Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| RENOWN HEALTH RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate | NA | -15.82% | -8.21% | 2.73% | 5.80% | 8.48% | 9.73% | 8.88% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RENOWN HEALTH RETIREMENT SAVINGS 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 (%) | -1.35 | -15.82 | -8.21 | 2.73 | 5.80 | 8.48 | 9.73 | 8.88 | NA | 15.33 | 14.00 | -12.27 | 23.01 | 15.18 | 24.39 | -5.55 | 23.81 | 9.10 | 0.65 | 12.68 | 29.58 | 15.97 | -0.95 | 11.51 | 16.69 | 4.61 | 12.04 | 20.60 | 10.48 | 14.91 | 20.65 | -5.04 | -8.36 |
| Sharpe Ratio | NA | 0.14 | 0.03 | 0.24 | 0.35 | NA | NA | 0.50 | -0.01 | 0.14 | 0.86 | -0.84 | 1.73 | 0.60 | 1.88 | -0.46 | 3.33 | 0.81 | 0.05 | 1.09 | 2.73 | 1.28 | -0.05 | 0.69 | 1.13 | 0.33 | 0.54 | 1.41 | 0.86 | 1.70 | 2.89 | -1.58 | -1.45 |
| Standard Deviation(%) | NA | 62.24 | 37.72 | 31.79 | 23.98 | NA | NA | 18.20 | 6.69 | 62.26 | 11.29 | 16.17 | 13.29 | 24.83 | 12.23 | 15.07 | 6.97 | 11.02 | 12.68 | 11.59 | 10.83 | 12.49 | 21.51 | 16.46 | 14.73 | 11.34 | 16.73 | 12.29 | 9.67 | 8.23 | 6.91 | 3.89 | 7.34 |
| Draw Down(%) | NA | 36.73 | 36.73 | 36.73 | 36.73 | NA | NA | 36.73 | 0.46 | 36.73 | 9.46 | 18.67 | 4.94 | 25.82 | 6.30 | 19.84 | 2.26 | 7.15 | 10.36 | 7.69 | 5.36 | 8.83 | 18.46 | 12.70 | 10.13 | 8.66 | 11.49 | 13.35 | 7.01 | 6.96 | 2.67 | 6.30 | 12.86 |
| Yield(%) | NA | 3.95 | 5.27 | 4.95 | 4.27 | NA | NA | 0.00 | NA | 0.28 | 4.31 | 3.98 | 7.75 | 5.35 | 4.78 | 3.08 | 3.21 | 3.43 | 4.95 | 4.20 | 3.18 | 2.82 | 1.24 | 1.91 | 1.95 | 3.35 | 8.70 | 7.52 | 4.33 | 1.78 | 1.79 | 1.82 | 1.88 |
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 |
|---|---|---|---|---|
| RENOWN HEALTH RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
-7.99%
Oct 2021 - Oct 2024 |
2.73%
Oct 2019 - Oct 2024 |
5.80%
Oct 2014 - Oct 2024 |
8.53%
Oct 2009 - Oct 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RENOWN HEALTH RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
20.79%
Dec 2018 - Dec 2021 |
16.67%
Jun 2009 - Jun 2014 |
14.38%
Dec 2011 - Dec 2021 |
13.53%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart