Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PIEDMONT HEALTH GROUP LLC 401K PLAN Strategic Asset Allocation - Optimal Moderate | NA | 36.09% | 13.87% | 15.95% | 10.49% | 9.99% | 8.58% | 8.81% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PIEDMONT HEALTH GROUP LLC 401K 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 (%) | -0.61 | 36.09 | 13.87 | 15.95 | 10.49 | 9.99 | 8.58 | 8.81 | NA | 22.57 | 23.58 | -3.05 | 6.41 | 28.95 | 20.29 | -2.13 | 8.18 | 2.22 | 2.15 | 3.33 | 20.15 | 9.11 | 0.74 | 8.80 | 21.04 | -26.18 | 12.48 | 11.12 | 9.67 | 14.59 | 22.49 | -5.41 | 7.58 |
| Sharpe Ratio | NA | 1.82 | 1.06 | 1.00 | 0.82 | NA | NA | 0.64 | 0.10 | 1.63 | 2.63 | -0.37 | 0.59 | 1.46 | 2.25 | -0.28 | 1.40 | 0.24 | 0.24 | 0.47 | 2.95 | 1.13 | 0.05 | 0.73 | 1.18 | -1.17 | 0.94 | 1.02 | 1.30 | 2.13 | 2.30 | -0.65 | 0.60 |
| Standard Deviation(%) | NA | 9.78 | 9.94 | 12.69 | 10.94 | NA | NA | 11.29 | 11.45 | 9.78 | 7.35 | 12.04 | 10.86 | 19.73 | 8.39 | 12.13 | 5.39 | 8.41 | 8.71 | 7.11 | 6.83 | 7.98 | 14.25 | 11.90 | 17.77 | 23.08 | 10.08 | 7.73 | 5.77 | 6.41 | 9.47 | 9.99 | 8.72 |
| Draw Down(%) | NA | 5.43 | 11.78 | 19.21 | 19.21 | NA | NA | 39.56 | 0.79 | 5.43 | 4.89 | 12.83 | 8.54 | 19.21 | 3.65 | 16.91 | 3.00 | 9.03 | 7.99 | 4.98 | 3.63 | 6.99 | 12.26 | 10.62 | 18.03 | 35.90 | 7.20 | 8.50 | 4.12 | 4.51 | 7.61 | 17.48 | 10.80 |
| Yield(%) | NA | 17.77 | 12.45 | 8.66 | 5.95 | NA | NA | 4.27 | NA | 4.50 | 17.04 | 7.68 | 7.36 | 3.87 | 2.38 | 6.23 | 0.75 | 1.12 | 4.49 | 3.93 | 3.02 | 1.40 | 1.49 | 1.39 | 1.73 | 3.15 | 6.00 | 3.80 | 3.07 | 4.28 | 2.80 | 2.62 | 4.17 |
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 |
|---|---|---|---|---|
| PIEDMONT HEALTH GROUP LLC 401K PLAN Strategic Asset Allocation - Optimal Moderate |
-7.28%
Feb 2006 - Feb 2009 |
-0.01%
Feb 2004 - Feb 2009 |
4.08%
Oct 2007 - Oct 2017 |
5.22%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PIEDMONT HEALTH GROUP LLC 401K PLAN Strategic Asset Allocation - Optimal Moderate |
18.34%
Mar 2003 - Mar 2006 |
16.25%
Nov 2019 - Nov 2024 |
10.68%
Nov 2014 - Nov 2024 |
10.97%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart