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 Strategic Asset Allocation - Equal Weight Moderate | NA | 19.72% | 4.72% | 9.86% | 7.53% | 7.47% | 6.72% | 6.15% |
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 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 (%) | -0.72 | 19.72 | 4.72 | 9.86 | 7.53 | 7.47 | 6.72 | 6.15 | NA | 6.06 | 12.54 | -7.35 | 8.93 | 22.19 | 19.06 | -5.14 | 13.00 | 4.02 | 2.14 | 1.84 | 15.09 | 8.46 | -1.35 | 9.37 | 19.91 | -19.85 | 7.65 | 11.78 | 6.69 | 10.55 | 20.92 | -10.49 | -5.86 |
| Sharpe Ratio | NA | 0.04 | -0.05 | 0.45 | 0.54 | NA | NA | 0.43 | 0.07 | -0.06 | 1.07 | -0.68 | 0.98 | 1.15 | 2.15 | -0.60 | 3.00 | 0.44 | 0.24 | 0.25 | 2.39 | 1.23 | -0.11 | 0.87 | 1.41 | -1.06 | 0.52 | 1.25 | 0.84 | 1.50 | 2.45 | -0.97 | -0.73 |
| Standard Deviation(%) | NA | 8.76 | 10.05 | 12.23 | 10.50 | NA | NA | 10.45 | 7.04 | 8.77 | 7.76 | 12.88 | 9.07 | 19.01 | 8.21 | 10.81 | 4.13 | 8.73 | 8.93 | 7.30 | 6.31 | 6.81 | 12.40 | 10.62 | 14.04 | 19.52 | 8.96 | 6.83 | 5.40 | 6.42 | 8.26 | 11.93 | 11.18 |
| Draw Down(%) | NA | 6.17 | 15.21 | 20.01 | 20.01 | NA | NA | 30.79 | 0.46 | 6.08 | 6.92 | 15.21 | 5.86 | 20.01 | 4.65 | 13.07 | 1.19 | 7.41 | 9.19 | 5.74 | 4.55 | 5.68 | 12.11 | 8.61 | 13.39 | 29.48 | 5.97 | 7.28 | 4.05 | 5.06 | 8.24 | 19.01 | 18.14 |
| Yield(%) | NA | 3.80 | 4.00 | 3.45 | 2.70 | NA | NA | 2.46 | NA | 0.60 | 3.95 | 4.10 | 3.15 | 2.91 | 2.61 | 3.01 | 0.34 | 1.26 | 3.14 | 2.00 | 1.70 | 1.71 | 1.22 | 1.24 | 1.23 | 3.48 | 5.87 | 4.78 | 2.82 | 1.39 | 1.30 | 1.11 | 1.68 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-4.90%
Feb 2006 - Feb 2009 |
0.22%
Feb 2004 - Feb 2009 |
4.19%
Dec 2006 - Dec 2016 |
4.42%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RENOWN HEALTH RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
16.59%
Dec 2018 - Dec 2021 |
12.34%
Sep 2002 - Sep 2007 |
8.84%
Sep 2011 - Sep 2021 |
8.61%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart