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 - Optimal Moderate | NA | 21.28% | 4.54% | 8.61% | 7.33% | 7.93% | 7.01% | 6.26% |
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 - 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 (%) | -0.79 | 21.28 | 4.54 | 8.61 | 7.33 | 7.93 | 7.01 | 6.26 | NA | 8.85 | 13.27 | -9.28 | 10.54 | 15.09 | 17.19 | -3.83 | 14.14 | 5.03 | 2.75 | 4.76 | 18.54 | 9.90 | -0.93 | 9.98 | 21.07 | -21.29 | 7.54 | 12.09 | 6.93 | 9.84 | 20.24 | -11.96 | -5.80 |
| Sharpe Ratio | NA | 0.33 | 0.00 | 0.40 | 0.54 | NA | NA | 0.42 | 0.02 | 0.28 | 1.17 | -0.78 | 1.29 | 0.82 | 2.15 | -0.52 | 3.03 | 0.57 | 0.31 | 0.65 | 2.67 | 1.17 | -0.06 | 0.87 | 1.26 | -1.02 | 0.46 | 1.20 | 0.73 | 1.37 | 2.24 | -0.99 | -0.68 |
| Standard Deviation(%) | NA | 8.08 | 10.19 | 11.93 | 10.15 | NA | NA | 11.07 | 6.13 | 8.12 | 7.73 | 13.66 | 8.17 | 18.22 | 7.34 | 9.94 | 4.46 | 8.53 | 8.75 | 7.33 | 6.92 | 8.38 | 14.81 | 11.32 | 16.66 | 21.88 | 9.98 | 7.32 | 6.49 | 6.47 | 8.73 | 13.22 | 11.93 |
| Draw Down(%) | NA | 5.73 | 15.72 | 19.67 | 19.67 | NA | NA | 34.32 | 0.43 | 5.73 | 6.72 | 16.06 | 3.60 | 19.67 | 3.65 | 11.86 | 1.19 | 7.26 | 7.84 | 5.12 | 4.43 | 6.81 | 14.00 | 9.21 | 16.14 | 31.12 | 6.50 | 7.01 | 4.63 | 4.55 | 8.12 | 20.38 | 18.94 |
| Yield(%) | NA | 3.89 | 4.57 | 3.89 | 3.13 | NA | NA | 2.56 | NA | 0.66 | 4.02 | 4.75 | 4.01 | 3.05 | 2.99 | 2.98 | 0.36 | 2.59 | 3.66 | 2.27 | 1.90 | 1.00 | 0.95 | 1.17 | 1.05 | 2.56 | 4.75 | 5.04 | 3.93 | 1.33 | 1.10 | 1.06 | 1.71 |
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 - Optimal Moderate |
-6.14%
Feb 2006 - Feb 2009 |
-0.48%
Feb 2004 - Feb 2009 |
4.52%
Aug 2001 - Aug 2011 |
4.84%
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 - Optimal Moderate |
15.72%
Feb 2009 - Feb 2012 |
13.62%
Feb 2009 - Feb 2014 |
9.70%
Feb 2009 - Feb 2019 |
9.18%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart