Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ALTRU HEALTH SYSTEM RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | 20.13% | 4.23% | 8.27% | 6.40% | 6.95% | 6.23% | 6.68% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ALTRU HEALTH SYSTEM RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 01/08/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
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 | 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 (%) | -0.98 | 20.13 | 4.23 | 8.27 | 6.40 | 6.95 | 6.23 | 6.68 | NA | 7.45 | 11.83 | -10.13 | 9.87 | 18.22 | 19.19 | -6.78 | 11.85 | 0.09 | 3.81 | 1.26 | 12.19 | 11.51 | 0.68 | 11.32 | 24.59 | -22.59 | 8.85 | 8.48 | 6.62 | 9.97 | 21.07 | -0.94 | 4.67 |
| Sharpe Ratio | NA | 0.30 | -0.06 | 0.32 | 0.34 | NA | NA | 0.47 | 0.10 | 0.09 | 0.99 | -0.56 | 1.04 | 0.96 | 2.41 | -0.32 | 2.23 | -0.01 | 0.43 | 0.17 | 2.05 | 2.30 | 0.07 | 1.51 | 2.15 | -1.56 | 0.96 | 1.05 | 1.07 | 1.70 | 3.80 | -0.29 | 0.40 |
| Standard Deviation(%) | NA | 9.23 | 13.74 | 14.19 | 13.78 | NA | NA | 10.67 | 8.73 | 9.28 | 7.62 | 20.55 | 9.47 | 18.71 | 7.38 | 25.59 | 5.02 | 9.12 | 8.85 | 7.19 | 5.93 | 4.98 | 9.08 | 7.42 | 11.37 | 15.10 | 6.14 | 4.97 | 4.18 | 5.30 | 5.36 | 7.09 | 5.90 |
| Draw Down(%) | NA | 6.30 | 21.69 | 22.63 | 22.63 | NA | NA | 31.73 | 0.60 | 6.30 | 6.43 | 22.47 | 6.15 | 22.63 | 3.70 | 17.77 | 2.81 | 9.74 | 8.98 | 5.85 | 5.43 | 4.23 | 9.21 | 6.33 | 12.42 | 30.96 | 4.30 | 5.66 | 3.47 | 5.42 | 3.94 | 12.19 | 6.98 |
| Yield(%) | NA | 4.41 | 5.55 | 4.63 | 4.22 | NA | NA | 4.37 | NA | 0.63 | 4.64 | 2.67 | 8.95 | 3.07 | 3.61 | 6.32 | 0.31 | 2.93 | 5.08 | 4.57 | 3.46 | 4.28 | 3.66 | 3.66 | 3.75 | 3.69 | 5.44 | 4.85 | 4.41 | 4.24 | 4.48 | 5.04 | 6.71 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-6.08%
Feb 2006 - Feb 2009 |
-0.71%
Feb 2004 - Feb 2009 |
4.43%
Feb 2006 - Feb 2016 |
4.48%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ALTRU HEALTH SYSTEM RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
16.67%
Feb 2009 - Feb 2012 |
13.81%
Feb 2009 - Feb 2014 |
8.36%
Feb 2009 - Feb 2019 |
8.46%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart