Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 04/29/2022.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ALTRU HEALTH SYSTEM RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate | NA | -3.13% | 12.82% | 10.37% | 8.87% | 9.22% | 10.34% | 10.01% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ALTRU HEALTH SYSTEM RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 07/08/2022 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 04/29/2022.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.58 | -3.13 | 12.82 | 10.37 | 8.87 | 9.22 | 10.34 | 10.01 | -8.72 | 12.72 | 24.52 | 18.42 | -3.69 | 11.37 | 3.01 | 2.06 | 5.34 | 19.94 | 11.13 | 0.57 | 19.24 | 18.29 | -0.77 | 12.58 | 11.45 | 6.98 | 13.15 | 28.98 | 4.41 | 3.45 |
| Sharpe Ratio | NA | -0.48 | 0.73 | 0.66 | 0.74 | NA | NA | 0.86 | -0.66 | 1.08 | 1.23 | 2.07 | -0.43 | 1.94 | 0.28 | 0.20 | 0.59 | 2.36 | 1.42 | 0.03 | 1.50 | 1.96 | -0.29 | 0.98 | 1.01 | 0.75 | 1.46 | 3.65 | 0.61 | 0.19 |
| Standard Deviation(%) | NA | 12.01 | 14.76 | 12.95 | 11.12 | NA | NA | 10.11 | 13.68 | 11.72 | 19.72 | 8.20 | 11.76 | 5.53 | 10.15 | 9.96 | 9.01 | 8.43 | 7.81 | 15.56 | 12.77 | 9.28 | 5.75 | 9.81 | 8.07 | 6.39 | 8.35 | 7.75 | 5.45 | 6.09 |
| Draw Down(%) | NA | 12.08 | 20.98 | 20.98 | 20.98 | NA | NA | 20.98 | 10.91 | 5.55 | 20.98 | 4.98 | 15.45 | 2.97 | 11.64 | 10.22 | 6.06 | 3.66 | 5.65 | 12.97 | 8.88 | 4.66 | 7.39 | 6.60 | 9.32 | 4.90 | 7.57 | 3.63 | 2.99 | 5.53 |
| Yield(%) | NA | 7.96 | 7.49 | 6.76 | 6.01 | NA | NA | 0.00 | 0.81 | 8.72 | 8.04 | 7.29 | 7.62 | 3.94 | 2.71 | 5.48 | 8.67 | 7.22 | 3.63 | 2.45 | 2.14 | 4.05 | 5.14 | 5.92 | 5.79 | 3.43 | 3.73 | 5.23 | 7.11 | 5.84 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ALTRU HEALTH SYSTEM RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
2.60%
Feb 2014 - Feb 2017 |
3.46%
Mar 2015 - Mar 2020 |
7.06%
Mar 2010 - Mar 2020 |
8.20%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ALTRU HEALTH SYSTEM RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
18.45%
Dec 2018 - Dec 2021 |
14.99%
Oct 2002 - Oct 2007 |
12.38%
Apr 2001 - Apr 2011 |
10.74%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart