Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| 401K PROFIT SHARING RETIREMENT PLAN FOR SOUTHEAST CANCER NETWORK INC. Strategic Asset Allocation - Optimal Moderate | NA | 9.45% | 5.14% | 2.83% | 5.61% | 4.95% | NA | 5.58% |
Data as of 10/31/2019, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| 401K PROFIT SHARING RETIREMENT PLAN FOR SOUTHEAST CANCER NETWORK INC. Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 12/31/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.45 | 9.45 | 5.14 | 2.83 | 5.61 | 4.95 | NA | 5.58 | 17.36 | -6.14 | 8.46 | 3.44 | -3.54 | 3.90 | 10.93 | 10.72 | -2.72 | 14.69 | 29.63 | -30.47 | 5.53 | 14.01 | 9.65 | 11.96 | 25.14 | -4.74 | 2.14 |
| Sharpe Ratio | NA | 2.24 | 0.70 | 0.38 | 0.61 | NA | NA | 0.44 | 2.24 | -0.83 | 1.75 | 0.43 | -0.43 | 0.64 | 1.64 | 1.57 | -0.21 | 1.38 | 1.56 | -1.31 | 0.27 | 1.59 | 1.49 | 1.94 | 3.38 | -0.60 | -0.02 |
| Standard Deviation(%) | NA | 7.12 | 7.13 | 7.46 | 8.29 | NA | NA | 10.31 | 7.12 | 8.99 | 4.48 | 7.51 | 8.37 | 6.07 | 6.63 | 6.81 | 13.04 | 10.60 | 18.98 | 23.99 | 9.19 | 6.76 | 5.02 | 5.68 | 7.23 | 9.79 | 7.01 |
| Draw Down(%) | NA | 3.97 | 12.28 | 13.74 | 13.81 | NA | NA | 44.06 | 3.97 | 12.28 | 2.09 | 7.47 | 9.77 | 5.47 | 6.50 | 5.55 | 13.81 | 7.67 | 16.82 | 38.61 | 7.10 | 7.51 | 3.45 | 6.27 | 5.90 | 15.64 | 9.01 |
| Yield(%) | NA | 5.85 | 3.95 | 3.62 | 3.15 | NA | NA | 3.65 | 5.85 | 5.36 | 0.58 | 2.72 | 3.57 | 3.96 | 2.32 | 3.07 | 2.50 | 1.48 | 2.03 | 3.18 | 5.66 | 6.29 | 5.68 | 4.07 | 3.28 | 2.94 | 4.87 |
Data as of 10/31/2019, 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 |
|---|---|---|---|---|
| 401K PROFIT SHARING RETIREMENT PLAN FOR SOUTHEAST CANCER NETWORK INC. Strategic Asset Allocation - Optimal Moderate |
-10.62%
Feb 2006 - Feb 2009 |
-2.44%
Feb 2004 - Feb 2009 |
2.84%
Oct 2007 - Oct 2017 |
4.46%
Dec 2003 - Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 401K PROFIT SHARING RETIREMENT PLAN FOR SOUTHEAST CANCER NETWORK INC. Strategic Asset Allocation - Optimal Moderate |
19.64%
Feb 2009 - Feb 2012 |
15.35%
Feb 2009 - Feb 2014 |
8.64%
Feb 2009 - Feb 2019 |
6.81%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart