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 Strategic Asset Allocation - Equal Weight Moderate | NA | 16.15% | 0.08% | 5.06% | 4.26% | 5.38% | 6.11% | 7.61% |
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 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 (%) | -1.38 | 16.15 | 0.08 | 5.06 | 4.26 | 5.38 | 6.11 | 7.61 | NA | 4.80 | 7.31 | -12.76 | 8.27 | 15.38 | 14.91 | -7.81 | 10.80 | 4.31 | 0.36 | 2.34 | 7.99 | 11.23 | -3.02 | 14.36 | 26.17 | -26.55 | 9.18 | 15.83 | 23.44 | 19.30 | 34.38 | 6.46 | 4.49 |
| Sharpe Ratio | NA | -0.19 | -0.43 | 0.14 | 0.25 | NA | NA | 0.56 | -0.03 | -0.25 | 0.37 | -1.04 | 0.88 | 0.90 | 2.10 | -1.11 | 2.04 | 0.49 | 0.04 | 0.35 | 1.07 | 1.64 | -0.22 | 1.17 | 1.49 | -1.25 | 0.61 | 1.69 | 2.00 | 2.37 | 5.83 | 0.87 | 0.34 |
| Standard Deviation(%) | NA | 7.02 | 10.05 | 11.63 | 9.75 | NA | NA | 10.55 | 6.46 | 7.07 | 8.37 | 13.56 | 9.34 | 16.86 | 6.44 | 8.25 | 4.97 | 8.39 | 8.49 | 6.60 | 7.44 | 6.84 | 13.61 | 12.20 | 17.49 | 21.98 | 10.06 | 7.44 | 10.63 | 7.74 | 5.78 | 6.18 | 6.38 |
| Draw Down(%) | NA | 5.79 | 18.11 | 22.73 | 22.73 | NA | NA | 39.03 | 0.54 | 5.79 | 8.78 | 18.47 | 5.68 | 22.73 | 3.84 | 12.95 | 1.99 | 7.06 | 8.82 | 6.14 | 8.46 | 6.12 | 15.62 | 9.10 | 15.70 | 37.83 | 7.12 | 8.72 | 4.37 | 10.50 | 2.58 | 9.97 | 9.09 |
| Yield(%) | NA | 2.71 | 3.31 | 2.96 | 2.84 | NA | NA | 4.03 | NA | 0.60 | 2.93 | 2.61 | 4.13 | 2.21 | 3.37 | 2.99 | 0.30 | 2.57 | 3.25 | 3.74 | 4.43 | 3.84 | 2.69 | 2.52 | 2.40 | 3.53 | 10.57 | 6.19 | 8.94 | 6.75 | 5.12 | 3.98 | 2.94 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-7.36%
Feb 2006 - Feb 2009 |
0.77%
Mar 2015 - Mar 2020 |
3.14%
Oct 2013 - Oct 2023 |
3.09%
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 Strategic Asset Allocation - Equal Weight Moderate |
28.20%
Mar 2003 - Mar 2006 |
22.03%
Oct 2002 - Oct 2007 |
11.96%
Apr 2001 - Apr 2011 |
9.38%
Sep 2001 - Sep 2016 |
Annualized Rolling Returns Comparison Chart