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 - Optimal Moderate | NA | 18.64% | -0.75% | 4.78% | 4.13% | 5.82% | 6.49% | 7.72% |
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 - 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 (%) | -1.46 | 18.64 | -0.75 | 4.78 | 4.13 | 5.82 | 6.49 | 7.72 | NA | -0.02 | 7.45 | -12.96 | 5.74 | 17.72 | 17.51 | -9.61 | 10.08 | 5.82 | 0.01 | 4.24 | 10.10 | 15.33 | -3.75 | 15.51 | 28.43 | -25.99 | 10.12 | 15.60 | 21.08 | 19.32 | 32.18 | 2.46 | 5.26 |
| Sharpe Ratio | NA | -0.55 | -0.42 | 0.04 | 0.18 | NA | NA | 0.50 | 0.03 | -0.72 | 0.33 | -0.74 | 0.54 | 1.01 | 2.15 | -1.15 | 1.69 | 0.55 | 0.00 | 0.59 | 1.24 | 1.67 | -0.24 | 1.10 | 1.50 | -1.19 | 0.66 | 1.32 | 1.90 | 2.14 | 4.77 | 0.18 | 0.36 |
| Standard Deviation(%) | NA | 9.11 | 13.53 | 13.87 | 11.57 | NA | NA | 11.92 | 8.02 | 9.19 | 9.75 | 19.26 | 10.65 | 17.26 | 7.49 | 9.48 | 5.60 | 10.27 | 9.88 | 7.14 | 8.09 | 9.18 | 16.02 | 14.04 | 18.93 | 22.52 | 10.77 | 9.33 | 9.94 | 8.60 | 6.61 | 7.73 | 8.13 |
| Draw Down(%) | NA | 9.27 | 22.61 | 24.22 | 24.22 | NA | NA | 41.66 | 0.77 | 9.26 | 12.06 | 22.88 | 6.09 | 22.99 | 4.66 | 15.70 | 2.19 | 8.86 | 9.97 | 6.30 | 8.90 | 8.41 | 17.70 | 11.09 | 19.11 | 39.40 | 7.99 | 10.99 | 5.01 | 9.85 | 4.53 | 13.41 | 11.05 |
| Yield(%) | NA | 2.65 | 4.43 | 4.19 | 3.90 | NA | NA | 4.49 | NA | 0.49 | 2.71 | 4.64 | 5.76 | 3.85 | 4.82 | 5.87 | 0.25 | 2.53 | 4.13 | 4.33 | 4.59 | 4.16 | 3.52 | 2.40 | 2.59 | 3.92 | 9.60 | 6.80 | 7.22 | 5.91 | 4.87 | 4.29 | 4.00 |
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 - Optimal Moderate |
-8.25%
Feb 2006 - Feb 2009 |
0.63%
Mar 2015 - Mar 2020 |
2.98%
Oct 2013 - Oct 2023 |
3.55%
Sep 2007 - Sep 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 - Optimal Moderate |
27.52%
Mar 2003 - Mar 2006 |
21.43%
Oct 2002 - Oct 2007 |
12.13%
Mar 2003 - Mar 2013 |
9.92%
Oct 2002 - Oct 2017 |
Annualized Rolling Returns Comparison Chart