTH WORLDWIDE LLC PENSION PLAN Tactical Asset Allocation Moderate | NA | 22.79% | 1.18% | 6.55% | 4.06% | 5.04% | 8.16% | 8.96% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OGILVY COMMONHEALTH WORLDWIDE LLC PENSION PLAN Tactical Asset Allocation 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 (%) | -1.30 | 22.79 | 1.18 | 6.55 | 4.06 | 5.04 | 8.16 | 8.96 | NA | 6.08 | 11.94 | -16.47 | 15.50 | 16.71 | 4.97 | -5.28 | 12.52 | 4.78 | -7.15 | -0.08 | 13.55 | 8.36 | -3.50 | 13.27 | 19.85 | -5.01 | 14.10 | 20.19 | 40.78 | 12.72 | 28.45 | 11.51 | 1.70 |
| Sharpe Ratio | NA | -0.02 | -0.26 | 0.24 | 0.19 | NA | NA | 0.68 | -0.08 | -0.05 | 0.70 | -0.83 | 1.39 | 1.45 | 0.65 | -0.83 | 1.84 | 0.73 | -1.12 | -0.01 | 1.77 | 1.31 | -0.30 | 0.87 | 1.71 | -1.10 | 0.87 | 1.64 | 1.93 | 1.24 | 4.74 | 2.03 | -0.18 |
| Standard Deviation(%) | NA | 9.49 | 14.94 | 13.59 | 10.68 | NA | NA | 10.50 | 8.12 | 9.55 | 11.02 | 21.41 | 11.13 | 11.35 | 5.49 | 7.94 | 6.48 | 6.31 | 6.43 | 6.74 | 7.66 | 6.36 | 11.66 | 15.11 | 11.56 | 5.41 | 12.81 | 10.33 | 19.97 | 9.52 | 5.86 | 5.11 | 3.31 |
| Draw Down(%) | NA | 6.50 | 21.02 | 22.55 | 22.55 | NA | NA | 22.55 | 0.94 | 6.13 | 10.02 | 22.42 | 5.98 | 13.64 | 3.36 | 11.97 | 2.64 | 4.95 | 10.49 | 7.86 | 6.88 | 5.81 | 11.83 | 10.70 | 6.06 | 7.28 | 9.99 | 13.27 | 6.03 | 14.76 | 3.28 | 6.07 | 2.27 |
| Yield(%) | NA | 2.87 | 4.34 | 3.73 | 2.99 | NA | NA | 4.38 | NA | 0.51 | 2.79 | 4.58 | 5.13 | 3.60 | 2.30 | 3.19 | 0.32 | 1.88 | 2.27 | 3.14 | 4.13 | 3.58 | 2.67 | 2.16 | 2.16 | 1.94 | 12.68 | 7.37 | 14.18 | 7.93 | 4.63 | 3.42 | 4.18 |
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 |
|---|---|---|---|---|
| OGILVY COMMONHEALTH WORLDWIDE LLC PENSION PLAN Tactical Asset Allocation Moderate |
-0.94%
Dec 2013 - Dec 2016 |
0.42%
Aug 2014 - Aug 2019 |
2.14%
Oct 2013 - Oct 2023 |
3.93%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OGILVY COMMONHEALTH WORLDWIDE LLC PENSION PLAN Tactical Asset Allocation Moderate |
30.77%
Oct 2004 - Oct 2007 |
24.95%
Oct 2002 - Oct 2007 |
15.97%
Apr 2001 - Apr 2011 |
11.13%
Oct 2002 - Oct 2017 |
Annualized Rolling Returns Comparison Chart